Anchor Flow Maps: Efficient Sampling and Approximation of the Entire Flow Map
Abstract Flow maps are a fundamental concept for the visualization and analysis of time‐dependent flows. A common approach is to apply sampling and reconstruction – which comes with a number of problems: flow maps are high‐dimensional functions with locally large gradients which makes approximations very challenging.
D. Stelter +3 more
wiley +1 more source
Parametric Time‐Variation in the Unconditional Volatility: Estimation and Inference
ABSTRACT We propose modeling time‐variation in the unconditional volatility by augmenting the standard GARCH model by a deterministic time‐varying intercept. The model, called the additive time‐varying (ATV‐)GARCH model, can be interpreted as a reduced form of a model including covariates and can be derived from a multiplicative decomposition of ...
Niklas Ahlgren +2 more
wiley +1 more source
Quantifying Chaos by Various Computational Methods. Part 1: Simple Systems
The aim of the paper was to analyze the given nonlinear problem by different methods of computation of the Lyapunov exponents (Wolf method, Rosenstein method, Kantz method, the method based on the modification of a neural network, and the synchronization
Jan Awrejcewicz +5 more
doaj +1 more source
A New Hyperchaotic 4D-FDHNN System with Four Positive Lyapunov Exponents and Its Application in Image Encryption. [PDF]
Liu Z, Li J, Di X.
europepmc +1 more source
Partial Observation of Linear Systems With the Mori–Zwanzig Formalism
ABSTRACT The Mori–Zwanzig (MZ) formalism provides a systematic framework for deriving reduced‐order model of dynamical systems when only part of the state is observed, but its practical use is often limited by the complexity of the resulting computations.
Fan Wang, Peter Benner, Jan Heiland
wiley +1 more source
Study of Nonlinearities in the Dynamics of Exchange Rates: Is There Any Evidence of Chaos? [PDF]
This paper studies the dynamics of six major exchange rates, and runs formal tests to distinguish among different types of nonlinearities. In particular we study exchange rate returns, normalized exchange rates and exchange rate volatilities, classifying
Vitaliy Vandrovych
core
Instabilidades e Não-Linearidades no Mercado Financeiro: Um estudo da Teoria do Caos aplicada ao Mercado de Câmbio [PDF]
TCC (graduação) - Universidade Federal de Santa Catarina. Centro Sócio-Econômico. Economia.Durante os últimos séculos ocorreram significativas mudanças no pensamento sobre a dinâmica não-linear, principalmente a partir dos anos 60 com o advento e ...
França, Tales Renato Cugler
core
New 4-D Hyperchaotic System Derived from the Rikitake 3-D System:Properties and Application
A novel 4D hyperchaotic system with two positive Lyapunov exponents is created from a Rikitake 3D system using a feedback control strategy. Several dynamical properties are investigated both theoretically and numerically, including phase, equilibrium ...
Anmar Mohammed Shaker +1 more
doaj +1 more source
Proto‐Panic Modulation by Caffeine‐Proteinoid Complexes
Caffeine–proteinoid microspheres synthesized by thermal polymerization exhibit compartmentalized drug loading with encapsulation efficiencies of 61%–82% and triphasic release kinetics. Electrochemical monitoring reveals multi‐scale oscillatory dynamics consistent with chaotic and damped harmonic behavior, while Boolean logic operations demonstrate ...
Panagiotis Mougkogiannis +1 more
wiley +1 more source
Lyapunov Exponents and Oceanic Fronts [PDF]
Lyapunov exponents and Lyapunov vectors are precious tools to study dynamical systems: they provide a mathematical framework characterizing sensitive dependence on initial conditions, as well as the stretching and the contraction occurring along a trajectory.
Toselli, Francesco +4 more
openaire +2 more sources

