Results 91 to 100 of about 115,141 (223)

Anchor Flow Maps: Efficient Sampling and Approximation of the Entire Flow Map

open access: yesComputer Graphics Forum, EarlyView.
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

open access: yesJournal of Time Series Analysis, EarlyView.
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

open access: yesEntropy, 2018
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

Partial Observation of Linear Systems With the Mori–Zwanzig Formalism

open access: yesProceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.
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]

open access: yes
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]

open access: yes, 2015
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

open access: yesNTU Journal of Pure Sciences
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

open access: yesJournal of Applied Polymer Science, Volume 143, Issue 41, November 5, 2026.
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]

open access: yes, 2016
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

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