Search results for " Exponent"
showing 10 items of 315 documents
Massive evaluation and analysis of Poincar�� recurrences on grids of initial data: a tool to map chaotic diffusion
2020
We present a novel numerical method aimed to characterize global behaviour, in particular chaotic diffusion, in dynamical systems. It is based on an analysis of the Poincar\'e recurrence statistics on massive grids of initial data or values of parameters. We concentrate on Hamiltonian systems, featuring the method separately for the cases of bounded and non-bounded phase spaces. The embodiments of the method in each of the cases are specific. We compare the performances of the proposed Poincar\'e recurrence method (PRM) and the custom Lyapunov exponent (LE) methods and show that they expose the global dynamics almost identically. However, a major advantage of the new method over the known g…
A wavelet-based tool for studying non-periodicity
2010
This paper presents a new numerical approach to the study of non-periodicity in signals, which can complement the maximal Lyapunov exponent method for determining chaos transitions of a given dynamical system. The proposed technique is based on the continuous wavelet transform and the wavelet multiresolution analysis. A new parameter, the \textit{scale index}, is introduced and interpreted as a measure of the degree of the signal's non-periodicity. This methodology is successfully applied to three classical dynamical systems: the Bonhoeffer-van der Pol oscillator, the logistic map, and the Henon map.
Analytical properties of horizontal visibility graphs in the Feigenbaum scenario
2012
Time series are proficiently converted into graphs via the horizontal visibility (HV) algorithm, which prompts interest in its capability for capturing the nature of different classes of series in a network context. We have recently shown [1] that dynamical systems can be studied from a novel perspective via the use of this method. Specifically, the period-doubling and band-splitting attractor cascades that characterize unimodal maps transform into families of graphs that turn out to be independent of map nonlinearity or other particulars. Here we provide an in depth description of the HV treatment of the Feigenbaum scenario, together with analytical derivations that relate to the degree di…
Feigenbaum graphs: a complex network perspective of chaos
2011
The recently formulated theory of horizontal visibility graphs transforms time series into graphs and allows the possibility of studying dynamical systems through the characterization of their associated networks. This method leads to a natural graph-theoretical description of nonlinear systems with qualities in the spirit of symbolic dynamics. We support our claim via the case study of the period-doubling and band-splitting attractor cascades that characterize unimodal maps. We provide a universal analytical description of this classic scenario in terms of the horizontal visibility graphs associated with the dynamics within the attractors, that we call Feigenbaum graphs, independent of map…
Results from the Fourth WMO Filter Radiometer Comparison for aerosol optical depth measurements
2018
Abstract. This study presents the results of the Fourth Filter Radiometer Comparison that was held in Davos, Switzerland, between 28 September and 16 October 2015. Thirty filter radiometers and spectroradiometers from 12 countries participated including reference instruments from global aerosol networks. The absolute differences of all instruments compared to the reference have been based on the World Meteorological Organization (WMO) criterion defined as follows: 95% of the measured data has to be within 0.005 ± 0.001∕m (where m is the air mass). At least 24 out of 29 instruments achieved this goal at both 500 and 865 nm, while 12 out of 17 and 13 out of 21 achieved this at 368 and 412 nm,…
The effect of round-off error on long memory processes
2011
We study how the round-off (or discretization) error changes the statistical properties of a Gaussian long memory process. We show that the autocovariance and the spectral density of the discretized process are asymptotically rescaled by a factor smaller than one, and we compute exactly this scaling factor. Consequently, we find that the discretized process is also long memory with the same Hurst exponent as the original process. We consider the properties of two estimators of the Hurst exponent, namely the local Whittle (LW) estimator and the Detrended Fluctuation Analysis (DFA). By using analytical considerations and numerical simulations we show that, in presence of round-off error, both…
On the stability of stablecoins
2021
This paper investigates the volatility processes of stablecoins and their potential stochastic interdependencies with Bitcoin volatility. We employ a novel approach to choose the optimal combination for the power law exponent and the minimum value for the volatilities bending the power law. Our results indicate that Bitcoin volatility is well-behaved in a statistical sense with a finite theoretical variance. Surprisingly, the volatilities of stablecoins are statistically unstable and contemporaneously respond to Bitcoin volatility. Also, whereas the volatilities of stablecoins are not Granger-causal for Bitcoin volatility, lagged Bitcoin volatility exhibits Granger-causal effects on the vol…
On ( p ( x ), q ( x ))‐Laplace equations in ℝN without Ambrosetti‐Rabinowitz condition
2021
In the present work, we consider a (p(x), q(x))-elliptic equation describing the behavior of a double-phase anisotropic problem which has relevance in electrorheological fluid applications. The analysis leads to the existence of weak (nonnegative) solutions in the special case of potential terms with critical frequency and a superlinear reaction term. In order to prove the existence result, we combine critical point theory of mountain pass type with related topological and variational methods. Basically, the approach is variational, but we do not impose any Ambrosetti-Rabinowitz type condition for the superlinearity of the reaction. More specifically, we apply the Euler-Lagrange functional …
High order normal form construction near the elliptic orbit of the Sitnikov problem
2011
We consider the Sitnikov problem; from the equations of motion we derive the approximate Hamiltonian flow. Then, we introduce suitable action–angle variables in order to construct a high order normal form of the Hamiltonian. We introduce Birkhoff Cartesian coordinates near the elliptic orbit and we analyze the behavior of the remainder of the normal form. Finally, we derive a kind of local stability estimate in the vicinity of the periodic orbit for exponentially long times using the normal form up to 40th order in Cartesian coordinates.
Method for Manufacturing Custom-Shaped Prosthetic Parts from Titanium Alloys by Incremental Forming Using Industrial Robots
2014
The last decade has shown an increasing interest in a new class of forming processes known as Incremental Sheet forming (ISF). A possible application for this new procedure, targeted by the authors of this paper, is the manufacturing of custom-shaped prosthetic parts for use in various areas of human medicine. Such prostheses can have a functional role, when they target the replacing of a functional component of the human body, or an esthetic role, when they target the solving of problems related to the appearance of the human body. In this paper the authors aim to determine the strain hardening curves for the titanium alloy Ti6Al4V at room temperature and at 800°C. The incremental forming …