Search results for " chaos"
showing 10 items of 70 documents
Simulation of BSDEs with jumps by Wiener Chaos Expansion
2016
International audience; We present an algorithm to solve BSDEs with jumps based on Wiener Chaos Expansion and Picard's iterations. This paper extends the results given in Briand-Labart (2014) to the case of BSDEs with jumps. We get a forward scheme where the conditional expectations are easily computed thanks to chaos decomposition formulas. Concerning the error, we derive explicit bounds with respect to the number of chaos, the discretization time step and the number of Monte Carlo simulations. We also present numerical experiments. We obtain very encouraging results in terms of speed and accuracy.
Deformation Quantization by Moyal Star-Product and Stratonovich Chaos
2012
We make a deformation quantization by Moyal star-product on a space of functions endowed with the normalized Wick product and where Stratonovich chaos are well defined.
Thermalization and condensation in an incoherently pumped passive optical cavity
2011
International audience; We study theoretically and numerically the condensation and the thermalization of classical optical waves in an incoherently pumped passive Kerr cavity. We show that the dynamics of the cavity exhibits a turbulent behavior that can be described by the wave turbulence theory. A mean-field kinetic equation is derived, which reveals that, in its high finesse regime, the cavity behaves essentially as a conservative Hamiltonian system. In particular, the intracavity turbulent field is shown to relax adiabatically toward a thermodynamic equilibrium state of energy equipartition. As a consequence of this effect of wave thermalization, the incoherent optical field undergoes …
Temporal incoherent solitons supported by a defocusing nonlinearity with anomalous dispersion
2012
http://pra.aps.org/; International audience; We study temporal incoherent solitons in noninstantaneous response nonlinear media. Contrarily to the usual temporal soliton, which is known to require a focusing nonlinearity with anomalous dispersion, we show that a highly noninstantaneous nonlinear response leads to incoherent soliton structures which require the inverted situation: In the focusing regime (and anomalous dispersion) the incoherent wave packet experiences an unlimited spreading, whereas in the defocusing regime (still with anomalous dispersion) the incoherent wave packet exhibits a self-trapping. These counterintuitive results are explained in detail by a long-range Vlasov formu…
Assessing Non-Linear Structures in Real Exchange Rates Using Recurrence Plot Strategies
2002
Time-delay control for stabilization of the Shapovalov mid-size firm model
2020
Control and stabilization of irregular and unstable behavior of dynamic systems (including chaotic processes) are interdisciplinary problems of interest to a variety of scientific fields and applications. Using the control methods allows improvements in forecasting the dynamics of unstable economic processes and offers opportunities for governments, central banks, and other policy makers to modify the behaviour of the economic system to achieve its best performance. One effective method for control of chaos and computation of unstable periodic orbits (UPOs) is the unstable delay feedback control (UDFC) approach, suggested by K. Pyragas. This paper proposes the application of the Pyragas' me…
Spectral analysis and quantum chaos in two-dimensional nanostructures
2015
This thesis describes a study into the eigenvalues and eigenstates of twodimensional (2D) quantum systems. The research is summarized in four scientific publications by the author. The underlying motivation for this work is the grand question of quantum chaos: how does chaos, as known in classical mechanics, manifest in quantum mechanics? The search and analysis of these quantum fingerprints of chaos requires efficient numerical tools and methods, the development of which is given a special emphasis in this thesis. The first publication in this thesis concerns the eigenspectrum analysis of a nanoscale device. It is shown that a measured addition energy spectrum can be explained by a simple …
Real-space quantum transport in two-dimensional nanostructures in magnetic fields
2013
Comment améliorer la prévision des ventes pour le marketing ? Les apports de la théorie du chaos
2013
La littérature en marketing constate un décalage entre les avancées réalisées par les chercheurs qui développent de nouvelles méthodes de prévision des ventes, et l'usage massif de méthodes traditionnelles reposant sur l'hypothèse de linéarité des processus analysés. Cette recherche expose la contribution potentielle de la théorie du chaos à l'amélioration de la prévision des ventes. Une illustration de ces apports est proposée avec une application à la prévision des ventes de consoles de jeux vidéo au Japon. Les résultats mettent en évidence la capacité de la méthode proposée à détecter la présence de chaos dans la série et montrent la possibilité de préciser l'horizon de prévisibilité des…
Zarządzanie czasem jako próba opanowania chaosu
2016
Niniejszy rozdział stanowi próbę odpowiedzi na pytanie, czy chaos obecny w różnych obszarach ludzkiego funkcjonowania dotyczy również czasu. Ponadto, czy można w jakikolwiek sposób zapanować nad tym chaosem i czy taka umiejętność pozostaje w jakimkolwiek związku z uzyskiwanymi efektami pracy własnej. Aby zrealizować ten cel, zostało przeprowadzone badanie ankietowe, które pozwoliło ustalić, że postrzeganie czasu jako chaotycznego pozostaje w związku ze sposobem gospodarowania czasem. Pozwala to wysunąć wniosek, że zarządzanie czasem ułatwia opanowanie chaosu.