Search results for "INTERMITTENCY"

Types I and II intermittencies in a cascade laser model

1995

Abstract We report on types I and II intermittencies found in a cascade laser model. A continuous transition from one to another type of intermittency, which involves the coexistence of both types of laminar phases within the same time series, is found. Type II intermittency has special characteristics such as its origin at a frequency locked two-torus. When frequency unlocked this torus bifurcates to a three-torus, further giving rise to a type II intermittent like behaviour with new features during the laminar phases.

Type-II intermittency in a cascade laser model

2005

Intermittent and passivity based control strategies for a hyperchaotic system

2013

In this paper a four-dimensional hyperchaotic system with only one equilibrium is consid- ered and it is shown how the control and the synchronization of this system can be realized via two different control techniques. Firstly, we propose a periodically intermittent con- troller to stabilize the system states to the equilibrium and to achieve the projective syn- chronization of the system both in its periodic and hyperchaotic regime. Then, based on the stability properties of a passive system, we design a linear passive controller, which only requires the knowledge of the system output, to drive the system trajectories asymptoti- cally to the origin. Using the same passivity-based method, …

About time of occurrence of rainy days for Mediterranean and (sub)-Alpine areas

2012

Stock market dynamics and turbulence: parallel analysis of fluctuation phenomena

1997

Abstract We report analogies and differences between the fluctuations in an economic index and the fluctuations in velocity of a fluid in a fully turbulent state. Specifically, we systematically compare (i) the statistical properties of the S&P 500 cash index recorded during the period January 84–December 89 with (ii) the statistical properties of the velocity of turbulent air measured in the atmospheric surface layer about 6 m above a wheat canopy in the Connecticut Agricultural Research Station. We find non-Gaussian statistics, and intermittency, for both processes (i) and (ii) but the deviation from a Gaussian probability density function are different for stock market dynamics and turbu…

Dynamics of a map with a power-law tail

2008

We analyze a one-dimensional piecewise continuous discrete model proposed originally in studies on population ecology. The map is composed of a linear part and a power-law decreasing piece, and has three parameters. The system presents both regular and chaotic behavior. We study numerically and, in part, analytically different bifurcation structures. Particularly interesting is the description of the abrupt transition order-to-chaos mediated by an attractor made of an infinite number of limit cycles with only a finite number of different periods. It is shown that the power-law piece in the map is at the origin of this type of bifurcation. The system exhibits interior crises and crisis-induc…

The predictive power of power-laws: An empirical time-arrow based investigation

2022

The efficient market hypothesis forbids any predictability towards future, but there is no such restriction in the case of reversed-looking approaches. We analyze if this asymmetry in non-predictability is reflected in the statistical features of financial time series. Our study is based on the analysis of the length-distribution of periods with high variability, and introduces time-asymmetric modifications of the method which are capable of revealing differences of the time series in forward and reversed time. We show that the future and reversed-looking time-series possess very similar properties, with some features being distinguishable with our method. Our findings give also evidence of…

Impact of Renewables in Spanish Electricity Markets

2021

El objetivo de la presente tesis es analizar el impacto de la introducción de las energías renovables en el sistema eléctrico español. El sistema eléctrico español es elegido como ejemplo paradigmático debido al intenso crecimiento observado en las renovables en los últimos años, en especial de energía eólica. Su contenido se estructura en 3 capítulos: En el primer Capitulo, ”Effects of renewable on the stylized facts of electricity prices”, se analiza el impacto de las renovables en el precio resultante de la subasta del mercado diario (también llamado precio spot) siendo objeto de estudio no solo el comportamiento del precio en niveles, sino también sus características principales, como …