Search results for "dynamical system"
showing 10 items of 523 documents
Dirac physical measures for generic diffeomorphisms
2016
We prove that, for a $C^1$ generic diffeomorphism, the only Dirac physical measures with dense statistical basin are those supported on sinks.
European Option Pricing with Transaction Costs and Stochastic Volatility: an Asymptotic Analysis
2015
In this paper the valuation problem of a European call option in presence of both stochastic volatility and transaction costs is considered. In the limit of small transaction costs and fast mean reversion, an asymptotic expression for the option price is obtained. While the dominant term in the expansion it is shown to be the classical Black and Scholes solution, the correction terms appear at $O(\varepsilon^{1/2})$ and $O(\varepsilon)$. The optimal hedging strategy is then explicitly obtained for the Scott's model.
On the coupling between agent internal and agent/ environmental dynamics: Development of spatial representations in evolving autonomous robots
2008
In this article we describe how a population of evolving robots can autonomously develop forms of spatial representation which allow them to self-localize and to discriminate different locations of their environment by integrating sensory-motor information over time. The evolving robots also display a remarkable ability to generalize their skill in new environmental conditions that they have never experienced before. The analysis of the obtained results indicates that the evolved robots come up with simple and robust solutions that exploit quasi-periodic limit cycle dynamics emerging from the coupling between the robot/environmental dynamics and a robot's internal dynamics. More specifical…
On C1 robust singular transitive sets for three-dimensional flows
1998
Abstract The main goal of this paper is to study robust invariant transitive sets containing singularities for C 1 flows on three-dimensional compact boundaryless manifolds: they are partially hyperbolic with volume expanding central direction. Moreover, they are either attractors or repellers. Robust here means that this property cannot be destroyed by small C 1 -perturbations of the flow.
Non-wandering sets with non-empty interiors
2003
We study diffeomorphisms of a closed connected manifold whose non-wandering set has a non-empty interior and conjecture that C1-generic diffeomorphisms whose non-wandering set has a non-empty interior are transitive. We prove this conjecture in three cases: hyperbolic diffeomorphisms, partially hyperbolic diffeomorphisms with two hyperbolic bundles, and tame diffeomorphisms (in the first case, the conjecture is folklore; in the second one, it follows by adapting the proof in Brin (1975 Topological transitivity of a certain class of dynamical systems, and flows of frames on manifolds of negative curvature Funct. Anal. Appl. 9 9–19)).We study this conjecture without global assumptions and pro…
Robust existence of nonhyperbolic ergodic measures with positive entropy and full support
2021
We prove that for some manifolds $M$ the set of robustly transitive partially hyperbolic diffeomorphisms of $M$ with one-dimensional nonhyperbolic centre direction contains a $C^1$-open and dense subset of diffeomorphisms with nonhyperbolic measures which are ergodic, fully supported and have positive entropy. To do so, we formulate abstract conditions sufficient for the construction of an ergodic, fully supported measure $\mu$ which has positive entropy and is such that for a continuous function $\phi\colon X\to\mathbb{R}$ the integral $\int\phi\,d\mu$ vanishes. The criterion is an extended version of the control at any scale with a long and sparse tail technique coming from the previous w…
Partially hyperbolic diffeomorphisms on Heisenberg nilmanifolds and holonomy maps
2014
Abstract In this note we show that all partially hyperbolic automorphisms on a 3-dimensional non-Abelian nilmanifold can be C 1 -approximated by structurally stable C ∞ -diffeomorphisms, whose chain recurrent set consists of one attractor and one repeller. In particular, all these partially hyperbolic automorphisms are not robustly transitive. As a corollary, the holonomy maps of the stable and unstable foliations of the approximating diffeomorphisms are twisted quasiperiodically forced circle homeomorphisms, which are transitive but non-minimal and satisfy certain fiberwise regularity properties.
Invariants of transverse foliations
2012
Abstract We construct two invariants for a pair of transverse one-dimensional foliations on the plane. If the set of separatrices is Hausdorff in the space of leaves, the invariant is a distinguished graph. In case there are a finite number of separatrices the invariant is an indexed link.
Spectral rigidity and invariant distributions on Anosov surfaces
2014
This article considers inverse problems on closed Riemannian surfaces whose geodesic flow is Anosov. We prove spectral rigidity for any Anosov surface and injectivity of the geodesic ray transform on solenoidal 2-tensors. We also establish surjectivity results for the adjoint of the geodesic ray transform on solenoidal tensors. The surjectivity results are of independent interest and imply the existence of many geometric invariant distributions on the unit sphere bundle. In particular, we show that on any Anosov surface $(M,g)$, given a smooth function $f$ on $M$ there is a distribution in the Sobolev space $H^{-1}(SM)$ that is invariant under the geodesic flow and whose projection to $M$ i…
2014
Codebook is an effective image representation method. By clustering in local image descriptors, a codebook is shown to be a distinctive image feature and widely applied in object classification. In almost all existing works on codebooks, the building of the visual vocabulary follows a basic routine, that is, extracting local image descriptors and clustering with a user-designated number of clusters. The problem with this routine lies in that building a codebook for each single dataset is not efficient. In order to deal with this problem, we investigate the influence of vocabulary sizes on classification performance and vocabulary universality with the kNN classifier. Experimental results in…