Chaos Detection and Predictability

Chaos Detection and Predictability

Author: Charalampos (Haris) Skokos

Publisher: Springer

Published: 2016-03-04

Total Pages: 280

ISBN-13: 3662484102

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Distinguishing chaoticity from regularity in deterministic dynamical systems and specifying the subspace of the phase space in which instabilities are expected to occur is of utmost importance in as disparate areas as astronomy, particle physics and climate dynamics. To address these issues there exists a plethora of methods for chaos detection and predictability. The most commonly employed technique for investigating chaotic dynamics, i.e. the computation of Lyapunov exponents, however, may suffer a number of problems and drawbacks, for example when applied to noisy experimental data. In the last two decades, several novel methods have been developed for the fast and reliable determination of the regular or chaotic nature of orbits, aimed at overcoming the shortcomings of more traditional techniques. This set of lecture notes and tutorial reviews serves as an introduction to and overview of modern chaos detection and predictability techniques for graduate students and non-specialists. The book covers theoretical and computational aspects of traditional methods to calculate Lyapunov exponents, as well as of modern techniques like the Fast (FLI), the Orthogonal (OFLI) and the Relative (RLI) Lyapunov Indicators, the Mean Exponential Growth factor of Nearby Orbits (MEGNO), the Smaller (SALI) and the Generalized (GALI) Alignment Index and the ‘0-1’ test for chaos.


Predictability of Chaotic Dynamics

Predictability of Chaotic Dynamics

Author: Juan C. Vallejo

Publisher: Springer Nature

Published: 2019-10-25

Total Pages: 207

ISBN-13: 3030286304

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This book is primarily concerned with the computational aspects of predictability of dynamical systems - in particular those where observations, modeling and computation are strongly interdependent. Unlike with physical systems under control in laboratories, in astronomy it is uncommon to have the possibility of altering the key parameters of the studied objects. Therefore, the numerical simulations offer an essential tool for analysing these systems, and their reliability is of ever-increasing interest and importance. In this interdisciplinary scenario, the underlying physics provide the simulated models, nonlinear dynamics provides their chaoticity and instability properties, and the computer sciences provide the actual numerical implementation. This book introduces and explores precisely this link between the models and their predictability characterization based on concepts derived from the field of nonlinear dynamics, with a focus on the strong sensitivity to initial conditions and the use of Lyapunov exponents to characterize this sensitivity. This method is illustrated using several well-known continuous dynamical systems, such as the Contopoulos, Hénon-Heiles and Rössler systems. This second edition revises and significantly enlarges the material of the first edition by providing new entry points for discussing new predictability issues on a variety of areas such as machine decision-making, partial differential equations or the analysis of attractors and basins. Finally, the parts of the book devoted to the application of these ideas to astronomy have been greatly enlarged, by first presenting some basics aspects of predictability in astronomy and then by expanding these ideas to a detailed analysis of a galactic potential.


Chaos in Hydrology

Chaos in Hydrology

Author: Bellie Sivakumar

Publisher: Springer

Published: 2016-11-16

Total Pages: 408

ISBN-13: 9048125529

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This authoritative book presents a comprehensive account of the essential roles of nonlinear dynamic and chaos theories in understanding, modeling, and forecasting hydrologic systems. This is done through a systematic presentation of: (1) information on the salient characteristics of hydrologic systems and on the existing theories for their modeling; (2) the fundamentals of nonlinear dynamic and chaos theories, methods for chaos identification and prediction, and associated issues; (3) a review of the applications of chaos theory in hydrology; and (4) the scope and potential directions for the future. This book bridges the divide between the deterministic and the stochastic schools in hydrology, and is well suited as a textbook for hydrology courses.


Fractional Discrete Chaos: Theories, Methods And Applications

Fractional Discrete Chaos: Theories, Methods And Applications

Author: Adel Ouannas

Publisher: World Scientific

Published: 2023-02-13

Total Pages: 218

ISBN-13: 9811271224

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In the nineteenth-century, fractional calculus had its origin in extending differentiation and integration operators from the integer-order case to the fractional-order case. Discrete fractional calculus has recently become an important research topic, useful in various science and engineering applications. The first definition of the fractional-order discrete-time/difference operator was introduced in 1974 by Diaz and Osler, where such operator was derived by discretizing the fractional-order continuous-time operator. Successfully, several types of fractional-order difference operators have then been proposed and introduced through further generalizing numerous classical operators, motivating several researchers to publish extensively on a new class of systems, viz the nonlinear fractional-order discrete-time systems (or simply, the fractional-order maps), and their chaotic behaviors. This discovery of chaos in such maps, has led to novel control methods for effectively stabilizing their chaotic dynamics.The aims of this book are as follows:


Nonlinear Dynamics, Chaos, and Instability

Nonlinear Dynamics, Chaos, and Instability

Author: William A. Brock

Publisher: MIT Press

Published: 1991

Total Pages: 362

ISBN-13: 9780262023290

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Brock, Hsieh, and LeBaron show how the principles of chaos theory can be applied to such areas of economics and finance as the changing structure of stock returns and nonlinearity in foreign exchange.


Predictability of Complex Dynamical Systems

Predictability of Complex Dynamical Systems

Author: Yurii A. Kravtsov

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 233

ISBN-13: 3642802540

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This is a book book for researchers and practitioners interested in modeling, prediction and forecasting of natural systems based on nonlinear dynamics. It is a practical guide to data analysis and to the development of algorithms, especially for complex systems. Topics such as the characterization of nonlinear correlations in data as dynamical systems, reconstruction of dynamical models from data, nonlinear noise reduction and the limits of predicatability are discussed. The chapters are written by leading experts and consider practical problems such as signal and time series analysis, biomedical data analysis, financial analysis, stochastic modeling, human evolution, and political modeling. The book includes new methods for nonlinear filtering of complex signals, new algorithms for signal classification, and the concept of the "Global Brain".


Models and Applications of Chaos Theory in Modern Sciences

Models and Applications of Chaos Theory in Modern Sciences

Author: Elhadj Zeraoulia

Publisher: CRC Press

Published: 2011-09-07

Total Pages: 738

ISBN-13: 1439883408

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This book presents a select group of papers that provide a comprehensive view of the models and applications of chaos theory in medicine, biology, ecology, economy, electronics, mechanical, and the human sciences. Covering both the experimental and theoretical aspects of the subject, it examines a range of current topics of interest. It consid


Beyond Belief

Beyond Belief

Author: John L. Casti

Publisher: CRC Press

Published: 2018-02-06

Total Pages: 356

ISBN-13: 1351078542

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How can we predict and explain the phenomena of nature? What are the limits to this knowledge process? The central issues of prediction, explanation, and mathematical modeling, which underlie all scientific activity, were the focus of a conference organized by the Swedish Council for the Planning and Coordination of Research, held at the Abisko Research Station in May of 1989. At this forum, a select group of internationally known scientists in physics, chemistry, biology, economics, sociology and mathematics discussed and debated the ways in which prediction and explanation interact with mathematical modeling in their respective areas of expertise. Beyond Belief is the result of this forum, consisting of 11 chapters written specifically for this volume. The multiple themes of randomness, uncertainty, prediction and explanation are presented using (as vehicles) several topical areas from modern science, such as morphogenetic fields, Boscovich covariance, and atmospheric variability. This multidisciplinary examination of the foundational issues of modern scientific thought and methodology will offer stimulating reading for a very broad scientific audience.


Nonlinear Dynamics and Chaos

Nonlinear Dynamics and Chaos

Author: Steven H. Strogatz

Publisher: CRC Press

Published: 2018-05-04

Total Pages: 532

ISBN-13: 0429961111

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This textbook is aimed at newcomers to nonlinear dynamics and chaos, especially students taking a first course in the subject. The presentation stresses analytical methods, concrete examples, and geometric intuition. The theory is developed systematically, starting with first-order differential equations and their bifurcations, followed by phase plane analysis, limit cycles and their bifurcations, and culminating with the Lorenz equations, chaos, iterated maps, period doubling, renormalization, fractals, and strange attractors.


Select Topics of Econophysics

Select Topics of Econophysics

Author: Amit Sinha

Publisher: Walter de Gruyter GmbH & Co KG

Published: 2024-11-04

Total Pages: 484

ISBN-13: 3110987589

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Economics requires understanding and analyzing forces that bring buyers and sellers to a market place who then negotiate exchanges of goods and services based on a mutually agreeable price. Economists have their own method of modeling whereby models are first conceived of some notion of economic and financial thinking, before being empirically tested, and anomalies are then recognized if the observed data is inconsistent with the hypothetical underpinning. This is in inherent contradiction with the modeling approaches of physicists who develop their theories, principle and laws after observing empirical data. The awareness that physics can enlighten the understanding of human behavior (and thus economics), and the interest of physicists in applying their training and models to understanding the complexities of finance and economics, led to the creation of a new field of study appropriately termed as Econophysics. Selected Topics on Econophysics is a collection of essays on topics that enhance and enrich our understanding of economic modeling when the same rigor of modelling used by physicists is brought to developing financial and economic theories. These articles include discussions on modeling bitcoins, stock index modeling using geometric Brownian motion, agent-based modeling, wealth distribution modeling, as well as modeling related to fractal regression, and chaotic processes. This interdisciplinary book will interest researchers, graduate students and professionals in the fields of economics, finance as well as physics.