GENERALIZED EXTREME VALUE DISTRIBUTION PARAMETERS AS DYNAMICAL INDICATORS OF STABILITY

DOI10.1142/S0218127412502768zbMATH Open1258.37030arXiv1107.5972OpenAlexW2086722788WikidataQ57886196 ScholiaQ57886196MaRDI QIDQ4908381FDOQ4908381

Authors: Davide Faranda, Valerio Lucarini, Giorgio Turchetti, Sandro Vaienti 

Publication date: 5 March 2013

Published in: International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)

Abstract: We introduce a new dynamical indicator of stability based on the Extreme Value statistics showing that it provides an insight on the local stability properties of dynamical systems. The indicator perform faster than other based on the iteration of the tangent map since it requires only the evolution of the original systems and, in the chaotic regions, gives further information about the information dimension of the attractor. A numerical validation of the method is presented through the analysis of the motions in a Standard map.

Full work available at URL: https://arxiv.org/abs/1107.5972

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zbMATH Keywords

dynamical systemsextreme value theorygeneralized extreme value distributionchaosstandard mapmixing conditionsindicators of stability

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Stability theory for smooth dynamical systems (37C75)

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Cited In (7)

• Extremal behaviour of chaotic dynamics
• On using extreme values to detect global stability thresholds in multi-stable systems: the case of transitional plane Couette flow
• Polynomial stochastic dynamical indicators
• Towards a general theory of extremes for observables of chaotic dynamical systems
• Disentangling regular and chaotic motion in the standard map using complex network analysis of recurrences in phase space
• Scale dependence of fractal dimension in deterministic and stochastic Lorenz-63 systems
• The compound Poisson limit ruling periodic extreme behaviour of non-uniformly hyperbolic dynamics

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