arXivDaily arXiv每日学术速递 周一至周五更新
北美退伍军人节(Veterans Day),12 日无更新
arXiv 1301.0733cond-mat.stat-mechmath-phmath.MPnlin.CDphysics.class-phphysics.data-an
收藏

混沌动力系统可观测量极值的一般理论

Towards a General Theory of Extremes for Observables of Chaotic Dynamical Systems

Valerio Lucarini, Tobias Kuna, Davide Faranda, Jeroen Wouters

摘要:

在本文中,我们提供了一个混沌动力系统的几何性质和极值分布之间的联系。我们表明,所谓的物理观测量的极端分布根据经典的广义帕累托分布,并推导出明确的表达式的缩放和形状参数。特别是,我们得出的形状参数不依赖于所选择的可观的,但只对稳定的,不稳定的,和中性流形上的不变测度的部分尺寸。当考虑高维系统时,形状参数是负的,并且接近于零。这一结果与最近用广义极值法得到的结果一致。结合使用这样的物理观测量和距离观测量的极端的属性所获得的结果,它是可能的,以获得沿流的稳定和不稳定的方向的吸引子的部分尺寸的估计。此外,通过编写的形状参数的考虑观察的极端时刻,并通过使用线性响应理论,我们涉及的形状参数的扰动的灵敏度的时刻的灵敏度,的部分尺寸,和Kaplan-Yorke尺寸的吸引子。初步的数值研究提供了令人鼓舞的结果,在这里提出的理论的适用性。这里给出的结果并不适用于公理A系统和观测量的所有组合,但故障似乎与非常特殊的几何配置。

英文摘要:

In this paper we provide a connection between the geometrical properties of a chaotic dynamical system and the distribution of extreme values. We show that the extremes of so-called physical observables are distributed according to the classical generalised Pareto distribution and derive explicit expressions for the scaling and the shape parameter. In particular, we derive that the shape parameter does not depend on the chosen observables, but only on the partial dimensions of the invariant measure on the stable, unstable, and neutral manifolds. The shape parameter is negative and is close to zero when high-dimensional systems are considered. This result agrees with what was derived recently using the generalized extreme value approach. Combining the results obtained using such physical observables and the properties of the extremes of distance observables, it is possible to derive estimates of the partial dimensions of the attractor along the stable and the unstable directions of the flow. Moreover, by writing the shape parameter in terms of moments of the extremes of the considered observable and by using linear response theory, we relate the sensitivity to perturbations of the shape parameter to the sensitivity of the moments, of the partial dimensions, and of the Kaplan-Yorke dimension of the attractor. Preliminary numerical investigations provide encouraging results on the applicability of the theory presented here. The results presented here do not apply for all combinations of Axiom A systems and observables, but the breakdown seems to be related to very special geometrical configurations.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑