Showing 1 - 10 of 21
We introduce a class of models composed by lattices of coupled complex-amplitude oscillators which preserve the norm. These models are particularly well adapted to investigate phenomena described by the nonlinear Schrödinger equation. The coupling between oscillators is parameterized by the...
Persistent link: https://www.econbiz.de/10011057981
We investigate the propagation of bistable fronts in lattices of diffusively and advectively coupled cubic and quartic bistable maps, reporting the distribution of both stable states for asymmetric basins of attraction. The main effects of basin symmetry and local nonlinearities are obtained by...
Persistent link: https://www.econbiz.de/10010590067
We propose a procedure to estimate the fatigue loads on wind turbines, based on a recent framework used for reconstructing data series of stochastic properties measured at wind turbines. Through a standard fatigue analysis, we show that it is possible to accurately estimate fatigue loads in any...
Persistent link: https://www.econbiz.de/10011096856
We introduce a minimal agent model to explain the emergence of heavy-tailed return distributions as a result of self-organized criticality. The model assumes that agents trade their economic outputs with each other composing a complex network of agents and connections. Further, the incoming...
Persistent link: https://www.econbiz.de/10011059258
We present evidence that the best model for empirical volume-price distributions is not always the same and it strongly depends in (i) the region of the volume-price spectrum that one wants to model and (ii) the period in time that is being modelled. To show these two features we analyze stocks...
Persistent link: https://www.econbiz.de/10010931978
We introduce a simple approach for testing the reliability of homogeneous generators and the Markov property of the stochastic processes underlying empirical time series of credit ratings. We analyze open access data provided by Moody's and show that the validity of these assumptions - existence...
Persistent link: https://www.econbiz.de/10010941723
Using available data from the New York stock market (NYSM) we test four different bi-parametric models to fit the correspondent volume-price distributions at each $10$-minute lag: the Gamma distribution, the inverse Gamma distribution, the Weibull distribution and the log-normal distribution....
Persistent link: https://www.econbiz.de/10010941725
We introduce a measure for estimating the best risk-return relation of power production in wind farms within a given time-lag, conditioned to the velocity field. The velocity field is represented by a scalar that weighs the influence of the velocity at each wind turbine at present and previous...
Persistent link: https://www.econbiz.de/10010755909
We describe a novel mechanism for inducing traveling-wave attractors in rings of coupled maps. Traveling waves are easily produced when parameters controlling local dynamics vary from site to site. We also present some statistical results regarding the distribution of periodic time-evolutions.
Persistent link: https://www.econbiz.de/10010874634
We prove a theorem establishing a direct link between macroscopically observed periodic motions and certain subsets of intrinsically discrete orbits which are selected naturally by the dynamics from the skeleton of unstable periodic orbits (UPOs) underlying classical and quantum dynamics. As a...
Persistent link: https://www.econbiz.de/10011058166