This paper investigates chaos in a Nigerian mutual fund, Asset and Resource Management Company Limited (ARM) for a period of eleven years. The existence of chaotic signals in the data was identified by the reconstruction of the phase space of the daily closing price of the fund and the delay time was quantified using mutual information function and the embedding dimension by the false nearest n...

The purpose of this research is to analyse the relationship between nonlinear dynamic character and individuals' standing balance by the largest Lyapunov exponent, which is regarded as a metric for assessing standing balance. According to previous study, the largest Lyapunov exponent from centre of pressure time series could not well quantify the human balance ability. In this research, two imp...

We study Schrödinger operators with a one-frequency analytic potential, focusing on the transition between the two distinct local regimes characteristic respectively of large and small potentials. From the dynamical point of view, the transition signals the emergence of nonuniform hyperbolicity, so the dependence of the Lyapunov exponent with respect to parameters plays a central role in the an...

A formal test on the Lyapunov exponent is developed to distinguish a random walk model from a chaotic system. The test is based on the Nadaraya-Watson kernel estimate of the Lyapunov exponent. We show that the estimator is consistent: The estimated Lyapunov exponent converges to zero under the random walk hypothesis, while it converges to a positive constant for the chaotic system. The test is ...

Dynamic phenomena such as human activities, dynamic scenes, and moving crowds are commonly observed through visual sensors, resulting in feature trajectories sampled in time. Such phenomena can be accurately modeled by taking the temporal variations and changes into account. For problems where the trajectories are sufficiently different, elastic metrics can provide distances that are invariant ...

A kinetic approach is adopted to describe the exponential growth of a small deviation of the initial phase space point, measured by the largest Lyapunov exponent, for a dilute system of hard disks, both in equilibrium and in a uniform shear flow. We derive a generalized Boltzmann equation for an extended one-particle distribution that includes deviations from the reference phase space point. Th...

modeling and analysis of future prices has been hot topic for economic analysts in recent years. traditionally, the complex movements in the prices are usually taken as random or stochastic process. however, they may be produced by a deterministic nonlinear process. accuracy and efficiency of economic models in the short period forecasting is strategic and crucial for business world. nonlinear ...

| In 1982, Edward Fredkin invented a way to build a time-reversible universal computer using fric-tionless \billiard balls" rolling on a table top, and in which ball \bounces" corresponded to Boolean logical operations. This model made it seem possible to perform unboundedly long computations while consuming zero power. But, achieving that feat seemed to require perfect precision and perfectly ...

The one-dimensional wave equation describes many phenomena in physics [1]. In a periodic medium, the solution of the wave equation has a Floquet–Bloch structure. Very long waves propagate without attenuation and the medium can be viewed as homogeneous. However, for higher frequencies there are certain intervals (so-called gaps) where waves cannot propagate even though the system is perfectly co...