We study the effects of noise on the Lorenz equations in the parameter regime admitting two stable fixed point solutions and a strange attractor. We show that noise annihilates the two stable fixed point attractors and evicts a Hopf-bifurcation-like sequence and transition to chaos. The noise-induced oscillatory motions have very well defined period and amplitude, and this phenomenon is similar...

We provide an explicit rigorous derivation of a diffusion limit – a stochastic differential equation with additive noise – from a deterministic skewproduct flow. This flow is assumed to exhibit time-scale separation and has the form of a slowly evolving system driven by a fast chaotic flow. Under mild assumptions on the fast flow, we prove convergence to a stochastic differential equation as th...

A parallel-in-time algorithm based on an augmented Lagrangian approach is proposed to solve four-dimensional variational (4D-Var) data assimilation problems. The assimilation window is divided into multiple sub-intervals that allows to parallelize cost function and gradient computations. Solution continuity equations across interval boundaries are added as constraints. The augmented Lagrangian ...

We present a pseudospectral method application for solving the hyperchaotic complex systems. The proposed method, called the multistage spectral relaxation method (MSRM) is based on a technique of extending Gauss-Seidel type relaxation ideas to systems of nonlinear differential equations and using the Chebyshev pseudospectral methods to solve the resulting system on a sequence of multiple inter...

Since the pioneering work of Lorenz [1] and Rössler [2], it has been known that chaos can occur in systems of autonomous ordinary differential equations with as few as three variables and one or two quadratic nonlinearities. Many other chaotic systems have been discovered over the last years [3–7]. There have been extensive investigations on dynamical behaviors of these chaotic systems [8–14]. ...

In recent years chaos theory has received a great deal of attention among social scientists. Chaos theory originated from turbulent-type of motions in physical systems, but recently its relevance has been explored successfully in economie and social sciences. After a brief overview of recent developments related to chaos theory in economie systems, our paper will present a chaotic model for urb...

In this paper, we extend our previous template analysis of a self-exciting Faraday disc dynamo with a linear series motor to the case of a nonlinear series motor. This introduces two additional nonlinear symmetry-breaking terms into the governing dynamo equations. We investigate the consequences for the identification of a possible template on which the unstable periodic orbits (UPOs) lie. By c...

This paper proposes a novel nonlinear transient computation device described as the LTCM that uses the chaotic attractor provided by the Lorenz system of equations to perform pattern recognition. Previous work on nonlinear transient computation has demonstrated that such devices can process time varying input signals. This paper investigates the ability of the LTCM to correctly classify static,...

Robust Inequality Comparisons This paper is concerned with the problem of ranking Lorenz curves in situations where the Lorenz curves intersect and no unambiguous ranking can be attained without introducing weaker ranking criteria than first-degree Lorenz dominance. To deal with such situations Aaberge (2009) introduced two alternative sequences of nested dominance criteria for Lorenz curves wh...

In this paper, we investigate the use of adaptive extended Luenberger state estimators for general nonlinear and possibly time-varying systems. We identify the connection between the extended Luenberger observer and Grossberg’s additive model for dynamic neural networks. The association between dynamic neural networks and the Luenberger observer leads to an obvious modification on the proposed ...