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arXiv · 2407.13452

Measuring dynamical phase transitions in time series

Bulcsú Sándor·András Rusu·Károly Dénes·Mária Ercsey-Ravasz·Zsolt I. Lázár
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Abstract

There is a growing interest in methods for detecting and interpreting changes in experimental time evolution data. Based on measured time series, the quantitative characterization of dynamical phase transitions at bifurcation points of the underlying chaotic systems is a notoriously difficult task. Building on prior theoretical studies that focus on the discontinuities at $q=1$ in the order-$q$ R\'enyi-entropy of the trajectory space, we measure the derivative of the spectrum. We derive within the general context of Markov processes a computationally efficient closed-form expression for this measure. We investigate its properties through well-known dynamical systems exploring its scope and limitations. The proposed mathematical instrument can serve as a predictor of dynamical phase transitions in time series.

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Bulcsú Sándor, András Rusu, Károly Dénes, Mária Ercsey-Ravasz, Zsolt I. Lázár. 2024-07-18. Measuring dynamical phase transitions in time series. https://arxiv.org/abs/2407.13452

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