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Exit-Times and {\Large $ε$}-Entropy for Dynamical Systems, Stochastic Processes, and Turbulence

M. Abel·L. Biferale·M. Cencini·M. Falcioni·D. Vergni·A. Vulpiani
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Abstract

We present a comprehensive investigation of $ε$-entropy, $h(ε)$, in dynamical systems, stochastic processes and turbulence. Particular emphasis is devoted on a recently proposed approach to the calculation of the $ε$-entropy based on the exit-time statistics. The advantages of this method are demonstrated in examples of deterministic diffusive maps, intermittent maps, stochastic self-affine and multi-affine signals and experimental turbulent data. Concerning turbulence, the multifractal formalism applied to the exit time statistics allows us to predict that $h(ε)\sim ε^{-3}$ for velocity time measurement. This power law is independent of the presence of intermittency and has been confirmed by the experimental data analysis. Moreover, we show that the $ε$-entropy density of a 3-dimensional velocity field is affected by the correlations induced by the sweeping of large scales.

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M. Abel, L. Biferale, M. Cencini, M. Falcioni, D. Vergni, A. Vulpiani. 2000-03-20. Exit-Times and {\Large $ε$}-Entropy for Dynamical Systems, Stochastic Processes, and Turbulence. https://doi.org/10.1016/s0167-2789(00)00147-0

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