arXiv subjects

Alef E. Sterk

Publications and source records attributed to Alef E. Sterk.

5 recordsLinked to original sources

arXiv2025

Singular functions obtained via random function iteration

In this paper we consider a discrete-time dynamical system on the real line by random iteration of two functions. These functions are assumed to satisfy appropriate monotonicity conditions; optionally, a symmetry condition may be imposed. Using Bernoulli measures on the space of binary sequences we show that sequences generated by the iteration process almost surely diverge to either plus or minus infinity. The function that assigns to each initial point the probability that the iterates diverge to plus infinity is shown to satisfy a functional equation that encodes self-similarity properties. In this way we obtain singular functions that are well-known from the literature: Cantor-like functions, Lebesgue singular functions, and the Minkowski question mark function.

math.CA↗

arXiv2024

Max-semistable extreme value laws for autoregressive processes with Cantor-like marginals

This paper considers a family of autoregressive processes with marginal distributions resembling the Cantor function. It is shown that the marginal distribution is in the domain of attraction of a max-semistable distribution. The main result is that the extreme value law for the autoregressive process is obtained by including an extremal index in the law for an i.i.d.\ process with the same marginal distribution. Connections with extremes in deterministic dynamical systems and the relevance of max-semistable distributions in that context are also pointed out.

math.PR↗

arXiv2019

Symmetries in the Lorenz-96 model

The Lorenz-96 model is widely used as a test model for various applications, such as data assimilation methods. This symmetric model has the forcing $F\in\mathbb{R}$ and the dimension $n\in\mathbb{N}$ as parameters and is $\mathbb{Z}_n$ equivariant. In this paper, we unravel its dynamics for $F<0$ using equivariant bifurcation theory. Symmetry gives rise to invariant subspaces, that play an important role in this model. We exploit them in order to generalise results from a low dimension to all multiples of that dimension. We discuss symmetry for periodic orbits as well. Our analysis leads to proofs of the existence of pitchfork bifurcations for $F<0$ in specific dimensions $n$: In all even dimensions, the equilibrium $(F,\ldots,F)$ exhibits a supercritical pitchfork bifurcation. In dimensions $n=4k$, $k\in\mathbb{N}$, a second supercritical pitchfork bifurcation occurs simultaneously for both equilibria originating from the previous one. Furthermore, numerical observations reveal that in dimension $n=2^qp$, where $q\in\mathbb{N}\cup\{0\}$ and $p$ is odd, there is a finite cascade of exactly $q$ subsequent pitchfork bifurcations, whose bifurcation values are independent of $n$. This structure is discussed and interpreted in light of the symmetries of the model.

math.DS↗

arXiv2017

Travelling waves and their bifurcations in the Lorenz-96 model

In this paper we study the dynamics of the monoscale Lorenz-96 model using both analytical and numerical means. The bifurcations for positive forcing parameter $F$ are investigated. The main analytical result is the existence of Hopf or Hopf-Hopf bifurcations in any dimension $n\geq4$. Exploiting the circulant structure of the Jacobian matrix enables us to reduce the first Lyapunov coefficient to an explicit formula from which it can be determined when the Hopf bifurcation is sub- or supercritical. The first Hopf bifurcation for $F>0$ is always supercritical and the periodic orbit born at this bifurcation has the physical interpretation of a travelling wave. Furthermore, by unfolding the codimension two Hopf-Hopf bifurcation it is shown to act as an organising centre, explaining dynamics such as quasi-periodic attractors and multistability, which are observed in the original Lorenz-96 model. Finally, the region of parameter values beyond the first Hopf bifurcation value is investigated numerically and routes to chaos are described using bifurcation diagrams and Lyapunov exponents. The observed routes to chaos are various but without clear pattern as $n\rightarrow\infty$.

math.DS↗

arXiv2011

Extreme value laws in dynamical systems under physical observables

Extreme value theory for chaotic dynamical systems is a rapidly expanding area of research. Given a system and a real function (observable) defined on its phase space, extreme value theory studies the limit probabilistic laws obeyed by large values attained by the observable along orbits of the system. Based on this theory, the so-called block maximum method is often used in applications for statistical prediction of large value occurrences. In this method, one performs inference for the parameters of the Generalised Extreme Value (GEV) distribution, using maxima over blocks of regularly sampled observations along an orbit of the system. The observables studied so far in the theory are expressed as functions of the distance with respect to a point, which is assumed to be a density point of the system's invariant measure. However, this is not the structure of the observables typically encountered in physical applications, such as windspeed or vorticity in atmospheric models. In this paper we consider extreme value limit laws for observables which are not functions of the distance from a density point of the dynamical system. In such cases, the limit laws are no longer determined by the functional form of the observable and the dimension of the invariant measure: they also depend on the specific geometry of the underlying attractor and of the observable's level sets. We present a collection of analytical and numerical results, starting with a toral hyperbolic automorphism as a simple template to illustrate the main ideas. We then formulate our main results for a uniformly hyperbolic system, the solenoid map. We also discuss non-uniformly hyperbolic examples of maps (Hénon and Lozi maps) and of flows (the Lorenz63 and Lorenz84 models). Our purpose is to outline the main ideas and to highlight several serious problems found in the numerical estimation of the limit laws.

math.DS↗