arXiv subjects

Alef Sterk

Publications and source records attributed to Alef Sterk.

4 recordsLinked to original sources

arXiv2026

Max-semistable extremal behavior of AR(1)-processes connected with Bernoulli convolutions

We consider simple autoregressive processes of type AR(1), whose stationary distribution is supported on a subset of the unit interval and is an affine transformation of a Bernoulli convolution. A new structural representation of the stationary distribution as a product of a power function with a log-periodic function near the origin is given, which gives structural insight to the stationary distribution on the whole unit interval by using a characteristic functional equation. This enables to prove that the stationary distribution of the AR(1)-process belongs to the domain of geometric partial attraction of a max-semistable law. We further prove uniform convergence of the distribution function of normalized maxima of the AR(1)-process to a certain power of the max-semistable law in the spirit of a merge theorem and point out connections to deterministic and random dynamical systems.

math.PR↗

arXiv2024

Well-posedness results for general reaction-diffusion transport of oxygen in encapsulated cells

In this paper, we provide well-posedness results for nonlinear parabolic PDEs given by reaction-diffusion equations describing the concentration of oxygen in encapsulated cells. The cells are described in terms of a core and a shell, which introduces a discontinuous diffusion coefficient as the material properties of the core and shell differ. In addition, the cells are subject to general nonlinear consumption of oxygen. As no monotonicity condition is imposed on the consumption monotone operator theory cannot be used. Moreover, the discontinuity in the diffusion coefficient bars us to apply classical results. However, by directly applying a Galerkin method we obtain uniqueness and existence of the strong form solution. These results will provide the basis to study the dynamics of cells in critical states.

math.AP↗

arXiv2018

Dynamical analysis of a chaos generator

Investigating the possibility of applying techniques from linear systems theory to the setting of nonlinear systems has been the focus of many papers. The pseudo linear form representation of nonlinear dynamical systems has led to the concept of nonlinear eigenvalues and nonlinear eigenvectors. When the nonlinear eigenvectors do not depend on the state vector of the system, then the nonlinear eigenvalues determine the global qualitative behaviour of a nonlinear system throughout the state space. The aim of this paper is to use this fact to construct a nonlinear dynamical system of which the trajectories of the system show continual stretching and folding. We first prove that the system is globally bounded. Next, we analyse the system numerically by studying bifurcations of equilibria and periodic orbits. Chaos arises due to a period doubling cascade of periodic attractors. Chaotic attractors are presumably of Hénon-like type, which means that they are the closure of the unstable manifold of a saddle periodic orbit. We also show how pseudo linear forms can be used to control the chaotic system and to synchronize two identical chaotic systems.

math.OC↗

arXiv2015

Quantitative recurrence statistics and convergence to an extreme value distribution for non-uniformly hyperbolic dynamical systems

For non-uniformly hyperbolic dynamical systems we consider the time series of maxima along typical orbits. Using ideas based upon quantitative recurrence time statistics we prove convergence of the maxima (under suitable normalization) to an extreme value distribution, and obtain estimates on the rate of convergence. We show that our results are applicable to a range of examples, and include new results for Lorenz maps, certain partially hyperbolic systems, and non-uniformly expanding systems with sub-exponential decay of correlations. For applications where analytic results are not readily available we show how to estimate the rate of convergence to an extreme value distribution based upon numerical information of the quantitative recurrence statistics. We envisage that such information will lead to more efficient statistical parameter estimation schemes based upon the block-maxima method.

math.DS↗