SearcharxivSearch

arXiv subjects

L. G. Moyano

Publications and source records attributed to L. G. Moyano.

3 recordsLinked to original sources

Dynamics towards the Feigenbaum attractor

We expose at a previously unknown level of detail the features of the dynamics of trajectories that either evolve towards the Feigenbaum attractor or are captured by its matching repellor. Amongst these features are the following: i) The set of preimages of the attractor and of the repellor are embedded (dense) into each other. ii) The preimage layout is obtained as the limiting form of the rank structure of the fractal boundaries between attractor and repellor positions for the family of supercycle attractors. iii) The joint set of preimages for each case form an infinite number of families of well-defined phase-space gaps in the attractor or in the repellor. iv) The gaps in each of these families can be ordered with decreasing width in accord to power laws and are seen to appear sequentially in the dynamics generated by uniform distributions of initial conditions. v) The power law with log-periodic modulation associated to the rate of approach of trajectories towards the attractor (and to the repellor) is explained in terms of the progression of gap formation. vi) The relationship between the law of rate of convergence to the attractor and the inexhaustible hierarchy feature of the preimage structure is elucidated.

cond-mat.stat-mech

Labyrinthine pathways towards supercycle attractors in unimodal maps

We uncover previously unknown properties of the family of periodic superstable cycles in unimodal maps characterized each by a Lyapunov exponent that diverges to minus infinity. Amongst the main novel properties are the following: i) The basins of attraction for the phases of the cycles develop fractal boundaries of increasing complexity as the period-doubling structure advances towards the transition to chaos. ii) The fractal boundaries, formed by the preimages of the repellor, display hierarchical structures organized according to exponential clusterings that manifest in the dynamics as sensitivity to the final state and transient chaos. iii) There is a functional composition renormalization group (RG) fixed-point map associated to the family of supercycles. iv) This map is given in closed form by the same kind of $q$-exponential function found for both the pitchfork and tangent bifurcation attractors. v) There is a final stage ultra-fast dynamics towards the attractor with a sensitivity to initial conditions that decreases as an exponential of an exponential of time.

cond-mat.stat-mech

On the multi-fractal structure of traded volume in financial markets

In this pre-print we explore the multi-fractal properties of 1 minute traded volume of the equities which compose the Dow Jones 30. We also evaluate the weights of linear and non-linear dependences in the multi-fractal structure of the observable. Our results show that the multi-fractal nature of traded volume comes essencially from the non-Gaussian form of the probability density functions and from non-linear dependences.

physics.data-an