arXiv subjects

Marian Gidea

Publications and source records attributed to Marian Gidea.

32 records · Page 2Linked to original sources

arXiv2017

A General Mechanism of Diffusion in Hamiltonian Systems: Qualitative Results

We present a general mechanism to establish the existence of diffusing orbits in a large class of nearly integrable Hamiltonian systems. Our approach relies on successive applications of the `outer dynamics' along homoclinic orbits to a normally hyperbolic invariant manifold. The information on the outer dynamics is encoded by a geometrically defined map, referred to as the `scattering map'. We find pseudo-orbits of the scattering map that keep advancing in some privileged direction. Then we use the recurrence property of the `inner dynamics', restricted to the normally hyperbolic invariant manifold, to return to those pseudo-orbits. Finally, we apply topological methods to show the existence of true orbits that follow the successive applications of the two dynamics. This method differs, in several crucial aspects, from earlier works. Unlike the well known `two-dynamics' approach, the method we present relies on the outer dynamics alone. There are virtually no assumptions on the inner dynamics, as its invariant objects (e.g., primary and secondary tori, lower dimensional hyperbolic tori and their stable/unstable manifolds, Aubry-Mather sets) are not used at all. The method applies to unperturbed Hamiltonians of arbitrary degrees of freedom that are not necessarily convex. In addition, this mechanism is easy to verify (analytically or numerically) in concrete examples, as well as to establish diffusion in generic systems. We include several applications, such as bridging large gaps in a priori unstable models in any dimension, and establishing diffusion in cases when the inner dynamics is a non-twist map.

math.DS↗

arXiv2017

Topological Data Analysis of Financial Time Series: Landscapes of Crashes

We explore the evolution of daily returns of four major US stock market indices during the technology crash of 2000, and the financial crisis of 2007-2009. Our methodology is based on topological data analysis (TDA). We use persistence homology to detect and quantify topological patterns that appear in multidimensional time series. Using a sliding window, we extract time-dependent point cloud data sets, to which we associate a topological space. We detect transient loops that appear in this space, and we measure their persistence. This is encoded in real-valued functions referred to as a 'persistence landscapes'. We quantify the temporal changes in persistence landscapes via their $L^p$-norms. We test this procedure on multidimensional time series generated by various non-linear and non-equilibrium models. We find that, in the vicinity of financial meltdowns, the $L^p$-norms exhibit strong growth prior to the primary peak, which ascends during a crash. Remarkably, the average spectral density at low frequencies of the time series of $L^p$-norms of the persistence landscapes demonstrates a strong rising trend for 250 trading days prior to either dotcom crash on 03/10/2000, or to the Lehman bankruptcy on 09/15/2008. Our study suggests that TDA provides a new type of econometric analysis, which goes beyond the standard statistical measures. The method can be used to detect early warning signals of imminent market crashes. We believe that this approach can be used beyond the analysis of financial time series presented here.

q-fin.MF↗

arXiv2017

Stability interchanges in a curved Sitnikov problem

We consider a curved Sitnikov problem, in which an infinitesimal particle moves on a circle under the gravitational influence of two equal masses in Keplerian motion within a plane perpendicular to that circle. There are two equilibrium points, whose stability we are studying. We show that one of the equilibrium points undergoes stability interchanges as the semi-major axis of the Keplerian ellipses approaches the diameter of that circle. To derive this result, we first formulate and prove a general theorem on stability interchanges, and then we apply it to our model. The motivation for our model resides with the $n$-body problem in spaces of constant curvature.

math.DS↗

arXiv2017

Topology data analysis of critical transitions in financial networks

We develop a topology data analysis-based method to detect early signs for critical transitions in financial data. From the time-series of multiple stock prices, we build time-dependent correlation networks, which exhibit topological structures. We compute the persistent homology associated to these structures in order to track the changes in topology when approaching a critical transition. As a case study, we investigate a portfolio of stocks during a period prior to the US financial crisis of 2007-2008, and show the presence of early signs of the critical transition.

q-fin.MF↗

arXiv2016

Arnold diffusion in the planar elliptic restricted three-body problem: mechanism and numerical verification

We present a diffusion mechanism for time-dependent perturbations of autonomous Hamiltonian systems introduced in [25]. This mechanism is based on shadowing of pseudo-orbits generated by two dynamics: an `outer dynamics', given by homoclinic trajectories to a normally hyperbolic invariant manifold, and an `inner dynamics', given by the restriction to that manifold. On the inner dynamics the only assumption is that it preserves area. Unlike other approaches, [25] does not rely on the KAM theory and/or Aubry-Mather theory to establish the existence of diffusion. Moreover, it does not require to check twist conditions or non-degeneracy conditions near resonances. The conditions are explicit and can be checked by finite precision calculations in concrete systems. As an application, we study the planar elliptic restricted three-body problem. We present a rigorous theorem that shows that if some concrete calculations yield a non zero value, then for any sufficiently small, positive value of the eccentricity of the orbits of the main bodies, there are orbits of the infinitesimal body that exhibit a change of energy that is bigger than some fixed number, which is independent of the eccentricity. We verify numerically these calculations for values of the masses close to that of the Jupiter/Sun system. The numerical calculations are not completely rigorous, because we ignore issues of round-off error and do not estimate the truncations, but they are not delicate at all by the standard of numerical analysis. (Standard tests indicate that we get 7 or 8 figures of accuracy where 1 would be enough). The code of this verifications is available. We hope that some full computer assisted proofs will be obtained in a near future since there are packages (CAPD) designed for problems of this type.

math.DS↗

arXiv2015

Global diffusion on a tight three-sphere

We consider an integrable Hamiltonian system weakly coupled with a pendulum-type system. For each energy level within some range, the uncoupled system is assumed to possess a normally hyperbolic invariant manifold diffeomorphic to a three-sphere, which bounds a strictly convex domain, and whose stable and unstable invariant manifolds coincide. The Hamiltonian flow on the three-sphere is equivalent to the Reeb flow for the induced contact form. The strict convexity condition implies that the contact structure on the three-sphere is tight. When a small, generic coupling is added to the system, the normally hyperbolic invariant manifold is preserved as a three-sphere, and the stable and unstable manifolds split, yielding transverse intersections. We show that there exist trajectories that follow any prescribed collection of invariant tori and Aubry-Mather sets within some global section of the flow restricted to the three-sphere. In this sense, we say that the perturbed system exhibits global diffusion on the tight three-sphere.

math.DS↗

arXiv2014

Hill approximation in a restricted four-body problem

We consider a restricted four-body problem on the dynamics of a massless particle under the gravitational force produced by three mass points forming an equilateral triangle configuration. We assume that the mass m3 of one primary is very small compared with the other two, m1 and m2, and we study the Hamiltonian system describing the motion of the massless particle in a neighborhood of m3. In a similar way to Hill approximation of the lunar problem, we perform a symplectic scaling, sending the two massive bodies to infinity, expanding the potential as a power series in m3, and taking the limit case when m3 tends to cero. We show that the limiting Hamiltonian inherits dynamical features from both the restricted three-body problem and the restricted four-body problem. In particular, it extends the classical lunar Hill problem. We investigate the geometry of the Poincare sections, direct and retrograde periodic orbits about m3, libration points, periodic orbits near libration points, their stable and unstable manifolds, and the corresponding homoclinic intersections. The motivation for this model is the study of the motion of a satellite near a jovian Trojan asteroid.

math.DS↗

arXiv2014

Generalization of the Hill problem as an application for the Trojan asteroids of the solar system

The restricted four body problem studies the dynamics of a massless particle under the gravitational force produced by three masses (primaries) in an equilateral configuration. One primary, say m3, is considered too small compared with the other ones. In a similar way as in the classical Hill problem, we study the limit case when m3 tends to zero in the Hamiltonian of the R4BP. In this paper we prove that such limit exists and the resulting limit problem produces a new Hamiltonian that inherits some basic features of the restricted three and four body problems. We analyze some dynamical aspects of this new system that can be considered as a generalization of the Hill problem.

math.DS↗

arXiv2014

Automatic recognition and tagging of topologically different regimes in dynamical systems

Complex systems are commonly modeled using nonlinear dynamical systems. These models are often high-dimensional and chaotic. An important goal in studying physical systems through the lens of mathematical models is to determine when the system undergoes changes in qualitative behavior. A detailed description of the dynamics can be difficult or impossible to obtain for high-dimensional and chaotic systems. Therefore, a more sensible goal is to recognize and mark transitions of a system between qualitatively different regimes of behavior. In practice, one is interested in developing techniques for detection of such transitions from sparse observations, possibly contaminated by noise. In this paper we develop a framework to accurately tag different regimes of complex systems based on topological features. In particular, our framework works with a high degree of success in picking out a cyclically orbiting regime from a stationary equilibrium regime in high-dimensional stochastic dynamical systems.

cs.CG↗

arXiv2014

Critical Transitions In a Model of a Genetic Regulatory System

We consider a model for substrate-depletion oscillations in genetic systems, based on a stochastic differential equation with a slowly evolving external signal. We show the existence of critical transitions in the system. We apply two methods to numerically test the synthetic time series generated by the system for early indicators of critical transitions: a detrended fluctuation analysis method, and a novel method based on topological data analysis (persistence diagrams).

nlin.CD↗

arXiv2013

Perturbations of geodesic flows by recurrent dynamics

We consider a geodesic flow on a compact manifold endowed with a Riemannian (or Finsler, or Lorentz) metric satisfying some generic, explicit conditions. We couple the geodesic flow with a time-dependent potential, driven by an external flow on some other compact manifold. If the external flow satisfies some very general recurrence condition, and the potential satisfies some explicit conditions that are also very general, we show that the coupled system has orbits whose energy grows at a linear rate with respect to time. This growth rate is optimal. We also show the existence of symbolic dynamics. The existence of orbits whose energy grows unboundedly in time is related to Arnold's diffusion problem. A particular case of this phenomenon is obtained when the external dynamical system is quasi-periodic, of rationally independent frequency vector, not necessarily Diophantine, thus extending earlier results. We also recover `Mather's acceleration theorem' for time-periodic perturbations. Since the general class of perturbations that we consider in this paper are not characterized by a frequency of motion, we are not able to use KAM or Aubry-Mather or averaging theory. We devise a new mechanism to construct orbits whose energy evolves in a prescribed fashion. This mechanism intertwines the inner dynamics restricted to some normally hyperbolic manifold with the outer dynamics corresponding to two distinct choices of homoclinic excursions to that manifold. As this mechanism uses very coarse information on the dynamics, it is potentially of wider applicability.

math.DS↗

arXiv2012

Geometry of Weak Stability Boundaries

The notion of a weak stability boundary has been successfully used to design low energy trajectories from the Earth to the Moon. The structure of this boundary has been investigated in a number of studies, where partial results have been obtained. We propose a generalization of the weak stability boundary. We prove analytically that, in the context of the planar circular restricted three-body problem, under certain conditions on the mass ratio of the primaries and on the energy, the weak stability boundary about the heavier primary coincides with a branch of the global stable manifold of the Lyapunov orbit about one of the Lagrange points.

math.DS↗

arXiv2012

Diffusion along transition chains of invariant tori and Aubry-Mather sets

We describe a topological mechanism for the existence of diffusing orbits in a dynamical system satisfying the following assumptions: (i) the phase space contains a normally hyperbolic invariant manifold diffeomorphic to a two-dimensional annulus, (ii) the restriction of the dynamics to the annulus is an area preserving monotone twist map, (iii) the annulus contains sequences of invariant one-dimensional tori that form transition chains, i.e., the unstable manifold of each torus has a topologically transverse intersection with the stable manifold of the next torus in the sequence, (iv) the transition chains of tori are interspersed with gaps created by resonances, (v) within each gap there is prescribed a finite collection of Aubry-Mather sets. Under these assumptions, there exist trajectories that follow the transition chains, cross over the gaps, and follow the Aubry-Mather sets within each gap, in any specified order. This mechanism is related to the Arnold diffusion problem in Hamiltonian systems. In particular, we prove the existence of diffusing trajectories in the large gap problem of Hamiltonian systems. The argument is topological and constructive.

math.DS↗

arXiv2012

Transition map and shadowing lemma for normally hyperbolic invariant manifolds

For a given a normally hyperbolic invariant manifold, whose stable and unstable manifolds intersect transversally, we consider several tools and techniques to detect trajectories with prescribed itineraries: the scattering map, the transition map, the method of correctly aligned windows, and the shadowing lemma. We provide an user's guide on how to apply these tools and techniques to detect unstable orbits in Hamiltonian systems. This consists in the following steps: (i) computation of the scattering map and of the transition map for a flow, (ii) reduction to the scattering map and to the transition map, respectively, for the return map to some surface of section, (iii) construction of sequences of windows within the surface of section, with the successive pairs of windows correctly aligned, alternately, under the transition map, and under some power of the inner map, (iv) detection of trajectories which follow closely those windows. We illustrate this strategy with two models: the large gap problem for nearly integrable Hamiltonian systems, and the the spatial circular restricted three-body problem.

math.DS↗