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Matthew Nicol

Publications and source records attributed to Matthew Nicol.

At least 19 recordsLinked to original sources

Stable laws for heavy-tailed observables on polynomially mixing billiards

We investigate the competition between two distinct mechanisms generating stable laws in deterministic dynamical systems: slow mixing of the system and heavy-tailed observables. For heavy-tailed observables on polynomially mixing billiards with cusps we show these two mechanisms interact and there is a transition, depending on the mixing exponent and the index of the heavy-tailed observable, such that the limit law is determined by either the observable or the dynamics. We prove stable limit laws for heavy-tailed observables of the form $\phi(x)= d(x,x_0)^{-\frac{2}{\alpha}}, 0< \alpha < 2$, where $x_{0} \in \partial Q$ is a generic point on the dynamical system given by the collision map of a polynomially mixing billiard $(T, Q, \mu)$ with cusps. The observable $\phi$ has a tail of stable index $\alpha$, i.e. $\mu(|\phi|>t) \sim t^{-\alpha}$. The billiard systems we consider have a slow mixing rate so that suitably scaled H\"{o}lder observables on the billiard satisfy a stable law of index $1/\gamma$, with $\gamma$ a function of the flatness of the cusps. We establish stable limit laws satisfied by Birkhoff sums of $\phi$ for the parameter range $\gamma \in (1/2,1)$, $\alpha \in (0,2)$ ($\alpha \not =1$) as a function of $\gamma$ and $\alpha$. As an application, in the setting of intermittent maps, we extend the results of~\cite{CNT2025} to cover all parameter values of the map and the observable $\phi(x)= d(x,x_0)^{-\frac{1}{\alpha}}$ (which has stable index $\alpha$ if $x_0\not =0$) in the regime $0< \alpha < 2$, $0<\gamma<1$. We show if $x_0=0$, the indifferent fixed point, then the stable law has index $(\frac{1}{\alpha}+\gamma)^{-1}$.

math.DS

Birkhoff sum convergence of Fr\'echet observables to stable laws for Gibbs-Markov systems and applications

We use a Poisson point process approach to prove distributional convergence to a stable law for non square-integrable observables $\phi: [0,1]\to R$, mostly of the form $\phi (x) = d(x,x_0)^{-\frac{1}{\alpha}}$,$0<\alpha\le 2$, on Gibbs-Markov maps. A key result is to verify a standard mixing condition, which ensures that large values of the observable dominate the time-series, in the range $1<\alpha \le 2$. Stable limit laws for observables on dynamical systems have been established in two settings: ``good observables'' (typically H\"older) on slowly mixing non-uniformly hyperbolic systems and ``bad'' observables (unbounded with fat tails) on fast mixing dynamical systems. As an application we investigate the interplay between these two effects in a class of intermittent-type maps.

math.DS

Runs of Extremes of Observables on Dynamical Systems and Applications

We use extreme value theory to estimate the probability of successive exceedances of a threshold value of a time-series of an observable on several classes of chaotic dynamical systems. The observables have either a Fr\'echet (fat-tailed) or Weibull (bounded) distribution. The motivation for this work was to give estimates of the probabilities of sustained periods of weather anomalies such as heat-waves, cold spells or prolonged periods of rainfall in climate models. Our predictions are borne out by numerical simulations and also analysis of rainfall and temperature data.

math.DS

Stable laws for random dynamical systems

In this paper we consider random dynamical systems formed by concatenating maps acting on the unit interval $[0,1]$ in an iid fashion. Considered as a stationary Markov process, the random dynamical system possesses a unique stationary measure $\nu$. We consider a class of non square-integrable observables $\phi$, mostly of form $\phi(x)=d(x,x_0)^{-\frac{1}{\alpha}}$ where $x_0$ is non-periodic point satisfying some other genericity conditions, and more generally regularly varying observables with index $\alpha \in (0,2)$. The two types of maps we concatenate are a class of piecewise $C^2$ expanding maps, and a class of intermittent maps possessing an indifferent fixed point at the origin. Under conditions on the dynamics and $\alpha$ we establish Poisson limit laws, convergence of scaled Birkhoff sums to a stable limit law and functional stable limit laws, in both the annealed and quenched case. The scaling constants for the limit laws for almost every quenched realization are the same as those of the annealed case and determined by $\nu$. This is in contrast to the scalings in quenched central limit theorems where the centering constants depend in a critical way upon the realization and are not the same for almost every realization.

math.DS

Hurricane Simulation and Nonstationary Extremal Analysis for a Changing Climate

Particularly important to hurricane risk assessment for coastal regions is finding accurate approximations of return probabilities of maximum windspeeds. Since extremes in maximum windspeed have a direct relationship to minimums in the central pressure, accurate windspeed return estimates rely heavily on proper modeling of the central pressure minima. Using the HURDAT2 database, we show that the central pressure minima of hurricane events can be appropriately modeled by a nonstationary extreme value distribution. We also provide and validate a Poisson distribution with a nonstationary rate parameter to model returns of hurricane events. Using our nonstationary models and numerical simulation techniques from established literature, we perform a simulation study to model returns of maximum windspeeds of hurricane events along the North Atlantic Coast. We show that our revised model agrees with current data and results in an expectation of higher maximum windspeeds for all regions along the coast with the highest maximum windspeeds occurring in the northern part of the coast.

math.DS

Erdos-Renyi laws for exponentially and polynomially mixing dynamical systems

Erdos-Renyi limit laws give the length scale of a time-window over which time-averages in Birkhoff sums have a non-trivial almost-sure limit. We establish Erdos-Renyi type limit laws for Holder observables on dynamical systems modeled by Young Towers with exponential and polynomial tails. This extends earlier results on Erdos-Renyi limit laws to a broad class of dynamical systems with some degree of hyperbolicity.

math.DS

Strange Hadron Spectroscopy with Secondary KL Beam in Hall D

We propose to create a secondary beam of neutral kaons in Hall D at Jefferson Lab to be used with the GlueX experimental setup for strange hadron spectroscopy. The superior CEBAF electron beam will enable a flux on the order of $1\times 10^4~K_L/sec$, which exceeds the flux of that previously attained at SLAC by three orders of magnitude. The use of a deuteron target will provide first measurements ever with neutral kaons on neutrons. The experiment will measure both differential cross sections and self-analyzed polarizations of the produced $\Lambda$, $\Sigma$, $\Xi$, and $\Omega$ hyperons using the GlueX detector at the Jefferson Lab Hall D. The measurements will span CM $\cos\theta$ from $-0.95$ to 0.95 in the range W = 1490 MeV to 2500 MeV. The new data will significantly constrain the partial wave analyses and reduce model-dependent uncertainties in the extraction of the properties and pole positions of the strange hyperon resonances, and establish the orbitally excited multiplets in the spectra of the $\Xi$ and $\Omega$ hyperons. Comparison with the corresponding multiplets in the spectra of the charm and bottom hyperons will provide insight into he accuracy of QCD-based calculations over a large range of masses. The proposed facility will have a defining impact in the strange meson sector through measurements of the final state $K\pi$ system up to 2 GeV invariant mass. This will allow the determination of pole positions and widths of all relevant $K^\ast(K\pi)$ $S$-,$P$-,$D$-,$F$-, and $G$-wave resonances, settle the question of the existence or nonexistence of scalar meson $\kappa/K_0^\ast(700)$ and improve the constrains on their pole parameters. Subsequently improving our knowledge of the low-lying scalar nonet in general.

nucl-ex

Analysis and Simulation of Extremes and Rare Events in Complex Systems

Rare weather and climate events, such as heat waves and floods, can bring tremendous social costs. Climate data is often limited in duration and spatial coverage, and climate forecasting has often turned to simulations of climate models to make better predictions of rare weather events. However very long simulations of complex models, in order to obtain accurate probability estimates, may be prohibitively slow. It is an important scientific problem to develop probabilistic and dynamical techniques to estimate the probabilities of rare events accurately from limited data. In this paper we compare four modern methods of estimating the probability of rare events: the generalized extreme value (GEV) method from classical extreme value theory; two importance sampling techniques, genealogical particle analysis (GPA) and the Giardina-Kurchan-Lecomte-Tailleur (GKLT) algorithm; as well as brute force Monte Carlo (MC). With these techniques we estimate the probabilities of rare events in three dynamical models: the Ornstein-Uhlenbeck process, the Lorenz '96 system and PlaSim (a climate model). We keep the computational effort constant and see how well the rare event probability estimation of each technique compares to a gold standard afforded by a very long run control. Somewhat surprisingly we find that classical extreme value theory methods outperform GPA, GKLT and MC at estimating rare events.

stat.ME

Large deviations and central limit theorems for sequential and random systems of intermittent maps

We obtain large deviations estimates for both sequential and random compositions of intermittent maps. We also address the question of whether or not centering is necessary for the quenched central limit theorems (CLT) obtained by Nicol, T\"or\"ok and Vaienti for random dynamical systems comprised of intermittent maps. Using recent work of Abdelkader and Aimino, Hella and Stenlund we extend the results of Nicol, T\"or\"ok and Vaienti on quenched central limit theorems (CLT) for centered observables over random compositions of intermittent maps: first by enlarging the parameter range over which the quenched CLT holds; and second by showing that the variance in the quenched CLT is almost surely constant (and the same as the variance of the annealed CLT) and that centering is needed to obtain this quenched CLT.

math.DS

Extremes and extremal indices for level set observables on hyperbolic systems

Consider an ergodic measure preserving dynamical system $(T,X,\mu)$, and an observable $\phi:X\to\mathbb{R}$. For the time series $X_n(x)=\phi(T^{n}(x))$, we establish limit laws for the maximum process $M_n=\max_{k\leq n}X_k$ in the case where $\phi$ is an observable maximized on a curve or submanifold, and $(T,X,\mu)$ is a hyperbolic dynamical system. Such observables arise naturally in weather and climate applications. We consider the extreme value laws and extremal indices for these observables on Anosov diffeomorphisms, Sinai dispersing billiards and coupled expanding maps. In particular we obtain clustering and nontrivial extremal indices due to self intersection of submanifolds under iteration by the dynamics, not arising from any periodicity.

math.DS

A note on large deviations for unbounded observables

We consider exponential large deviations estimates for unbounded observables on uniformly expanding dynamical systems. We show that uniform expansion does not imply the existence of a rate function for unbounded observables no matter the tail behavior of the cumulative distribution function. We give examples of unbounded observables with exponential decay of autocorrelations, exponential decay under the transfer operator in each $L^p$, $1\le p < \infty$, and strictly stretched exponential large deviation. For observables of form $|\log d(x,p)|^α$, $p$ periodic, on uniformly expanding systems we give the precise stretched exponential decay rate. We also show that a classical example in the literature of a bounded observable with exponential decay of autocorrelations yet with no rate function is degenerate as the observable is a coboundary.

math.DS

Itinerary synchronization in a network of nearly identical PWL systems coupled with unidirectional links and ring topology

In this paper the collective dynamics of $N$-coupled piecewise linear (PWL) systems with different number of scrolls and coupled in a master-slave sequence configuration is studied, i.e. a ring connection with unidirectional links. Itinerary synchronization is proposed to detect synchrony behavior with systems that can present generalized multistability. Itinerary synchronization consists in analyzing the symbolic dynamics of the systems by assigning different numbers to the regions where the scrolls are generated. It is shown that in certain parameter regimes if the inner connection between nodes is given by means of considering all the state variables of the system, then itinerary synchronization occurs and the coordinate motion is determined by the node with the smallest number of scrolls. Thus the collective behavior in all the nodes of the network is determined by the node with least scrolls in its attractor leading to generalized multistability phenomena which can be detected via itinerary synchronization. Results about attacks to the network are also presented, for example, when the PWL system is attacked by removing a given link to produce an open ring configuration. Depending on the inner connection properties, the nodes present multistability or preservation in the number of scrolls of the attractors.

nlin.CD

Calculating the Midsagittal Plane for Symmetrical Bilateral Shapes: Applications to Clinical Facial Surgical Planning

It is difficult to estimate the midsagittal plane of human subjects with craniomaxillofacial (CMF) deformities. We have developed a LAndmark GEometric Routine (LAGER), which automatically estimates a midsagittal plane for such subjects. The LAGER algorithm was based on the assumption that the optimal midsagittal plane of a patient with a deformity is the premorbid midsagittal plane of the patient (i.e. hypothetically normal without deformity). The LAGER algorithm consists of three steps. The first step quantifies the asymmetry of the landmarks using a Euclidean distance matrix analysis and ranks the landmarks according to their degree of asymmetry. The second step uses a recursive algorithm to drop outlier landmarks. The third step inputs the remaining landmarks into an optimization algorithm to determine an optimal midsaggital plane. We validate LAGER on 20 synthetic models mimicking the skulls of real patients with CMF deformities. The results indicated that all the LAGER algorithm-generated midsagittal planes met clinical criteria. Thus it can be used clinically to determine the midsagittal plane for patients with CMF deformities.

cs.CV

Compound Poisson law for hitting times to periodic orbits in two-dimensional hyperbolic systems

We show that a compound Poisson distribution holds for scaled exceedances of observables $ϕ$ uniquely maximized at a periodic point $ζ$ in a variety of two-dimensional hyperbolic dynamical systems with singularities $(M,T,μ)$, including the billiard maps of Sinai dispersing billiards in both the finite and infinite horizon case. The observable we consider is of form $ϕ(z)=-\ln d(z,ζ)$ where $d$ is a metric defined in terms of the stable and unstable foliation. The compound Poisson process we obtain is a Pólya-Aeppli distibution of index $θ$. We calculate $θ$ in terms of the derivative of the map $T$. Furthermore if we define $M_n=\max\{ϕ,\ldots,ϕ\circ T^n\}$ and $u_n (τ)$ by $\lim_{n\to \infty} nμ(ϕ>u_n (τ) )=τ$ the maximal process satisfies an extreme value law of form $μ(M_n \le u_n)=e^{-θτ}$. These results generalize to a broader class of functions maximized at $ζ$, though the formulas regarding the parameters in the distribution need to be modified.

math.DS

Dynamical Borel-Cantelli lemmas and rates of growth of Birkhoff sums of non-integrable observables on chaotic dynamical systems

We consider implications of dynamical Borel-Cantelli lemmas for rates of growth of Birkhoff sums of non-integrable observables $φ(x) = d(x,p)^{-k}$, $k>0$, on ergodic dynamical systems $(T,X,μ)$ where $μ(X) = 1$. Some general results are given as well as some more concrete examples involving non-uniformly expanding maps, intermittent type maps as well as uniformly hyperbolic systems.

math.DS

Central limit theorems for sequential and random intermittent dynamical systems

We establish self-norming central limit theorems for non-stationary time series arising as observations on sequential maps possessing an indifferent fixed point. These transformations are obtained by perturbing the slope in the Pomeau-Manneville map. We also obtain quenched central limit theorems for random compositions of these maps.

math.DS