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Sandro Vaienti

Publications and source records attributed to Sandro Vaienti.

At least 37 records · Page 2Linked to original sources
arXiv2020

Stochastic stability of the classical Lorenz flow under impulsive type forcing

We introduce a novel type of random perturbation for the classical Lorenz flow in order to better model phenomena slowly varying in time such as anthropogenic forcing in climatology and prove stochastic stability for the unperturbed flow. The perturbation acts on the system in an impulsive way, hence is not of diffusive type as those already discussed in \cite{Ki}, \cite{Ke}, \cite{Me}. Namely, given a cross-section $\mathcal{M}$ for the unperturbed flow, each time the trajectory of the system crosses $\mathcal{M}$ the phase velocity field is changed with a new one sampled at random from a suitable neighborhood of the unperturbed one. The resulting random evolution is therefore described by a piecewise deterministic Markov process. The proof of the stochastic stability for the umperturbed flow is then carryed on working either in the framework of the Random Dynamical Systems or in that of semi-Markov processes.

math.DS↗
arXiv2019

Optimal bounds for decay of correlations and α-mixing for nonuniformly hyperbolic dynamical systems

We investigate the decay rates of correlations for nonuniformly hyperbolic systems with or without singularities, on piecewise Hölder observables. By constructing a new scheme of coupling methods using the probability renewal theory, we obtain the optimal bounds for decay rates of correlations for a large class of such observables. We also establish the alpha-mixing property for time series generated by these systems, which leads to a vast ranges of limiting theorems. Our results apply to rather general hyperbolic systems with singularities, including Bunimovich flower billiards, semidispersing billiards on a rectangle and billiards with cusps, and other nonuniformly hyperbolic maps.

math.DS↗
arXiv2018

Generalized dimensions, large deviations and the distribution of rare events

Generalized dimensions of multifractal measures are usually seen as static objects, related to the scaling properties of suitable partition functions, or moments of measures of cells. When these measures are invariant for the flow of a chaotic dynamical system, generalized dimensions take on a dynamical meaning, as they provide the rate function for the large deviations of the first hitting time, which is the (average) time required to connect any two different regions in phase space. We prove this result rigorously under a set of stringent assumptions. As a consequence, the statistics of hitting times provides new algorithms for the computation of the spectrum of generalized dimensions. Numerical examples, presented along with the theory, suggest that the validity of this technique reaches far beyond the range covered by the theorem. We state our result within the framework of extreme value theory. This approach reveals that hitting times are also linked to dynamical indicators such as stability of the motion and local dimensions of the invariant measure. This suggests that one can use local dynamical indicators from finite time series to gather information on the multifractal spectrum of generalized dimension. We show an application of this technique to experimental data from climate dynamics.

math.DS↗
arXiv2018

Correlation dimension and phase space contraction via extreme value theory

This study uses the link between extreme value laws and dynamical systems theory to show that important dynamical quantities as the correlation dimension, the entropy and the Lyapunov exponents can be obtained by fitting observables computed along a trajectory of a chaotic systems. All this information is contained in a newly defined Dynamical Extreme Index. Besides being mathematically well defined, it is almost numerically effortless to get as i) it does not require the specification of any additional parameter (e.g. embedding dimension, decorrelation time); ii) it does not suffer from the so-called curse of dimensionality. A numerical code for its computation is provided.

nlin.CD↗
arXiv2017

A spectral approach for quenched limit theorems for random expanding dynamical systems

We prove quenched versions of (i) a large deviations principle (LDP), (ii) a central limit theorem (CLT), and (iii) a local central limit theorem (LCLT) for non-autonomous dynamical systems. A key advance is the extension of the spectral method, commonly used in limit laws for deterministic maps, to the general random setting. We achieve this via multiplicative ergodic theory and the development of a general framework to control the regularity of Lyapunov exponents of \emph{twisted transfer operator cocycles} with respect to a twist parameter. While some versions of the LDP and CLT have previously been proved with other techniques, the local central limit theorem is, to our knowledge, a completely new result, and one that demonstrates the strength of our method. Applications include non-autonomous (piecewise) expanding maps, defined by random compositions of the form $T_{σ^{n-1}ω}\circ\cdots\circ T_{σω}\circ T_ω$. An important aspect of our results is that we only assume ergodicity and invertibility of the random driving $σ:Ω\toΩ$; in particular no expansivity or mixing properties are

math.DS↗
arXiv2017

Lower Bounds for the Decay of Correlations in Non-uniformly Expanding Maps

We give conditions under which nonuniformly expanding maps exhibit lower bounds of polynomial type for the decay of correlations and for a large class of observables. We show that if the Lasota-Yorke type inequality for the transfer operator of a first return map are satisfied in a Banach space B, and the absolutely continuous invariant measure obtained is weak mixing, in terms of aperiodicity, then under some renewal condition, the maps have polynomial decay of correlations for observables in B. We also provide some general conditions that give aperiodicity for expanding maps in higher dimensional spaces. As applications, we obtain lower bounds for piecewise expanding maps with an indifferent fixed point and for which we also allow non-Markov structure and unbounded distortion. The observables are functions that have bounded variation or satisfy quasi-Hölder conditions and have their support bounded away from the neutral fixed points.

math.DS↗
arXiv2017

Extreme Value Laws for sequences of intermittent maps

We study non-stationary stochastic processes arising from sequential dynamical systems built on maps with a neutral fixed points and prove the existence of Extreme Value Laws for such processes. We use an approach developed in \cite{FFV16}, where we generalised the theory of extreme values for non-stationary stochastic processes, mostly by weakening the uniform mixing condition that was previously used in this setting. The present work is an extension of our previous results for concatenations of uniformly expanding maps obtained in \cite{FFV16}.

math.DS↗
arXiv2017

Extreme Value Laws for non stationary processes generated by sequential and random dynamical systems

We develop and generalize the theory of extreme value for non-stationary stochastic processes, mostly by weakening the uniform mixing condition that was previously used in this setting. We apply our results to non-autonomous dynamical systems, in particular to {\em sequential dynamical systems}, given by uniformly expanding maps, and to a few classes of random dynamical systems. Some examples are presented and worked out in detail.

math.DS↗
arXiv2017

Rare Events for the Manneville-Pomeau map

We prove a dichotomy for Manneville-Pomeau maps $f:[0,1]\to [0, 1]$: given any point $ζ\in [0,1]$, either the Rare Events Point Processes (REPP), counting the number of exceedances, which correspond to entrances in balls around $ζ$, converge in distribution to a Poisson process; or the point $ζ$ is periodic and the REPP converge in distribution to a compound Poisson process. Our method is to use inducing techniques for all points except 0 and its preimages, extending a recent result by Haydn, Winterberg and Zweimüller, and then to deal with the remaining points separately. The preimages of 0 are dealt with applying recent results by Aytaç, Freitas and Vaienti. The point $ζ=0$ is studied separately because the tangency with the identity map at this point creates too much dependence, which causes severe clustering of exceedances. The Extremal Index, which measures the intensity of clustering, is equal to 0 at $ζ=0$, which ultimately leads to a degenerate limit distribution for the partial maxima of stochastic processes arising from the dynamics and for the usual normalising sequences. We prove that using adapted normalising sequences we can still obtain non-degenerate limit distributions at $ζ=0$.

math.DS↗
arXiv2016

Errors, Correlations and Fidelity for noisy Hamilton flows. Theory and numerical examples

We analyse the asymptotic growth of the error for Hamiltonian flows due to small random perturbations. We compare the forward error with the reversibility error, showing their equivalence for linear flows on a compact phase space. The forward error, given by the root mean square deviation $σ(t)$ of the noisy flow, grows according to a power law if the system is integrable and according to an exponential law if it is chaotic. The autocorrelation and the fidelity, defined as the correlation of the perturbed flow with respect to the unperturbed one, exhibit an exponential decay as $\exp\left(-σ^2(t)\right)$. Some numerical examples such as the anharmonic oscillator and the Hénon Heiles model confirm these results. We finally consider the effect of the observational noise on an integrable system, and show that the decay of correlations can only be observed after a sequence of measurements and that the multiplicative noise is more effective if the delay between two measurements is large.

nlin.CD↗
arXiv2016

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↗
arXiv2016

Extremes and Recurrence in Dynamical Systems

This book provides a comprehensive introduction for the study of extreme events in the context of dynamical systems. The introduction provides a broad overview of the interdisciplinary research area of extreme events, underlining its relevance for mathematics, natural sciences, engineering, and social sciences. After exploring the basics of the classical theory of extreme events, the book presents a careful examination of how a dynamical system can serve as a generator of stochastic processes, and explores in detail the relationship between the hitting and return time statistics of a dynamical system and the possibility of constructing extreme value laws for given observables. Explicit derivation of extreme value laws are then provided for selected dynamical systems. The book then discusses how extreme events can be used as probes for inferring fundamental dynamical and geometrical properties of a dynamical system and for providing a novel point of view in problems of physical and geophysical relevance. A final summary of the main results is then presented along with a discussion of open research questions. Finally, an appendix with software in Matlab programming language allows the readers to develop further understanding of the presented concepts.

math.DS↗
arXiv2015

Anomalous transport and observable average in the standard map

The distribution of finite time observable averages and transport in low dimensional Hamiltonian systems is studied. Finite time observable average distributions are computed, from which an exponent $α$ characteristic of how the maximum of the distributions scales with time is extracted. To link this exponent to transport properties, the characteristic exponent $μ(q)$ of the time evolution of the different moments of order $q$ related to transport are computed. As a testbed for our study the standard map is used. The stochasticity parameter $K$ is chosen so that either phase space is mixed with a chaotic sea and islands of stability or with only a chaotic sea. Our observations lead to a proposition of a law relating the slope in $q=0$ of the function $μ(q)$ with the exponent $α$.

nlin.CD↗
arXiv2015

On Transfer Operators and Maps with Random Holes

We study Markov interval maps with random holes. The holes are not necessarily elements of the Markov partition. Under a suitable, and physically relevant, assumption on the noise, we show that the transfer operator associated with the random open system can be reduced to a transfer operator associated with the closed deterministic system. Exploiting this fact, we show that the random open system admits a unique (meaningful) absolutely continuous conditionally stationary measure. Moreover, we prove the existence of a unique probability equilibrium measure supported on the survival set, and we study its Hausdorff dimension.

math.DS↗
arXiv2014

Annealed and quenched limit theorems for random expanding dynamical systems

In this paper, we investigate annealed and quenched limit theorems for random expanding dynamical systems. Making use of functional analytic techniques and more probabilistic arguments with martingales, we prove annealed versions of a central limit theorem, a large deviation principle, a local limit theorem, and an almost sure invariance principle. We also discuss the quenched central limit theorem, dynamical Borel-Cantelli lemmas, Erdös-Rényi laws and concentration inequalities.

math.DS↗
arXiv2014

Sampling local properties of attractors via Extreme Value Theory

We provide formulas to compute the coefficients entering the affine scaling needed to get a non-degenerate function for the asymptotic distribution of the maxima of some kind of observable computed along the orbit of a randomly perturbed dynamical system. This will give information on the local geometrical properties of the stationary measure. We will consider systems perturbed with additive noise and with observational noise. Moreover we will apply our techniques to chaotic systems and to contractive systems, showing that both share the same qualitative behavior when perturbed.

nlin.CD↗
arXiv2014

A recurrence-based technique for detecting genuine extremes in instrumental temperature records

In this paper, we analyze several instrumental records of temperatures at different locations by using new techniques originally developed for the analysis of extreme values of dynamical systems. We show that they have the same recurrence time statistics as a chaotic dynamical system perturbed with dynamical noise and by instrument errors. The technique provides a criterion to discriminate whether the recurrence of a certain temperature belongs to the normal variability or can be considered as a genuine extreme event with respect to a specific timescale fixed as parameter. The method gives a self-consistent estimation of the convergence of the statistics of recurrences toward the theoretical extreme value laws.

physics.geo-ph↗