The seminar will be held at the CMCC premises in Bologna, Viale Berti Pichat 6/2 – Seminar Room (Ground Floor).
Lecturer:
Flavio Pons
Dipartimento di Scienze Statistiche “Paolo Fortunati”, Bologna University
Abstract:
By using the link between extreme value theory and Poincaré recurrences, we compute the attractor dimension D – namely the effective number of degrees of freedom – of systems whose dynamics consist of n non-interacting particles with Gaussian underlying distributions. We also derive a theoretical expression for D in terms of finite size limits and test its validity and applicability with numerical experiments. We find that D in a non-interacting lattice is noticeably lower than the lattice size itself. We then estimate the attractor dimension of a collection of time-series issued from conceptual dynamical systems, finance and climate datasets. We find that spatial correlation within the particles reduce the attractor dimension, while the D of systems with non-Gaussian distributions can exceed the theoretical Gaussian limit. A numerical algorithm to derive the upper boundary of non-Gaussian systems is also outlined.
Working language: English
Bologna, h.12:00 am, CMCC, Seminar Room (Ground Floor) - CMCC, Seminar Room (Ground Floor), Bologna, h.12:00 am -
6 Apr 2018
Contacts Organized by
- CMCC - Centro Euro-Mediterraneo sui Cambiamenti Climatici