Dissipative relativistic standard map: Periodic attractors and basins of attraction

The dissipative relativistic standard map, introduced by Ciubotariu et al. [Ciubotariu C, Badelita L, Stancu V. Chaos in dissipative relativistic standard maps. Chaos, Solitons & Fractals 2002;13:1253–67.], is further studied numerically for small damping in the resonant case. We find that the attractors are all periodic; their basins of attraction have fractal boundaries and are closely interwoven. The number of attractors increases with decreasing damping. For a very small damping, there are thousands of periodic attractors, comprising mostly of the lowest-period attractors of period one or two; the basin of attraction of these lowest-period attractors is significantly larger compared to the basins of the higher-period attractors.     

3-Adic Cantor function on local fields and its p-adic derivative

The problem of “rate of change” for fractal functions is a very important one in the study of local fields. In 1992, Su Weiyi has given a definition of derivative by virtue of pseudo-differential operators [Su W. Pseudo-differential operators and derivatives on locally compact Vilenkin groups. Sci China [series A] 1992;35(7A):826–36. Su W. Gibbs–Butzer derivatives and the applications. Numer Funct Anal Optimiz 1995;16(5&6):805–24. [2] and [3]]. In Qiu Hua and Su Weiyi [Weierstrass-like functions on local fields and their p-adic derivatives. Chaos, Solitons & Fractals 2006;28(4):958–65. [8]], we have introduced a kind of Weierstrass-like functions in p-series local fields and discussed their p-adic derivatives. In this paper, the 3-adic Cantor function on 3-series field is constructed, and its 3-adic derivative is evaluated, it has at most order. Moreover, we introduce the definition of the Hausdorff dimension [Falconer KJ. Fractal geometry: mathematical foundations and applications. New York: Wiley; 1990. [1]] of the image of a complex function defined on local fields. Then we conclude that the Hausdorff dimensions of the 3-adic Cantor function and its derivatives and integrals on 3-series field are all equal to 1.There are various applications of Cantor sets in mechanics and physics. For instance, E-infinity theory [El Naschie MS. A guide to the mathematics of E-infinity Cantorian spacetime theory. Chaos, Solitons & Fractals 2005;25(5):955–64. El Naschie MS. Dimensions and Cantor spectra. Chaos, Solitons & Fractals 1994;4(11):2121–32. El Naschie MS. Einstein’s dream and fractal geometry. Chaos, Solitons & Fractals 2005;24(1):1–5. El Naschie MS. The concepts of E infinity: an elementary introduction to the Cantorian-fractal theory of quantum physics. Chaos, Solitons & Fractals 2004;22(2):495–511. [9], [10], [11] and [12]] is based on random Cantor set which takes the golden mean dimension as shown by El Naschie.     

Structurally stable but chaotic limit set of E-infinity Cantorian space–time

In the present work, first we give some definitions and theorems on hyperbolic maps, structurally stability and deterministic chaos. The limit set of the Kleinian transformation acting on the E-infinity Cantorian space–time turned out to be a set of periodic continued fractions as shown in [Chaos, Solitons & Fractals, 21 (2004) 9]. That set has a hyperbolic structure and is structurally stable. Subsequently, we show that the appearance of transversal homoclinic points induces a chaotic behavior in that set.     

A modified variable-coefficient projective Riccati equation method and its application to (2 + 1)-dimensional simplified generalized Broer–Kaup system

A modified variable-coefficient projective Riccati equation method is proposed and applied to a (2 + 1)-dimensional simplified and generalized Broer–Kaup system. It is shown that the method presented by Huang and Zhang [Huang DJ, Zhang HQ. Chaos, Solitons & Fractals 2005; 23:601] is a special case of our method. The results obtained in the paper include many new formal solutions besides the all solutions found by Huang and Zhang.     

Interest rate option pricing and volatility forecasting: An application to Brazil

Assessing the markets perception of future interest and inflation rate volatility is of crucial importance to assess the evolution of expectations in an inflation targeting framework. This article aims to evaluate the information content of implied volatilities extracted from a Brazilian interest-rate call option. We compared the predictive performance of three different approaches: one using the traditional [Black F. The pricing of commodity contracts. J Financ Econ 1976;3:167–79] method, another one using the extended-Vasicek model, and in the third approach, we use a GARCH(2, 1) model. The empirical evidence was more favorable to the extended-Vasicek method. Moreover, extended-Vasicek’s implied volatilities could predict around 33% (adjusted R²) of the variations in realized volatility. Further research could test for the predictive content of long memory options such as those suggested in Wang et al. [Wang X-T, Qiu W-Y, Ren F-Y. Option pricing of fractional version of the Black–Scholes model with Hurst exponent H being in . Chaos, Solitons & Fractals 2001;12:599–608; Wang X-T, Ren F-Y, Liang X-Q. A fractional version of the Merton model. Chaos, Solitons & Fractals 2003;15:455–63].     

Nonlinear dynamics of regenerative cutting processes—Comparison of two models

Understanding the nonlinear dynamics of cutting processes is essential for the improvement of machining technology. We study machine cutting processes by two different models, one has been recently introduced by Litak [Litak G. Chaotic vibrations in a regenerative cutting process. Chaos, Solitons & Fractals 2002;13:1531–5] and the other is the classic delay differential equation model. Although chaotic solutions have been found in both models, well known routes to chaos, such as period-doubling or quasi-periodic motion to chaos are not observed in either model. Careful analysis shows that the chaotic motion from the Litak’s model has sharper spectral peaks, a smaller correlation dimension and a smaller value for the largest positive Lyapunov exponent. Implications to the control of chaos in cutting processes are discussed.     

Statistical convergence of double sequences in intuitionistic fuzzy normed spaces

Recently, the concept of intuitionistic fuzzy normed spaces was introduced by Saadati and Park [Saadati R, Park JH. Chaos, Solitons & Fractals 2006;27:331–44]. Karakus et al. [Karakus S, Demirci K, Duman O. Chaos, Solitons & Fractals 2008;35:763–69] have quite recently studied the notion of statistical convergence for single sequences in intuitionistic fuzzy normed spaces. In this paper, we study the concept of statistically convergent and statistically Cauchy double sequences in intuitionistic fuzzy normed spaces. Furthermore, we construct an example of a double sequence to show that in IFNS statistical convergence does not imply convergence and our method of convergence even for double sequences is stronger than the usual convergence in intuitionistic fuzzy normed space.     

A note on a fixed point theorem in Menger probabilistic quasi-metric spaces

The main result in Rezaiyan et al. [Rezaiyan R, Cho YJ, Saadati R. A common fixed point theorem in Menger probabilistic quasi-metric spaces, Chaos, Solitons & Fractals 2008;37:1153–7] is proved under two (necessary) additional conditions.     

A zero-crossing approach to uncover the mask by chaotic encryption with periodic modulation

We present a so-called zero-crossing identification method that can crack the security shell of the chaotic encryption method [Chaos, Solitons & Fractals 19 (2004) 919] with periodic modulation. By collecting a special set of truncated data from the zero-crossing incidents of the modulated signal, we can detect the modulating function from chaotic signal. Furthermore we extend the technique to extract modulating function from noise and discuss the potential applications of this method in engineering.     

A series of new soliton-like solutions and double-like periodic solutions of a (2 + 1)-dimensional dispersive long wave equation

In this paper, we extend the algebraic method proposed by Fan (Chaos, Solitons & Fractals 20 (2004) 609) and the improved extended tanh method by Yomba (Chaos, Solitons and Fractals 20 (2004) 1135) to uniformly construct a series of soliton-like solutions and double-like periodic solutions for nonlinear partial differential equations (NPDE). Some new soliton-like solutions and double-like periodic solutions of a (2 + 1)-dimensional dispersive long wave equation are obtained.