Robust chaos in a credit cycle model defined by a one-dimensional piecewise smooth map

We consider a family of one-dimensional continuous piecewise smooth maps with monotone increasing and monotone decreasing branches. It is associated with a credit cycle model introduced by Matsuyama, under the assumption of the Cobb-Douglas production function. We offer a detailed analysis of the dynamics of this family. In particular, using the skew tent map as a border collision normal form we obtain the conditions of abrupt transition from an attracting fixed point to an attracting cycle or a chaotic attractor (cyclic chaotic intervals). These conditions allow us to describe the bifurcation structure of the parameter space of the map in a neighborhood of the boundary related to the border collision bifurcation of the fixed point. Particular attention is devoted to codimension-two bifurcation points. Moreover, the described bifurcation structure confirms that the chaotic attractors of the considered map are robust, that is, persistent under parameter perturbations.     

Nonsmooth one-dimensional maps: some basic concepts and definitions

The main purpose of the present survey is to contribute to the theory of dynamical systems defined by one-dimensional piecewise monotone maps. We recall some definitions known from the theory of smooth maps, which are applicable to piecewise smooth ones, and discuss the notions specific for the considered class of maps. To keep the presentation clear for the researchers working in other fields, especially in applications, many examples are provided. We focus mainly on the notions and concepts which are used for the investigation of various kinds of attractors of a map and related bifurcation structures observed in its parameter space.     

Stochastic sensitivity of attractors for a piecewise smooth neuron model

ABSTRACT

We consider a one-dimensional model of neural activity, given by a piecewise smooth discontinuous map. Fold bifurcations as well as border collision bifurcations are described in detail. Using the method of stochastic sensitivity functions, noise-induced phenomena, such as transitions within attractor and between attractors, and spike generation, are described. Statistical characteristics of interspike intervals depending on noise intensity are studied.     

On statistical properties of the lyapunov exponent of the generalized skew tent map

The statistical properties of the Lyapunov exponent of the chaotic generalized skew tent map is studied. Expressions of the mean and the variance of this Lyapunov exponent at each discrete time index are obtained. A sufficient condition for weakly mixing of the chaotic generalized skew tent map is derived, and the asymptotic distribution of its Lyapunov exponent is provided.     

Probability density functions of some skew tent maps

We consider a family of chaotic skew tent maps. The skew tent map is a two-parameter, piecewise-linear, weakly-unimodal, map of the interval F_a,b. We show that F_a,b is Markov for a dense set of parameters in the chaotic region, and we exactly find the probability density function (pdf), for any of these maps. It is well known (Boyarsky A, Góra P. Laws of chaos: invariant measures and dynamical systems in one dimension. Boston: Birkhauser, 1997), that when a sequence of transformations has a uniform limit F, and the corresponding sequence of invariant pdfs has a weak limit, then that invariant pdf must be F invariant. However, we show in the case of a family of skew tent maps that not only does a suitable sequence of convergent sequence exist, but they can be constructed entirely within the family of skew tent maps. Furthermore, such a sequence can be found amongst the set of Markov transformations, for which pdfs are easily and exactly calculated. We then apply these results to exactly integrate Lyapunov exponents.     

Border collision and fold bifurcations in a family of one-dimensional discontinuous piecewise smooth maps: divergence and bounded dynamics

In this work we continue the study of a family of 1D piecewise smooth maps, defined by a linear function and a power function with negative exponent, proposed in engineering studies. The range in which a point on the right side is necessarily mapped to the left side, and chaotic sets can only be unbounded, has been already considered. In this work we are characterizing the remaining ranges, in which more iterations of the right branch are allowed and in which divergent trajectories occur. We prove that in some regions a bounded chaotic repellor always exists, which may be the only non-divergent set, or it may coexist with an attracting cycle. In another range, in which divergence cannot occur, we prove that unbounded chaotic sets always exist. The role of particular codimension-two points is evidenced, associated with fold bifurcations and border collision bifurcations (BCBs), related to cycles having the same symbolic sequences. We prove that they exist related to the border collision of any admissible cycle. We show that each BCB, each fold bifurcation and each homoclinic bifurcation is a limit set of infinite families of other BCBs.     

Entropy formula and continuity of entropy for piecewise expanding maps

We consider some classes of piecewise expanding maps in finite dimensional spaces having invariant probability measures which are absolutely continuous with respect to Lebesgue measure. We derive an entropy formula for such measures and, using this entropy formula, we present sufficient conditions for the continuity of that entropy with respect to the parameter in some parametrized families of maps. We apply our results to a classical one-dimensional family of tent maps and a family of two-dimensional maps which arises as the limit of return maps when a homoclinic tangency is unfolded by a family of three dimensional diffeomorphisms.     

Itinerary of a discontinuous map from the continued fraction expansion

A piecewise linear, discontinuous one-dimensional map is analyzed combinatorically. The quasi-periodic dynamics generated by iterations are completely characterized by successive convergents of a continued fraction associated with slopes of the map.     

Life Expectancy of Transient Microchaotic Behaviour

The application of digital control may lead to so-called transient chaotic behaviour. In the present paper, we analyse a simple model of a digitally controlled mechanical system, which may create such vibrations. As a consequence of the digital effects, i.e., the sampling and the round-off error, the behaviour of this system can be described by a one-dimensional piecewise linear map. The lifetime of chaotic transients is usually characterized by the so-called escape rate. In the literature, the reciprocal of the escape rate is considered to be the expected duration of the transient chaotic phenomenon. We claim that this approach is not always fruitful, and present a different way of calculating the mean lifetime in the case of one-dimensional piecewise linear maps. Our method might also be used to solve diffusion problems in one-dimensional models of periodic arrays.     

一般三角帐篷映射混沌性与两种混沌互不蕴含性

将三角帐篷映射推广为一般的n-三角帐篷映射,并且借助于一般Bernoulli移位映射,Banks定理与Li-Yorke定理,首先证明：对于任意的正整数n,n-三角帐篷映射既是Devaney混沌的,也是Li-Yorke混沌的.然后,利用所得到的结果,通过实例展示：Devaney混沌与Li-Yorke混沌的互不蕴含性.     

Symmetry breaking in a bull and bear financial market model

We investigate bifurcation structures in the parameter space of a one-dimensional piecewise linear map with two discontinuity points. This map describes endogenous bull and bear market dynamics arising from a simple asset-pricing model. An important feature of our model is that some speculators only enter the market if the price is sufficiently distant to its fundamental value. Our analysis starts with the investigation of a particular case in which the map is symmetric with respect to the origin, associated with equal market entry thresholds in the bull and bear market. We then generalize our analysis by exploring how novel bifurcation structures may emerge when the map’s symmetry is broken.     

Border collision bifurcations in discontinuous one-dimensional linear-hyperbolic maps

In this paper we consider a discontinuous one-dimensional map, which is linear on one side of a generic point and hyperbolic on the other side, coming from economic applications. However this kind of piecewise smooth models is widely used also in other different applied contexts, and is characterized by border collision bifurcations. The simple formulation of the functions involved in the model allows for analytical results and the border collision bifurcations curves associated with the attracting cycles of the model are here determined. Also coexistence of two attracting cycles is shown to occur in a family of cycles of even period whose periodicity regions are overlapped in pair.     

The uniform laws of large numbers for the tent map

The tent map is an ergodic map defined on the unit interval. This paper considers the asymptotic behaviors of the various processes generated by the tent map. We get the uniform versions of law of large numbers for the tent map. An application to Monte Carlo integration is provided.     

On the error-sum function of tent map base series

We first introduce tent map base series. The tent map base series is special case of generalized Lüroth series which has the tent map as a base map. Then we study some elementary properties of its error-sum function, and show that the function is continuous.     

Chaotic social interaction via endogenous reactivity

We propose a framework to analyse the dynamical process of decision and opinion formation of two economic homogeneous and boundedly rational agents that interact and learn from each other over time. The decisional process described in our model is an adaptive adjustment mechanism in which two agents take into account the difference between their own opinion and the opinion of the other agent. The smaller that difference, the larger the weight given to the comparison of the opinions. We assume that if the distance between the two opinions is larger than a given threshold, then there is no interaction and the agents do not change their opinion anymore. Introducing an auxiliary variable describing the distance between the opinions, we obtain a one-dimensional map for which we investigate, mainly via analytical tools, the stability of the steady states, their bifurcations, as well as the existence of chaotic dynamics and multistability phenomena.     

Optimizing Markovian modeling of chaotic systems with recurrent neural networks

In this paper, we propose a methodology for optimizing the modeling of an one-dimensional chaotic time series with a Markov Chain. The model is extracted from a recurrent neural network trained for the attractor reconstructed from the data set. Each state of the obtained Markov Chain is a region of the reconstructed state space where the dynamics is approximated by a specific piecewise linear map, obtained from the network. The Markov Chain represents the dynamics of the time series in its statistical essence. An application to a time series resulted from Lorenz system is included.     

Skew group algebras of piecewise hereditary algebras are piecewise hereditary

We show that the main results of Happel-Rickard-Schofield (1988) and Happel-Reiten-Smalø (1996) on piecewise hereditary algebras are coherent with the notion of group action on an algebra. Then, we take advantage of this compatibility and show that if G is a finite group acting on a piecewise hereditary algebra A over an algebraically closed field whose characteristic does not divide the order of G, then the resulting skew group algebra A[G] is also piecewise hereditary.     

A block cipher with dynamic S-boxes based on tent map

In this paper, a block encryption scheme based on dynamic substitution boxes (S-boxes) is proposed. Firstly, the difference trait of the tent map is analyzed. Then, a method for generating S-boxes based on iterating the tent map is presented. The plaintexts are divided into blocks and encrypted with different S-boxes. The cipher blocks are obtained by 32 rounds of substitution and left cyclic shift. To improve the security of the cryptosystem, a cipher feedback is used to change the state value of the tent map, which makes the S-boxes relate to the plaintext and enhances the confusion and diffusion properties of the cryptosystem. Since dynamic S-boxes are used in the encryption, the cryptosystem does not suffer from the problem of fixed structure block ciphers. Theoretical and experimental results indicate that the cryptosystem has high security and is suitable for secure communications.     

Mixed quadratic-cubic autocatalytic reaction–diffusion equations: Semi-analytical solutions

Semi-analytical solutions for autocatalytic reactions with mixed quadratic and cubic terms are considered. The kinetic model is combined with diffusion and considered in a one-dimensional reactor. The spatial structure of the reactant and autocatalyst concentrations are approximated by trial functions and averaging is used to obtain a lower-order ordinary differential equation model, as an approximation to the governing partial differential equations. This allows semi-analytical results to be obtained for the reaction–diffusion cell, using theoretical methods developed for ordinary differential equations. Singularity theory is used to investigate the static multiplicity of the system and obtain a parameter map, in which the different types of steady-state bifurcation diagrams occur. Hopf bifurcations are also found by a local stability analysis of the semi-analytical model. The transitions in the number and types of bifurcation diagrams and the changes to the parameter regions, in which Hopf bifurcations occur, as the relative importance of the cubic and quadratic terms vary, is explored in great detail. A key outcome of the study is that the static and dynamic stability of the mixed system exhibits more complexity than either the cubic or quadratic autocatalytic systems alone. In addition it is found that varying the diffusivity ratio, of the reactant and autocatalyst, causes dramatic changes to the dynamic stability. The semi-analytical results are show to be highly accurate, in comparison to numerical solutions of the governing partial differential equations.