IDEAS home Printed from https://ideas.repec.org/a/eee/chsofr/v184y2024ics0960077924006039.html
   My bibliography  Save this article

Peculiarities of the spatio-temporal dynamics of a Hénon–Lozi map network in the presence of Lévy noise

Author

Listed:
  • Rybalova, E.
  • Averyanov, V.
  • Lozi, R.
  • Strelkova, G.

Abstract

We explore numerically the dynamics of a single Hénon–Lozi map and networks of nonlocally coupled Hénon–Lozi maps. It is shown that due to a complicated behavior of the individual map which combines the dynamical peculiarities of the Lozi map and the Hénon map, both solitary states and chimera structures can be observed in networks of coupled Hénon–Lozi maps. These spatio-temporal structures exhibit different degrees of robustness against external noise sources. It is established that additive Lévy noise suppresses solitary states while induces chimera states, and the chimera resonance is realized.

Suggested Citation

  • Rybalova, E. & Averyanov, V. & Lozi, R. & Strelkova, G., 2024. "Peculiarities of the spatio-temporal dynamics of a Hénon–Lozi map network in the presence of Lévy noise," Chaos, Solitons & Fractals, Elsevier, vol. 184(C).
  • Handle: RePEc:eee:chsofr:v:184:y:2024:i:c:s0960077924006039
    DOI: 10.1016/j.chaos.2024.115051
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0960077924006039
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.chaos.2024.115051?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to

    for a different version of it.

    References listed on IDEAS

    as
    1. Khatun, Taniya & Banerjee, Tanmoy, 2023. "Genesis of chimera patterns through self-induced stochastic resonance," Chaos, Solitons & Fractals, Elsevier, vol. 174(C).
    2. Heide, Dominik & von Bremen, Lueder & Greiner, Martin & Hoffmann, Clemens & Speckmann, Markus & Bofinger, Stefan, 2010. "Seasonal optimal mix of wind and solar power in a future, highly renewable Europe," Renewable Energy, Elsevier, vol. 35(11), pages 2483-2489.
    3. González-Avella, J.C. & Cosenza, M.G. & San Miguel, M., 2014. "Localized coherence in two interacting populations of social agents," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 399(C), pages 24-30.
    4. R. Quian Quiroga & L. Reddy & G. Kreiman & C. Koch & I. Fried, 2005. "Invariant visual representation by single neurons in the human brain," Nature, Nature, vol. 435(7045), pages 1102-1107, June.
    5. Rybalova, E.V. & Strelkova, G.I. & Anishchenko, V.S., 2018. "Mechanism of realizing a solitary state chimera in a ring of nonlocally coupled chaotic maps," Chaos, Solitons & Fractals, Elsevier, vol. 115(C), pages 300-305.
    6. Peter J. Menck & Jobst Heitzig & Jürgen Kurths & Hans Joachim Schellnhuber, 2014. "How dead ends undermine power grid stability," Nature Communications, Nature, vol. 5(1), pages 1-8, September.
    7. Sunghoon Hong & Youngsub Chun, 2010. "Efficiency and stability in a model of wireless communication networks," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 34(3), pages 441-454, March.
    8. Ole E. Barndorff‐Nielsen & Neil Shephard, 2001. "Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(2), pages 167-241.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Rybalova, E.V. & Zakharova, A. & Strelkova, G.I., 2021. "Interplay between solitary states and chimeras in multiplex neural networks," Chaos, Solitons & Fractals, Elsevier, vol. 148(C).
    2. Rybalova, E.V. & Strelkova, G.I. & Anishchenko, V.S., 2021. "Impact of sparse inter-layer coupling on the dynamics of a heterogeneous multilayer network of chaotic maps," Chaos, Solitons & Fractals, Elsevier, vol. 142(C).
    3. Shepelev, I.A. & Bukh, A.V. & Strelkova, G.I., 2022. "Anti-phase synchronization of waves in a multiplex network of van der Pol oscillators," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).
    4. Plain, N. & Hingray, B. & Mathy, S., 2019. "Accounting for low solar resource days to size 100% solar microgrids power systems in Africa," Renewable Energy, Elsevier, vol. 131(C), pages 448-458.
    5. Madan, Dilip B. & Wang, King, 2021. "The structure of financial returns," Finance Research Letters, Elsevier, vol. 40(C).
    6. Dimitrios D. Thomakos & Michail S. Koubouros, 2011. "The Role of Realised Volatility in the Athens Stock Exchange," Multinational Finance Journal, Multinational Finance Journal, vol. 15(1-2), pages 87-124, March - J.
    7. Taufer, Emanuele & Leonenko, Nikolai, 2009. "Simulation of Lvy-driven Ornstein-Uhlenbeck processes with given marginal distribution," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2427-2437, April.
    8. Torben G. Andersen & Tim Bollerslev & Peter Christoffersen & Francis X. Diebold, 2007. "Practical Volatility and Correlation Modeling for Financial Market Risk Management," NBER Chapters, in: The Risks of Financial Institutions, pages 513-544, National Bureau of Economic Research, Inc.
    9. Lars Stentoft, 2008. "American Option Pricing Using GARCH Models and the Normal Inverse Gaussian Distribution," Journal of Financial Econometrics, Oxford University Press, vol. 6(4), pages 540-582, Fall.
    10. Ole E. Barndorff-Nielsen & Neil Shephard, 2006. "Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation," Journal of Financial Econometrics, Oxford University Press, vol. 4(1), pages 1-30.
    11. Ole Barndorff-Nielsen & Neil Shephard, 2004. "Multipower Variation and Stochastic Volatility," Economics Papers 2004-W30, Economics Group, Nuffield College, University of Oxford.
    12. Nayak-Luke, Richard & Bañares-Alcántara, René & Collier, Sam, 2021. "Quantifying network flexibility requirements in terms of energy storage," Renewable Energy, Elsevier, vol. 167(C), pages 869-882.
    13. Álvaro Cartea & Thilo Meyer-Brandis, 2010. "How Duration Between Trades of Underlying Securities Affects Option Prices," Review of Finance, European Finance Association, vol. 14(4), pages 749-785.
    14. Julien Chevallier & Benoît Sévi, 2014. "On the Stochastic Properties of Carbon Futures Prices," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 58(1), pages 127-153, May.
    15. Jondeau, Eric, 2016. "Asymmetry in tail dependence in equity portfolios," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 351-368.
    16. A. Aghamohammadi & S. Mohammadi, 2017. "Bayesian analysis of penalized quantile regression for longitudinal data," Statistical Papers, Springer, vol. 58(4), pages 1035-1053, December.
    17. Robert Brooks & Robert Faff & Sirimon Treepongkaruna & Eliza Wu, 2015. "Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 42(5-6), pages 777-799, June.
    18. Piotr Szczepocki, 2020. "Application of iterated filtering to stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck process," Statistics in Transition New Series, Polish Statistical Association, vol. 21(2), pages 173-187, June.
    19. Yan-Feng Wu & Xiangyu Yang & Jian-Qiang Hu, 2024. "Method of Moments Estimation for Affine Stochastic Volatility Models," Papers 2408.09185, arXiv.org.
    20. Caravenna, Francesco & Corbetta, Jacopo, 2018. "The asymptotic smile of a multiscaling stochastic volatility model," Stochastic Processes and their Applications, Elsevier, vol. 128(3), pages 1034-1071.

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:chsofr:v:184:y:2024:i:c:s0960077924006039. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Thayer, Thomas R. (email available below). General contact details of provider: https://www.journals.elsevier.com/chaos-solitons-and-fractals .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.