IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v681y2026ics0378437125007277.html

Chaos on a lattice: A systematic investigation of coupled map lattice dynamical systems using statistical metrics

Author

Listed:
  • Nolan, Kevin
  • McCartney, Mark
  • Glass, David H.
  • Moore, Samuel

Abstract

This paper contains a large scale systematic survey of coupled map lattice systems, a broad class of dynamical systems. For this study, over 3500 systems were simulated and 11 metrics were computed to describe the behaviour of each system. To the authors’ knowledge, this is the largest-scale study of these types of systems. Four individual investigations were carried out, into the presence of multiple chaotic attractors in systems, the effect of observed dimension choice, the effect of changing the ordering of one-dimensional maps and a large scale survey to identify trends and correlations across systems. The frequency at which systems contain multiple chaotic attractors is estimated to be between 1%–5%. It is also shown that the connectivity of the lattice sites is negatively correlated with the presence of chaos, and also with metrics calculated from the full Lyapunov spectrum, such as the Kaplan–Yorke dimension. The effects of changing the observed dimension is shown to be significant in systems which contain more than one type of one-dimensional map, with substantial variance observed in 50% of systems for some metrics. Map ordering is also found to impact the behaviour of systems in 10%–20% of the systems investigated. The full dataset containing all simulated systems and their computed metrics is made freely available.

Suggested Citation

  • Nolan, Kevin & McCartney, Mark & Glass, David H. & Moore, Samuel, 2026. "Chaos on a lattice: A systematic investigation of coupled map lattice dynamical systems using statistical metrics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 681(C).
    • Handle: RePEc:eee:phsmap:v:681:y:2026:i:c:s0378437125007277
    DOI: 10.1016/j.physa.2025.131075
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437125007277
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000
    File URL: https://libkey.io/10.1016/j.physa.2025.131075?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. John Geweke & Susan Porter‐Hudak, 1983. "The Estimation And Application Of Long Memory Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 4(4), pages 221-238, July.
    2. Tarnopolski, Mariusz, 2018. "Correlation between the Hurst exponent and the maximal Lyapunov exponent: Examining some low-dimensional conservative maps," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 834-844.
    3. J.G. Barajas-Ramírez & R. Femat, 2012. "On the emergence of chaos in dynamical networks," International Journal of Systems Science, Taylor & Francis Journals, vol. 43(12), pages 2240-2248.
    4. Spichak, David & Aragoneses, Andrés, 2022. "Exploiting the impact of ordering patterns in the Fisher-Shannon complexity plane," Chaos, Solitons & Fractals, Elsevier, vol. 154(C).
    5. Lotfalinezhad, Hamze & Maleki, Ali, 2020. "TTA, a new approach to estimate Hurst exponent with less estimation error and computational time," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 553(C).
    6. McAllister, A. & McCartney, M. & Glass, D.H., 2024. "Correlation between Hurst exponent and largest Lyapunov exponent on a coupled map lattice," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 641(C).
    7. Gao, Suo & Iu, Herbert Ho-Ching & Mou, Jun & Erkan, Uğur & Liu, Jiafeng & Wu, Rui & Tang, Xianglong, 2024. "Temporal action segmentation for video encryption," Chaos, Solitons & Fractals, Elsevier, vol. 183(C).
    8. Lai, Qiang & Yang, Liang & Liu, Yuan, 2022. "Design and realization of discrete memristive hyperchaotic map with application in image encryption," Chaos, Solitons & Fractals, Elsevier, vol. 165(P1).
    9. Spichak, David & Kupetsky, Audrey & Aragoneses, Andrés, 2021. "Characterizing complexity of non-invertible chaotic maps in the Shannon–Fisher information plane with ordinal patterns," Chaos, Solitons & Fractals, Elsevier, vol. 142(C).
    10. Kürten, Karl E. & Nicolis, Grégoire, 1997. "Bifurcation scenarios and quasiperiodicity in coupled maps," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 245(3), pages 446-452.
    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. McAllister, A. & McCartney, M. & Glass, D.H., 2024. "Correlation between Hurst exponent and largest Lyapunov exponent on a coupled map lattice," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 641(C).
    2. A. Gómez-Águila & J. E. Trinidad-Segovia & M. A. Sánchez-Granero, 2022. "Improvement in Hurst exponent estimation and its application to financial markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-21, December.
    3. Contreras-Reyes, Javier E. & Kharazmi, Omid, 2023. "Belief Fisher–Shannon information plane: Properties, extensions, and applications to time series analysis," Chaos, Solitons & Fractals, Elsevier, vol. 177(C).
    4. Mohamed CHIKHI & Claude DIEBOLT, 2022. "Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 13, pages 228-253, June.
    5. SangKun Bae & Mark J. Jensen, 1998. "Long-Run Neutrality in a Long-Memory Model," Macroeconomics 9809006, University Library of Munich, Germany, revised 21 Apr 1999.
    6. Jinquan Liu & Tingguo Zheng & Jianli Sui, 2008. "Dual long memory of inflation and test of the relationship between inflation and inflation uncertainty," Psychometrika, Springer;The Psychometric Society, vol. 3(2), pages 240-254, June.
    7. Erhard Reschenhofer & Manveer K. Mangat, 2021. "Fast computation and practical use of amplitudes at non-Fourier frequencies," Computational Statistics, Springer, vol. 36(3), pages 1755-1773, September.
    8. Pierre Perron & Zhongjun Qu, 2007. "An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts," Boston University - Department of Economics - Working Papers Series wp2007-044, Boston University - Department of Economics.
    9. Zhong, Meirui & Zhang, Rui & Ren, Xiaohang, 2023. "The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach," Energy Economics, Elsevier, vol. 123(C).
    10. Geoffrey Ngene & Ann Nduati Mungai & Allen K. Lynch, 2018. "Long-Term Dependency Structure and Structural Breaks: Evidence from the U.S. Sector Returns and Volatility," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 21(02), pages 1-38, June.
    11. Gil-Alana, L.A., 2006. "Fractional integration in daily stock market indexes," Review of Financial Economics, Elsevier, vol. 15(1), pages 28-48.
    12. Ma, Tao & Mou, Jun & Chen, Wanzhong, 2025. "Enriched dynamical behavior of a novel locally active memristor-driven neuron map," Chaos, Solitons & Fractals, Elsevier, vol. 198(C).
    13. Richard T. Baillie & Fabio Calonaci & Dooyeon Cho & Seunghwa Rho, 2019. "Long Memory, Realized Volatility and HAR Models," Working Papers 881, Queen Mary University of London, School of Economics and Finance.
    14. Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2006. "Purchasing Power Parity: The Irish Experience Re-visited," Trinity Economics Papers tep200615, Trinity College Dublin, Department of Economics.
    15. Richard Hunt & Shelton Peiris & Neville Weber, 2022. "Estimation methods for stationary Gegenbauer processes," Statistical Papers, Springer, vol. 63(6), pages 1707-1741, December.
    16. repec:hum:wpaper:sfb649dp2009-029 is not listed on IDEAS
    17. Maria Malmierca-Ordoqui & Luis A. Gil-Alana & Manuel Monge, 2024. "Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar," Empirical Economics, Springer, vol. 66(2), pages 859-882, February.
    18. Erdinc Akyildirim & Shaen Corbet & Guzhan Gulay & Duc Khuong Nguyen & Ahmet Sensoy, 2019. "Order Flow Persistence in Equity Spot and Futures Markets: Evidence from a Dynamic Emerging Market," Working Papers 2019-011, Department of Research, Ipag Business School.
    19. Monge, Manuel & Claudio-Quiroga, Gloria & Poza, Carlos, 2024. "Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends," International Economics, Elsevier, vol. 177(C).
    20. Rey, Andrea & Frery, Alejandro C. & Gambini, Juliana & Lucini, Magdalena, 2024. "Asymptotic distribution of entropies and Fisher information measure of ordinal patterns with applications," Chaos, Solitons & Fractals, Elsevier, vol. 188(C).
    21. Avishek Bhandari & Bandi Kamaiah, 2021. "Long Memory and Fractality Among Global Equity Markets: a Multivariate Wavelet Approach," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 23-37, March.

    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:phsmap:v:681:y:2026:i:c:s0378437125007277. 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: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    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.