Matthew Nicol

Bio: Matthew Nicol is an academic researcher from University of Houston. The author has contributed to research in topics: Dynamical systems theory & Central limit theorem. The author has an hindex of 26, co-authored 113 publications receiving 2420 citations. Previous affiliations of Matthew Nicol include University of Surrey & University of Manchester.

Almost Sure Invariance Principle for Nonuniformly Hyperbolic Systems

Abstract: We prove an almost sure invariance principle that is valid for general classes of nonuniformly expanding and nonuniformly hyperbolic dynamical systems. Discrete time systems and flows are covered by this result. In particular, the result applies to the planar periodic Lorentz flow with finite horizon. Statistical limit laws such as the central limit theorem, the law of the iterated logarithm, and their functional versions, are immediate consequences.

Large deviations for nonuniformly hyperbolic systems

Abstract: We obtain large deviation estimates for a large class of nonuniformly hyperbolic systems: namely those modelled by Young towers with summable decay of correlations. In the case of exponential decay of correlations, we obtain exponential large deviation estimates given by a rate function. In the case of polynomial decay of correlations, we obtain polynomial large deviation estimates, and exhibit examples where these estimates are essentially optimal. In contrast with many treatments of large deviations, our methods do not rely on thermodynamic formalism. Hence, for Holder observables we are able to obtain exponential estimates in situations where the space of equilibrium measures is not known to be a singleton, as well as polynomial estimates in situations where there is not a unique equilibrium measure.

Extremes and Recurrence in Dynamical Systems

Abstract: This book provides a comprehensive introduction for the study of extreme events in the context of dynamical systems. The introduction provides a broad overview of the interdisciplinary research area of extreme events, underlining its relevance for mathematics, natural sciences, engineering, and social sciences. After exploring the basics of the classical theory of extreme events, the book presents a careful examination of how a dynamical system can serve as a generator of stochastic processes, and explores in detail the relationship between the hitting and return time statistics of a dynamical system and the possibility of constructing extreme value laws for given observables. Explicit derivation of extreme value laws are then provided for selected dynamical systems. The book then discusses how extreme events can be used as probes for inferring fundamental dynamical and geometrical properties of a dynamical system and for providing a novel point of view in problems of physical and geophysical relevance. A final summary of the main results is then presented along with a discussion of open research questions. Finally, an appendix with software in Matlab programming language allows the readers to develop further understanding of the presented concepts.

A vector-valued almost sure invariance principle for hyperbolic dynamical systems

Abstract: We prove an almost sure invariance principle (approximation by d-dimensional Brownian motion) for vector-valued Holder observables of large classes of nonuniformly hyperbolic dynamical systems. These systems include Axiom A dieomorphisms and flows as well as systems modelled by Young towers with moderate tail decay rates. In particular, the position variable of the planar periodic Lorentz gas with finite horizon approximates a 2-dimensional Brownian motion.

Some Curious Phenomena in Coupled Cell Networks

Abstract: We discuss several examples of synchronous dynamical phenomena in coupled cell networks that are unexpected from symmetry considerations, but are natural using a theory developed by Stewart, Golubitsky, and Pivato. In particular we demonstrate patterns of synchrony in networks with small numbers of cells and in lattices (and periodic arrays) of cells that cannot readily be explained by conventional symmetry considerations. We also show that different types of dynamics can coexist robustly in single solutions of systems of coupled identical cells. The examples include a three-cell system exhibiting equilibria, periodic, and quasiperiodic states in different cells; periodic 2n × 2n arrays of cells that generate 2n different patterns of synchrony from one symmetry-generated solution; and systems exhibiting multirhythms (periodic solutions with rationally related periods in different cells). Our theoretical results include the observation that reduced equations on a center manifold of a skew product system inherit a skew product form.

Convergence of Probability Measures

Abstract: Convergence of Probability Measures. By P. Billingsley. Chichester, Sussex, Wiley, 1968. xii, 253 p. 9 1/4“. 117s.

Stochastic Processes in Physics and Chemistry

Abstract: N G van Kampen 1981 Amsterdam: North-Holland xiv + 419 pp price Dfl 180 This is a book which, at a lower price, could be expected to become an essential part of the library of every physical scientist concerned with problems involving fluctuations and stochastic processes, as well as those who just enjoy a beautifully written book. It provides an extensive graduate-level introduction which is clear, cautious, interesting and readable.