Rainer Klagers LML External Fellow

LML Fellow Rainer Klages has been awarded a Mercator Fellowship to support an 8-month guest professorship at the Technical University of Berlin

Rainer was recently nominated for the Fellowship by the Institute of Theoretical Physics at the Technical University of Berlin. The Fellowship will support a guest professorship, enabling him to work with scientists of the German Collaborative Research Centre ‘Control of self-organising nonlinear systems’ (SFB910). Read more

Conditioned Lyapunov exponents for random dynamical systems

Lyapunov exponents play a central role in dynamical systems theory, and offer a measure of the local instability that lies behind deterministic chaos and the sensitive dependence of trajectories on initial conditions. Read more

Agreement between LML and the National Autonomous University of Mexico to fund a postdoctoral research assistant.

The London Mathematical Laboratory has signed a new research agreement with the Institute of Physics at the National Autonomous University of Mexico (UNAM) in Mexico City. Read more

A test on methods for complete magnitude estimation based on earthquake catalogues

Earthquake statistics follow an approximate scaling law – the famous Gutenberg-Richter law – which states that the number of earthquakes having magnitude m larger than some value M falls off as a power law with an exponent b. The value of b can be estimated from recorded data in earthquake catalogues. Read more

Spectra of Sparse Non-Hermitian Random Matrices

Random matrix theory starts from the assumption that the large-scale behaviour of a complex system should be governed by its symmetries and the statistical properties of its parameters, and be relatively insensitive to the precise details of each interacting element. Read more

Transport fluctuations in integrable models out of equilibrium

The physics of many-body systems out of equilibrium poses some of the most challenging questions in modern science. Particularly novel behaviour occurs in one dimension, where integrability often strongly affects the non-equilibrium physics, and numerous conservation laws constrain the natural relaxation to stationary states. Read more

Synchronization of Chaos

The Dutch scientist Christiaan Huygens famously observed in 1665 that two pendulum-clocks situated in the same room would, over time, come to be synchronized. The explanation? The two clocks were actually interacting very weakly through movements of the floor. Read more

Bias-variance Trade-off in Portfolio Optimization

According to current international regulation, financial institutions are obliged to calculate the risk in their trading book on the basis of expected shortfall (ES), a risk measure which aims to capture risk from rare, low-probability events more effectively than earlier measures. Read more

Attractor dimension of time-averaged climate observables: insights from a low-order ocean-atmosphere model

The climate system involves a complex interplay between the ocean and atmosphere. Studies of this interplay typically rely on model simulations in comparison with time series data for some feature of oceanic and/or atmospheric circulation on a regional or larger scale. Read more

Modeling continuous time series with many zeros and an application to earthquakes

A leading model in earthquake forecasting is the epidemic-type aftershock sequence model, which takes the times and locations of future aftershocks to depend on previous earthquakes, with more recent earthquakes exerting more influence than older events. Read more