Stochastic differential equations driven by deterministic chaotic maps: analytic solutions of the Perron–Frobenius equation

DOI10.1088/1361-6544/AABC92zbMATH Open1393.70036arXiv1805.01537OpenAlexW2800239479WikidataQ115292976 ScholiaQ115292976MaRDI QIDQ3176549FDOQ3176549

Griffin Williams, Christian Beck

Publication date: 23 July 2018

Published in: Nonlinearity (Search for Journal in Brave)

Abstract: We consider discrete-time dynamical systems with a linear relaxation dynamics that are driven by deterministic chaotic forces. By perturbative expansion in a small time scale parameter, we derive from the Perron-Frobenius equation the corrections to ordinary Fokker-Planck equations in leading order of the time scale separation parameter. We present analytic solutions to the equations for the example of driving forces generated by N-th order Chebychev maps. The leading order corrections are universal for N larger or equal to 4 but different for N=2 and N=3. We also study diffusively coupled Chebychev maps as driving forces, where strong correlations may prevent convergence to Gaussian limit behavior.

Full work available at URL: https://arxiv.org/abs/1805.01537

zbMATH Keywords

chaoscoupled map latticePerron-Frobenius equationmap of Langevin type

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Dynamical systems involving maps of the interval (37E05) Transition to stochasticity (chaotic behavior) for nonlinear problems in mechanics (70K55)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• A note on diffusion limits of chaotic skew-product flows
• Renormalization group approach to chaotic strings
• Title not available (Why is that?)
• Title not available (Why is that?)
• Scaling properties of invariant densities of coupled Chebyshev maps
• Higher correlation functions of chaotic dynamical systems-a graph theoretical approach
• Spacetime chaos in coupled map lattices
• Chaotic quantization of field theories
• Superstatistics
• Statistical properties of Lorentz gas with periodic configuration of scatterers
• A mechanical model of Brownian motion
• Driven chaotic motion in single- and double-well potentials
• From the Perron-Frobenius equation to the Fokker-Planck equation.
• Stochastic modelling: replacing fast degrees of freedom by noise.
• Relaxation and bifurcation in Brownian motion driven by a chaotic force
• Ergodic properties of a kicked damped particle
• Extreme event statistics of daily rainfall: dynamical systems approach
• Fractal structure and Gaussian distribution in chaotic Brownian motion
• From dynamical systems to statistical mechanics and back

Cited In (6)

• Maps on statistical manifolds exactly reduced from the Perron-Frobenius equations for solvable chaotic maps
• The Explicit Solutions of Frobenius-Perron Equation for the Chaotic Infinite Maps
• The Explicit Solutions of Frobenius-Perron Equation for the Chaotic Infinite Maps
• Deviations from Gaussianity in deterministic discrete time dynamical systems
• A description of stochastic systems using chaotic maps
• From the Perron-Frobenius equation to the Fokker-Planck equation.

This page was built for publication: Stochastic differential equations driven by deterministic chaotic maps: analytic solutions of the Perron–Frobenius equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3176549)