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

DOI10.1088/1361-6544/AABC92MaRDI QIDQ3176549zbMATH OpenOpenAlexWikidataFDO

Authors Griffin Williams, Christian Beck

Publication date 23 July 2018

Published in Nonlinearity (Search for Journal in Brave)

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)

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.

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Cited in

(6)

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

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