Fast chaos versus white noise: Entropy analysis and a Fokker-Planck model for the slow dynamics

DOI10.1016/J.PHYSD.2003.09.006MaRDI QIDQ595995zbMATH OpenOpenAlexFDO

Authors Holger Kantz, Wolfram Just, Nilüfer Baba, Katrin Gelfert, Anja Riegert

Publication date 10 August 2004

Published in Physica D (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physd.2003.09.006

zbMATH Keywords

noiseentropytime seriesdeterministic chaosreal diffusion

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Other physical applications of random processes (60K40)

Recommendations

• Stochastic modelling: replacing fast degrees of freedom by noise.
• Elimination of fast chaotic degrees of freedom: on the accuracy of the Born approximation
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Cites work

• Averaging in dynamical systems and large deviations
• Elimination of fast chaotic degrees of freedom: on the accuracy of the Born approximation
• Embedology
• From the Perron-Frobenius equation to the Fokker-Planck equation.
• Inferring chaotic dynamics from time-series: on which length scale determinism becomes visible.
• Stochastic modelling: replacing fast degrees of freedom by noise.
• The Fokker-Planck equation. Methods of solution and applications.

Cited in

(12)

• Accuracy and efficiency of reduced stochastic models for chaotic Hamiltonian systems with time-scale separation
• Stochastic modelling: replacing fast degrees of freedom by noise.
• Low-dimensional chaotic dynamics versus intrinsic stochastic noise: a paradigm model
• A comparative study of two stochastic mode reduction methods
• Utilizing topological data analysis for studying signals of time-delay systems
• Contrasting chaos with noise via local versus global information quantifiers
• Minimal cover of high-dimensional chaotic attractors by embedded recurrent patterns
• Elimination of fast chaotic degrees of freedom: on the accuracy of the Born approximation
• Empirical evaluated SDE modelling for dimensionality-reduced systems and its predictability estimates
• The emergence of fast oscillations in a reduced primitive equation model and its implications for closure theories
• Reduced α-stable dynamics for multiple time scale systems forced with correlated additive and multiplicative Gaussian white noise
• Deterministic and stochastic surrogate models for a slowly driven fast oscillator

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