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Polynomial chaos is a powerful technique for propagating uncertainty through ordinary and partial differential equations. Random variables are expanded in terms of orthogonal polynomials and differential equations are derived for the…

Computation · Statistics 2014-06-18 José Miguel Pasini , Tuhin Sahai

Diffusion processes are instrumental to describe the movement of a continuous quantity in a generic network of interacting agents. Here, we present a probabilistic framework for diffusion in networks and propose to classify agent…

Social and Information Networks · Computer Science 2015-08-28 Wai Hong Ronald Chan , Matthias Wildemeersch , Tony Q. S. Quek

The striking fractal geometry of strange attractors underscores the generative nature of chaos: like probability distributions, chaotic systems can be repeatedly measured to produce arbitrarily-detailed information about the underlying…

Machine Learning · Computer Science 2023-01-31 William Gilpin

The asymptotic distance between trajectories $d_{\infty}$, is studied in detail to characterize the occurrence of chaos. We show that this quantity is quite distinct and complementary to the Lyapunov exponents, and it allows for a…

chao-dyn · Physics 2007-05-23 Virgil Baran , Aldo Bonasera

This paper develops a theory of propagation of chaos for a system of weakly interacting particles whose terminal configuration is fixed as opposed to the initial configuration as customary. Such systems are modeled by backward stochastic…

Probability · Mathematics 2019-11-19 Mathieu Laurière , Ludovic Tangpi

In our previous publication [Kogan et al, Phys. Rev. {\bf 48}, 9404 (1993)] we considered the issue of statistics of radiation diffusively propagating in a disordered medium. The consideration was in the framework of diagrammatic techniques…

Condensed Matter · Physics 2009-10-22 Eugene Kogan , Moshe Kaveh

We discuss recent work on the static and dynamical properties of the asymmetric exclusion process, generalized to include the effect of disorder. We study in turn: random disorder in the properties of particles; disorder in the spatial…

Statistical Mechanics · Physics 2009-11-11 Mustansir Barma

We consider the distribution of the duration time, the time elapsed since it began, of a diffusion process given its present position, under the assumption that the process began at the origin. For unbiased diffusion, the distribution does…

Statistical Mechanics · Physics 2013-11-28 Hernán Larralde

How topological defects affect the dynamics of particles hopping between lattice sites of a distorted, two-dimensional crystal is addressed. Perturbation theory and numerical simulations show that weak, short-ranged topological disorder…

Statistical Mechanics · Physics 2007-05-23 Ligang Chen , Michael W. Deem

The goal of this investigation was to derive strictly new properties of chaotic systems and their mutual relations. The generalized Fokker-Planck equation with a non stationary diffusion has been derived and used for chaos analysis. An…

Chaotic Dynamics · Physics 2014-07-29 Sergey A. Kamenshchikov

We address the problem of the classical deterministic dynamics of a particle in a periodic asymmetric potential of the ratchet type. We take into account the inertial term in order to understand the role of the chaotic dynamics in the…

chao-dyn · Physics 2009-10-31 Jose L. Mateos

The scaling invariance for chaotic orbits near a transition from unlimited to limited diffusion in a dissipative standard mapping is explained via the analytical solution of the diffusion equation. It gives the probability of observing a…

Chaotic Dynamics · Physics 2020-12-02 Edson D. Leonel , Celia Mayumi Kuwana , Makoto Yoshida , Juliano Antonio de Oliveira

It is well known that on long time scales the behaviour of tracer particles diffusing in a cellular flow is effectively that of a Brownian motion. This paper studies the behaviour on "intermediate" time scales before diffusion sets in.…

Analysis of PDEs · Mathematics 2016-09-09 Gautam Iyer , Alexei Novikov

Sub-diffusion in biological systems is conventionally treated as anomalous, requiring fractional derivatives, heavy-tailed waiting times, or fitted memory kernels. We argue that this anomaly is an artifact of an incomplete phase space.…

Statistical Mechanics · Physics 2026-05-19 Patrick BarAvi

The superdiffusion behavior, i.e. $<x^2(t)> \sim t^{2 \nu}$, with $\nu > 1/2$, in general is not completely characherized by a unique exponent. We study some systems exhibiting strong anomalous diffusion, i.e. $<|x(t)|^q> \sim t^{q \nu(q)}$…

chao-dyn · Physics 2009-10-31 P. Castiglione , A. Mazzino , P. Muratore-Ginanneschi , A. Vulpiani

In this expository and resources chapter we review selected aspects of the mathematics of dynamical systems, stability, and chaos, within a historical framework that draws together two threads of its early development: celestial mechanics…

Chaotic Dynamics · Physics 2016-11-09 R. Ball , P. Holmes

The distribution function for the intensity of radiation propagating in a random medium is analyzed for arbitrary multiplicity of scattering (for arbitrary relation between the distance of propagation and mean free path), including as…

Condensed Matter · Physics 2007-05-23 Eugene Kogan , Moshe Kaveh

Chaotic itinerancy is a universal dynamical concept that describes itinerant motion among many different ordered states through chaotic transition in dynamical systems. Unlike the expectation of the prevalence of chaotic itinerancy in…

Chaotic Dynamics · Physics 2007-12-16 Pan-Jun Kim , Tae-Wook Ko , Hawoong Jeong , Kyoung J. Lee , Seung Kee Han

The problem of anomalous diffusion in the momentum space is considered on the basis of the appropriate probability transition function (PTF). New general equation for description of the diffusion of heavy particles in the gas of the light…

Statistical Mechanics · Physics 2015-05-13 S. A. Trigger

We analyze diffusion processes with finite propagation speed in a non-homogeneous medium in terms of the heterogeneous telegrapher's equation. In the diffusion limit of infinite-velocity propagation we recover the results for the…

Statistical Mechanics · Physics 2022-11-18 Trifce Sandev , Ljupco Kocarev , Ralf Metzler , Aleksei Chechkin
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