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Related papers: Diffusion For Ensembles of Standard Maps

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The effect of a small amount of noise on the standard mapping is considered. Whenever the standard mapping possesses accelerator modes (where the action increases approximately linearly with time), the diffusion coefficient contains a term…

Chaotic Dynamics · Physics 2007-05-23 Charles F. F. Karney , Alexander B. Rechester , Roscoe B. White

This paper studies a stochastic model that describes the evolution of vehicle densities in a road network. It is consistent with the class of (deterministic) kinematic wave models, which describe traffic flows on the basis of conservation…

Probability · Mathematics 2021-02-11 Michel Mandjes , Jaap Storm

Stochastic diffusion is the noisy and uncertain process through which dynamics like epidemics, or agents like animal species, disperse over a larger area. Understanding these processes is becoming increasingly important as we attempt to…

We investigate the long-term diffusion transport and chaos properties of single and coupled standard maps. We consider model parameters that are known to induce anomalous diffusion in the maps' phase spaces, as opposed to normal diffusion…

Chaotic Dynamics · Physics 2021-12-02 Henok Tenaw Moges , Thanos Manos , Charalampos Skokos

We describe a continuous-time modelling framework for biological population dynamics that accounts for demographic noise. In the spirit of the methodology used by statistical physicists, transitions between the states of the system are…

Populations and Evolution · Quantitative Biology 2018-07-19 George W. A. Constable , Alan J. McKane

We investigate the bifurcation phenomena for stochastic systems with multiplicative Gaussian noise, by examining qualitative changes in mean phase portraits. Starting from the Fokker-Planck equation for the probability density function of…

Dynamical Systems · Mathematics 2018-11-14 Hui Wang , Athanasios Tsiairis , Jinqiao Duan

Frequency-dependent selection reflects the interaction between different species as they battle for limited resources in their environment. In a stochastic evolutionary game the species relative fitnesses guides the evolutionary dynamics…

Probability · Mathematics 2020-12-29 Lea Popovic , Liam Peuckert

We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional chaotic dynamical systems. As an example, we consider a periodic array of scatterers defined by a simple chaotic map on the line. Adding…

Chaotic Dynamics · Physics 2009-11-07 R. Klages

Chaotic deterministic dynamics of a particle can give rise to diffusive Brownian motion. In this paper, we compute analytically the diffusion coefficient for a particular two-dimensional stochastic layer induced by the kicked Harper map.…

chao-dyn · Physics 2008-02-03 P. Leboeuf

In this paper a stochastic reaction diffusion system is considered, which models the spread of a finite population reacting with a non-renewable resource in the presence of individual based noise. A two-parameter phase diagram is…

Probability · Mathematics 2009-01-27 Carl Mueller , Roger Tribe

Estimating parameters of a diffusion process given continuous-time observations of the process via maximum likelihood approaches or, online, via stochastic gradient descent or Kalman filter formulations constitutes a well-established…

Methodology · Statistics 2025-03-17 Jan Albrecht , Sebastian Reich

For continuous-time linear stochastic dynamical systems driven by Wiener processes, we consider the problem of designing ensemble filters when the observation process is randomly time-sampled. We propose a continuous-discrete McKean--Vlasov…

Optimization and Control · Mathematics 2024-06-21 Aneel Tanwani , Olga Yufereva

We perform an extensive and detailed analysis of the generalized diffusion processes in deterministic area preserving maps with noncompact phase space, exemplified by the standard map, with the special emphasis on understanding the…

Chaotic Dynamics · Physics 2014-02-07 Thanos Manos , Marko Robnik

We propose a new statistical observation scheme of diffusion processes named convolutional observation, where it is possible to deal with smoother observation than ordinary diffusion processes by considering convolution of diffusion…

Statistics Theory · Mathematics 2020-10-28 Shogo H Nakakita , Masayuki Uchida

A simple model of an irreversible process is introduced. The equation of iterations in the model includes a noise generation term. We study the properties of the system when the noise generation term is a stochastic process (e.g. a random…

Chaotic Dynamics · Physics 2007-05-23 M. A. Sozanski , J. J. Zebrowski

In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…

Probability · Mathematics 2016-10-23 Mark Freidlin , Leonid Koralov

We study the connection between transport phenomenon and escape rate statistics in two-dimensional standard map. For the purpose of having an open phase space, we let the momentum co-ordinate vary freely and restrict only angle with…

Statistical Mechanics · Physics 2020-10-07 L. Lugosi , T. Kovács

In the first part of this paper, we consider a family of continuous-time dynamical systems coupled with diffusion-transmutation processes. Under certain conditions, such randomly perturbed dynamical systems can be interpreted as an averaged…

Optimization and Control · Mathematics 2024-08-21 Getachew K. Befekadu

We study a stochastic spatial epidemic model where the $N$ individuals carry two features: a position and an infection state, interact and move in $\R^d$. In this Markovian model, the evolution of the infection states are described with the…

Probability · Mathematics 2021-11-05 Yen V. Vuong , Maxime Hauray , Etienne Pardoux

We develop a master equation formalism to describe the evolution of the average density matrix of a closed quantum system driven by a stochastic Hamiltonian. The average over random processes generally results in decoherence effects in…

Quantum Physics · Physics 2011-11-30 Li Yu , Daniel F. V. James
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