Related papers: Diffusion and Drift in Volume-Preserving Maps
The important phenomenon of "stickiness" of chaotic orbits in low dimensional dynamical systems has been investigated for several decades, in view of its applications to various areas of physics, such as classical and statistical mechanics,…
A wandering domain for a diffeomorphism is an open connected set whose iterates are pairwise disjoint. We endow A^n = T^n x R^n with its usual exact symplectic structure. An integrable diffeomorphism {\Phi}^h, i.e. the time-one map of a…
Irreversible drift-diffusion processes are very common in biochemical reactions. They have a non-equilibrium stationary state (invariant measure) which does not satisfy detailed balance. For the corresponding Fokker-Planck equation on a…
We show the existence of drifting orbits for certain perturbations of non-convex Hamiltonian systems with several degrees of freedom. These orbits remain in the vicinity of resonant surfaces where the action variables can undergo changes…
It is well known that instabilities of nearly integrable Hamiltonian systems occur around resonances. Dynamics near resonances of these systems is well approximated by the associated averaged system, called slow system. Each resonance is…
We consider a particular class of n-dimensional homogeneous diffusions all of which have an identity diffusion matrix and a drift function that is piecewise constant and scale invariant. Abstract stochastic calculus immediately gives us…
We assume that a symplectic real-analytic map has an invariant normally hyperbolic cylinder and an associated transverse homoclinic cylinder. It is well known that such cylinder is preserved under small perturbations. We prove that for a…
Atmospheric flows exhibit long-range spatiotemporal correlations manifested as the fractal geometry to the global cloud cover pattern concomitant with inverse power law form for spectra of temporal fluctuations. Such non-local connections…
The diffusion type is determined not only by microscopic dynamics but also by the environment properties. For example, the environment's fractal structure is responsible for the emergence of subdiffusive scaling of the mean square…
Quasi-invariant measures for non-discrete groups of diffeomorphisms containing a Morse-Smale dynamics are studied. The assumption concerning the presence of a Morse-Smale dynamics allows us to extend to higher dimensions a number of…
Self-interacting diffusions are processes living on a compact Riemannian manifold defined by a stochastic differential equation with a drift term depending on the past empirical measure of the process. The asymptotics of this measure is…
A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…
A partial differential equation governing the global evolution of the joint probability distribution of an arbitrary number of local flow observations, drawn randomly from a control volume, is derived and applied to examples involving…
We investigate the origin of diffusion in non-chaotic systems. As an example, we consider 1-$d$ map models whose slope is everywhere 1 (therefore the Lyapunov exponent is zero) but with random quenched discontinuities and quasi-periodic…
A relevant problem in dynamics is to characterize how deterministic systems may exhibit features typically associated to stochastic processes. A widely studied example is the study of (normal or anomalous) transport properties for…
Poincare's invariance principle for Hamiltonian flows implies Kelvin's principle for solution to Incompressible Euler Equation. Iyer-Constantin Circulation Theorem offers a stochastic analog of Kelvin's principle for Navier-Stokes Equation.…
We introduce a general formulation of the fluctuation-dissipation relations (FDR) holding also in far-from-equilibrium stochastic dynamics. A great advantage of this version of the FDR is that it does not require the explicit knowledge of…
In this work we first prove, by formal arguments, that the diffusion limit of nonlinear kinetic equations, where both the transport term and the turning operator are density-dependent, leads to volume-exclusion chemotactic equations. We…
We present a perturbation theory by extending a prescription due to Feynman for computing the probability density function for the random flight motion. The method can be applied to a wide variety of otherwise difficult circumstances. The…
The slow deformation of terrestrial orbits in the medium range, subject to lunisolar resonances, is well approximated by a family of Hamiltonian flow with $2.5$ degree-of-freedom. The action variables of the system may experience chaotic…