Related papers: Diffusion and Drift in Volume-Preserving Maps
The volatility characterizes the amplitude of price return fluctuations. It is a central magnitude in finance closely related to the risk of holding a certain asset. Despite its popularity on trading floors, the volatility is unobservable…
We introduce a family of discrete dynamical systems which includes, and generalizes, the mutation dynamics of rank two cluster algebras. These systems exhibit behavior associated with integrability, namely preservation of a symplectic form,…
Using the concept of dynamical mappings, two symmetry conserving nonperturbative approaches are presented. The first is based on the 1/N-expansion and sorted out using Holstein-Primakoff mapping. The second consists of dynamically mapping…
The random map model is a deterministic dynamical system in a finite phase space with n points. The map that establishes the dynamics of the system is constructed by randomly choosing, for every point, another one as being its image. We…
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…
We compare the divergence of orbits and the reversibility error for discrete time dynamical systems. These two quantities are used to explore the behavior of the global error induced by round off in the computation of orbits. The similarity…
Recently, there has been an increasing interest on nonautonomous composition of perturbed hyperbolic systems: composing perturbations of a given hyperbolic map $F$ results in statistical behaviour close to that of $F$. We show this fact in…
Dynamical systems often exhibit the emergence of long-lived coherent sets, which are regions in state space that keep their geometric integrity to a high extent and thus play an important role in transport. In this article, we provide a…
We investigate the global dynamics from a measure-theoretic perspective for smooth flows with invariant cones of rank k. For such systems, it is shown that prevalent (or equivalently, almost all) orbits will be pseudo-ordered or convergent…
Cyclic structure and dynamics are of great interest in both the fields of stochastic processes and nonequilibrium statistical physics. In this paper, we find a new symmetry of the Brownian motion named as the quasi-time-reversal invariance.…
The quasi-coherent effects in two-dimensional incompressible turbulence are analyzed starting from the test particle trajectories. They can acquire coherent aspects when the stochastic potential has slow time variation and the motion is not…
In four-dimensional symplectic maps complex instability of periodic orbits is possible, which cannot occur in the two-dimensional case. We investigate the transition from stable to complex unstable dynamics of a fixed point under parameter…
We introduce a class of stochastic advection problems amenable to analysis of turbulent transport. The statistics of the flow field are represented as a continuous time Markov process, a choice that captures the intuitive notion of…
The geometric nature of Euler fluids has been clearly identified and extensively studied over the years, culminating with Lagrangian and Hamiltonian descriptions of fluid dynamics where the configuration space is defined as the…
The origin of deterministic diffusion is a matter of discussion. We study the asymptotic distributions of the sums $y_n(x)=\sum_{k=0}^{n-1}\psi (x+k\alpha)$, where $\psi$ is a periodic function of bounded variation and $\alpha$ an…
The use of stochastic differential equations in multi-objective optimization has been limited, in practice, by two persistent gaps: incomplete stability analyses and the absence of accessible implementations. We revisit a drift--diffusion…
We study the exponential map of group of volume-preserving diffeomorphisms on closed orientable surfaces via the vorticity formulation of the incompressible Euler equation. We present an alternative, fluid dynamical proof of the theorem of…
The dynamics of swollen fractal networks (Rouse model) has been studied through computer simulations. The fluctuation-relaxation theorem was used instead of the usual Langevin approach to Brownian dynamics. We measured the equivalent of the…
For piecewise expanding one-dimensional maps without periodic turning points we prove that isolated eigenvalues of small (random) perturbations of these maps are close to isolated eigenvalues of the unperturbed system. (Here ``eigenvalue''…
Positive definiteness of a Hamiltonian expanded about an equilibrium point provides only a necessary condition for stability, a criterion known as Dirichlet's theorem. The reason that this criterion is not necessary for stability is because…