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We construct both normal and anomalous deterministic biased diffusions to obtain the Einstein relation for their time-averaged transport coefficients. We find that the difference of the generalized Lyapunov exponent between biased and…

Statistical Mechanics · Physics 2013-05-30 Takuma Akimoto

An equilibrium statistical system is known to be stable if the fluctuations of global observables are normal, when their dispersions are proportional to the number of particles, or to the system volume. A general theorem is rigorously…

Statistical Mechanics · Physics 2009-11-11 V. I. Yukalov

Giant diffusion, where the diffusion coefficient of a Brownian particle in a periodic potential with an external force is significantly enhanced by the external force, is a non-trivial non-equilibrium phenomenon. We propose a simple…

Statistical Mechanics · Physics 2025-06-17 Kento Iida , Andreas Dechant , Takuma Akimoto

Consider $(X_{i}(t))$ solving a system of $N$ stochastic differential equations interacting through a random matrix $\mathbf J = (J_{ij})$ with independent (not necessarily identically distributed) random coefficients. We show that the…

Probability · Mathematics 2021-02-03 Amir Dembo , Reza Gheissari

For a mechanical system consisting of a rotator and a pendulum coupled via a small, time-periodic Hamiltonian perturbation, the Arnold diffusion problem asserts the existence of `diffusing orbits' along which the energy of the rotator grows…

Dynamical Systems · Mathematics 2023-02-21 Samuel W. Akingbade , Marian Gidea , Tere M-Seara

We study the global and the local transport and diffusion in the case of the standard map, by calculating the diffusion exponent $\mu$. In the global case we find that the mean diffusion exponent for the whole phase space is either $\mu=1$,…

Chaotic Dynamics · Physics 2018-07-25 Mirella Harsoula , George Contopoulos

We provide numerical evidence of global diffusion occurring in slightly perturbed integrable Hamiltonian systems and symplectic maps. We show that even if a system is sufficiently close to be integrable, global diffusion occurs on a set…

Chaotic Dynamics · Physics 2007-05-23 Massimiliano Guzzo , Elena Lega , Claude Froeschle'

We introduce a class of Hamiltonian scattering systems which can be reduced to the "normal form" $\dot P=0$, $\dot Q=P$, by means of a global canonical transformation $ (P,Q)=A(p,q), p,q\in R^n$, defined through asymptotic properties of the…

Exactly Solvable and Integrable Systems · Physics 2012-04-10 Gianluca Gorni , Gaetano Zampieri

We consider the out-of-equilibrium dynamics of the Hamiltonian Mean Field (HMF) model, by focusing in particular on the properties of single-particle diffusion. As we shall here demonstrate analytically, if the autocorrelation of momenta in…

Statistical Mechanics · Physics 2009-11-13 Andrea Antoniazzi , Duccio Fanelli , Stefano Ruffo

Properties of an infinite system of nonlinearly coupled ordinary differential equations are discussed. This system models some properties present in the equations of motion for an inviscid fluid such as the skew symmetry and the…

Analysis of PDEs · Mathematics 2007-05-23 Alexey Cheskidov , Susan Friedlander , Natasa Pavlović

Consider a dynamical system given by a planar differential equation, which exhibits an unstable periodic orbit surrounding a stable periodic orbit. It is known that under random perturbations, the distribution of locations where the…

Probability · Mathematics 2014-01-20 Nils Berglund , Barbara Gentz

In order to adequately describe molecular rotation far from equilibrium, we have generalized the J-diffusion model by allowing the rotational relaxation rate to be angular momentum dependent. The calculated nonequilibrium rotational…

Soft Condensed Matter · Physics 2008-01-24 M. F. Gelin , D. S. Kosov

A recognized trend of research investigates generalizations of the Hadamard's inversion theorem to functions that may fail to be differentiable. In this vein, the present paper explores some consequences of a recent result about the…

Optimization and Control · Mathematics 2023-09-22 Amos Uderzo

Universality of correlation functions obtained in parametric random matrix theory is explored in a multi-parameter formalism, through the introduction of a diffusion matrix $D_{ij}(R)$, and compared to results from a multi-parameter chaotic…

chao-dyn · Physics 2009-10-28 D. Mitchell , D. Kusnezov

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…

Fluid Dynamics · Physics 2026-01-14 John Craske , Paul Mannix

A two dimensional self-gravitating Hamiltonian model made by $N$ fully-coupled classical particles exhibits a transition from a collapsing phase (CP) at low energy to a homogeneous phase (HP) at high energy. From a dynamical point of view,…

Statistical Mechanics · Physics 2016-08-31 Mickael Antoni , Alessandro Torcini

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

Hamiltonian systems with a mixed phase space typically exhibit an algebraic decay of correlations and of Poincare' recurrences, with numerical experiments over finite times showing system-dependent power-law exponents. We conjecture the…

Chaotic Dynamics · Physics 2008-10-06 Giampaolo Cristadoro , Roland Ketzmerick

We present a novel form of collective oscillatory behavior in the kinetics of irreversible coagulation with a constant input of monomers and removal of large clusters. For a broad class of collision rates, this system reaches a…

Statistical Mechanics · Physics 2012-05-22 Robin C. Ball , Colm Connaughton , Peter P. Jones , R. Rajesh , Oleg Zaboronski

We consider the Vlasov-Poisson system with initial data a small, radial, absolutely continuous perturbation of a point charge. We show that the solution is global and disperses to infinity via a modified scattering along trajectories of the…

Analysis of PDEs · Mathematics 2021-06-30 Benoit Pausader , Klaus Widmayer