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We consider a stochastic environment with two time scales and outline a general theory that compares two methods to reduce the dimension of the original system. The first method involves the computation of the underlying deterministic…

Adaptation and Self-Organizing Systems · Physics 2015-05-13 Eric Forgoston , Ira B. Schwartz

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…

Chaotic Dynamics · Physics 2021-04-21 Jonas Stöber , Arnd Bäcker

Stochastic dynamical systems arise as models for fluid particle motion in geophysical flows with random velocity fields. Escape probability (from a fluid domain) and mean residence time (in a fluid domain) quantify fluid transport between…

Dynamical Systems · Mathematics 2025-10-20 Jinqiao Duan , James R. Brannan , Vincent J. Ervin

We numerically study the two-dimensional, area preserving, web map. When the map is governed by ergodic behavior, it is, as expected, correctly described by Boltzmann-Gibbs statistics, based on the additive entropic functional $S_{BG}[p(x)]…

Statistical Mechanics · Physics 2017-11-08 Guiomar Ruiz , Ugur Tirnakli , Ernesto P. Borges , Constantino Tsallis

In intercity expressway traffic, a driver frequently makes decisions to adjust driving behavior according to time, location and traffic conditions, which further affects when and where the driver will leave away from the expressway traffic.…

Physics and Society · Physics 2020-03-09 Zhaoyuan Yu , Xinxin Zhou , Xu Hu , Wen Luo , Linwang Yuan , A-Xing Zhu

We solve the escape problem for the Heston random diffusion model. We obtain exact expressions for the survival probability (which ammounts to solving the complete escape problem) as well as for the mean exit time. We also average the…

Statistical Finance · Quantitative Finance 2008-12-22 Jaume Masoliver , Josep Perello

We present a method to learn mean residence time and escape probability from data modeled by stochastic differential equations. This method is a combination of machine learning from data (to extract stochastic differential equations as…

Dynamical Systems · Mathematics 2019-10-02 Dengfeng Wu , Miaomiao Fu , Jinqiao Duan

Panic-induced herding in individuals often leads to social disasters, resulting in people being trapped and trampled in crowd stampedes triggered by panic. We introduce a novel approach that offers fresh insights into studying the…

Physics and Society · Physics 2025-06-03 C. S. Kim , Claudio Dib , Sechul Oh

In this paper, we study the dynamics of a random walker diffusing on a disordered one-dimensional lattice with random trappings. The distribution of escape probabilities is computed exactly for any strength of the disorder. These…

Statistical Mechanics · Physics 2016-08-31 Clement Sire

For chaotic systems there is a theory for the decay of the survival probability, and for the parametric dependence of the local density of states. This theory leads to the distinction between "perturbative" and "non-perturbative" regimes,…

Quantum Physics · Physics 2009-11-10 Jiri Vanicek , Doron Cohen

We consider the dynamical system described by the area--preserving standard mapping. It is known for this system that $P(t)$, the normalized number of recurrences staying in some given domain of the phase space at time $t$ (so-clled…

Chaotic Dynamics · Physics 2015-05-14 V. A. Avetisov , S. K. Nechaev

In this work we characterize the escape of orbits from the phase space of the Riemann-Liouville (RL) fractional standard map (fSM). The RL-fSM, given in action-angle variables, is derived from the equation of motion of the kicked rotor when…

Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…

Statistical Mechanics · Physics 2016-07-06 Tomasz Srokowski

In this work we investigate the dynamics of random walk processes on scale-free networks in a short to moderate time scale. We perform extensive simulations for the calculation of the mean squared displacement, the network coverage and the…

Disordered Systems and Neural Networks · Physics 2009-11-10 Lazaros K. Gallos

We investigate the extent to which the probabilistic properties of a chaotic scattering system with dissipation can be understood from the properties of the dissipation-free system. For large energies $E$, a fully chaotic scattering leads…

Statistical Mechanics · Physics 2023-12-01 Lachlan Burton , Holger Dullin , Eduardo G. Altmann

For non-Gaussian stochastic dynamical systems, mean exit time and escape probability are important deterministic quantities, which can be obtained from integro-differential (nonlocal) equations. We develop an efficient and convergent…

Dynamical Systems · Mathematics 2017-02-03 Xiao Wang , Jinqiao Duan , Xiaofan Li , Renming Song

We calculate survival probability of a special state which couples randomly to a regular or chaotic environment. The environment is modelled by a suitably chosen random matrix ensemble. The exact results exhibit non--perturbative features…

Quantum Physics · Physics 2015-05-14 Heiner Kohler , Hans Juergen Sommers , Sven Aberg

We consider a dynamical system given by an area-preserving map on a two-dimensional phase plane and consider a one-dimensional line of initial conditions within this plane. We record the number of iterates it takes a trajectory to escape…

Chaotic Dynamics · Physics 2016-09-08 K. A. Mitchell , J. P. Handley , B. Tighe , S. K. Knudson , J. B. Delos

Properties of the noise-driven escape kinetics are mainly determined by the stochastic component of the system dynamics. Nevertheless, the escape dynamics is also sensitive to deterministic forces. Here, we are exploring properties of the…

Statistical Mechanics · Physics 2022-06-30 Karol Capała , Bartłomiej Dybiec

We investigate fluid transport in random velocity fields with unsteady drift. First, we propose to quantify fluid transport between flow regimes of different characteristic motion, by escape probability and mean residence time. We then…

chao-dyn · Physics 2007-05-23 Jinqiao Duan , James Brannan , Vincent Ervin
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