Related papers: Periodic Orbit Theory of Anomalous Diffusion

The nonlinear theory of anomalous diffusion is based on particle interactions giving an explicit microscopic description of diffusive processes leading to sub-, normal, or super-diffusion as a result competitive effects between attractive…

The purpose of this note is to share some observations and speculations concerning the asymptotic behavior of Gromov-Witten invariants. They may be indicative of some deep phenomena in symplectic topology that in full generality are outside…

Anomaly detection in complex, high-dimensional data, such as UAV sensor readings, is essential for operational safety but challenging for existing methods due to their limited sensitivity, scalability, and inability to capture intricate…

In this work, sample-based observability of linear discrete-time systems is studied. That is, we consider the case where the system output measurements are not available at every time instance. It is shown that some discrete-time systems…

We address the problem of searching for a change point in an anomalous process among a finite set of M processes. Specifically, we address a composite hypothesis model in which each process generates measurements following a common…

Anomalous diffusion is discussed in the context of quantum Brownian motion with colored noise. It is shown that earlier results follow simply and directly from the fluctuation-dissipation theorem. The limits on the long-time dependence of…

Critical exponents are calculated exactly at the onset of an instability, using asymptotic expansiontechniques. When the unstable mode is subject to multiplicative noise whose spectrum at zero frequency vanishes, we show that the critical…

A one-dimensional Hamiltonian system with exponential interactions perturbed by a conservative noise is considered. It is proved that energy superdiffuses and upper and lower bounds describing this anomalous diffusion are obtained

We investigate the dependence of Poincar\'e recurrence-times statistics on the choice of recurrence-set, by sampling the dynamics of two- and four-dimensional Hamiltonian maps. We derive a method that allows us to visualize the direct…

Our aim in this paper is to investigate the asymptotic behavior of solutions of the perturbed linear fractional differential system. We show that if the original linear autonomous system is asymptotically stable then under the action of…

We study the occurence of delay mechanisms other than periodic orbits in systems with time dependent potentials that exhibit chaotic scattering. By using as model system two harmonically oscillating disks on a plane, we have found the…

In this paper Gaussian models of retarded and accelerated anomalous diffusion are considered. Stochastic differential equations of fractional order driven by single or multiple fractional Gaussian noise terms are introduced to describe…

We study the distribution of first passage time (FPT) in Levy type of anomalous diffusion. Using recently formulated fractional Fokker-Planck equation we obtain three results. (1) We derive an explicit expression for the FPT distribution in…

Many real-world systems modeled using partial differential equations (PDEs) involve unknown parameters that must be estimated from limited, noisy system observations. While typically assumed to be constants, some of these unobserved…

In this paper we develop some new variational principles for the exit time of non-symmetric diffusions from a domain. As applications, we give some comparison theorems and monotonicity law between different diffusions.

In this note we provide some precise estimates explaining the diffusive structure of partially dissipative systems with time-dependent coefficients satisfying a uniform Kalman rank condition. Precisely, we show that under certain (natural)…

In this paper we analyze a coupling between the very large jumps in physical and operational times as applied to anomalous diffusion. The approach is based on subordination of a skewed Levy-stable process by its inverse to get two types of…

This article develops a continuous-time asymptotic framework for analyzing adaptive experiments -- settings in which data collection and treatment assignment evolve dynamically in response to incoming information. A key challenge in…

Chaotic diffusion on periodic orbits (POs) is studied for the perturbed Arnol'd cat map on a cylinder, in a range of perturbation parameters corresponding to an extended structural-stability regime of the system on the torus. The diffusion…

A new class of stochastic processes called independent and periodically identically distributed (i.p.i.d.) processes is defined to capture periodically varying statistical behavior. Algorithms are proposed to detect changes in such i.p.i.d.…