Related papers: Fast Arnold's diffusion in isochronous systems
The Arnold diffusion constitutes a dynamical phenomenon which may occur in the phase space of a non-integrable Hamiltonian system whenever the number of the system degrees of freedom is $M \geq 3$. The diffusion is mediated by a web-like…
We consider a nonparametric Bayesian approach to estimate the diffusion coefficient of a stochastic differential equation given discrete time observations over a fixed time interval. As a prior on the diffusion coefficient, we employ a…
This paper obtains asymptotic results for parametric inference using prediction-based estimating functions when the data are high frequency observations of a diffusion process with an infinite time horizon. Specifically, the data are…
This work is an extended version of the paper arXiv:0803.2669v1[math-ph], in which the main results were announced. We consider certain classical diffusion process for a wave function on the phase space. It is shown that at the time of…
We introduce a novel technique to find the asymptotic time behaviour of deterministic systems exhibiting anomalous diffusion. The procedure is tested for various classes of simple but physically relevant 1-D maps and possible relevance of…
We study a fully discrete finite element method for variable-order time-fractional diffusion equations with a time-dependent variable order. Optimal convergence estimates are proved with the first-order accuracy in time (and second order…
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…
It is well known that under generic $C^r$ smooth perturbations, the phenomenon of global instability, known as Arnold diffusion, exists in a priori unstable Hamiltonian systems. In this paper, by using variational methods, we will prove…
We consider the problem of frequency estimation by observations of the periodic diffusion process possesing ergodic properties in two different situations. The first one corresponds to continuously differentiable with respect to parameter…
Cornerstone models of Physics, from the semi-classical mechanics in atomic and molecular physics to planetary systems, are represented by quasi-integrable Hamiltonian systems. Since Arnold's example, the long-term diffusion in Hamiltonian…
We study the fingerprint of the Arnol'd diffusion in a quantum system of two coupled nonlinear oscillators with a two-frequency external force. In the classical description, this peculiar diffusion is due to the onset of a weak chaos in a…
The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…
We develop a diffusion approximation for systems subject to fast random resetting by small amplitudes. Equivalently, this describes systems with frequent but small catastrophes. We demonstrate the validity of the approximation by computing…
We study a chain of non-linear, interacting spins driven by a static and a time-dependent magnetic field. The aim is to identify the conditions for the locally and temporally controlled spin switching. Analytical and full numerical…
We consider a simple mean reverting diffusion process, with piecewise constant drift and diffusion coefficients, discontinuous at a fixed threshold. We discuss estimation of drift and diffusion parameters from discrete observations of the…
We consider time-changed diffusions driven by generators with discontinuous coefficients. The PDE's connections are investigated and in particular some results on the asymptotic analysis according to the behaviour of the coefficients are…
In this letter, we study the purely nonlinear oscillator by the method of action-angle variables of Hamiltonian systems. The frequency of the non-isochronous system is obtained, which agrees well with the previously known result. Exact…
We consider parametric inference for an ergodic and stationary diffusion process, when the data are high-frequency observations of the integral of the diffusion process. Such data are obtained via certain measurement devices, or if…
Here we discuss a new fast detrending method for the non-stationary RR time series used in Heart Rate Variability analysis. The described method is based on the diffusion equation, and we show numerically that it is equivalent to the widely…
We prove the existence of "Arnold diffusion orbits" in cusp-generic nearly integrable a priori stable systems on ${\mathbb A}^3$. The result relies on the cusp-generic existence of chains in nearly integrable a priori stable systems, proved…