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Here we review and extend central limit theorems for highly chaotic but deterministic semi-dynamical discrete time systems. We then apply these results show how Brownian motion-like results are recovered, and how an Ornstein-Uhlenbeck…

Statistical Mechanics · Physics 2008-04-15 Michael C. Mackey , Marta Tyran-Kaminska

We prove strong small deviations results for Brownian motion under independent time-changes satisfying their own asymptotic criteria. We then apply these results to certain stochastic integrals which are elements of second-order homogeneous…

Probability · Mathematics 2016-11-14 Daniel Dobbs , Tai Melcher

Brownian motion is the erratic motion of an object due to collisions with the fluid in which it is immersed. In this work, we detail a tabletop laboratory demonstration of underdamped Brownian motion wherein a macroscopic particle resting…

Physics Education · Physics 2025-12-19 Jack-William Barotta , Caroline M. Barotta , Eli Silver , Daniel M. Harris

Brownian motion is a ubiquitous physical phenomenon across the sciences. After its discovery by Brown and intensive study since the first half of the 20th century, many different aspects of Brownian motion and stochastic processes in…

Statistical Mechanics · Physics 2020-01-29 Ralf Metzler

We study well-posedness of sweeping processes with stochastic perturbations generated by a fractional Brownian motion and convergence of associated numerical schemes. To this end, we first prove new existence, uniqueness and approximation…

Classical Analysis and ODEs · Mathematics 2015-05-07 Adrian Falkowski , Leszek Slominski

In this paper, we prove a mimicking theorem for stochastic processes with an additive Gaussian noise along with some entropy and transport type estimates. As an application of these results, we prove sharp quantitative propagation of chaos…

Probability · Mathematics 2024-05-15 Kevin Hu , Kavita Ramanan , William Salkeld

One century after Einstein's work, Brownian Motion still remains both a fundamental open issue and a continous source of inspiration for many areas of natural sciences. We first present a discussion about stochastic and deterministic…

Chaotic Dynamics · Physics 2009-11-10 Fabio Cecconi , Massimo Cencini , Massimo Falcioni , Angelo Vulpiani

After a general discussion of the thermodynamics of conductive processes, we introduce specific observables enabling the connection of the diffusive transport properties with the microscopic dynamics. We solve the case of Brownian…

Statistical Mechanics · Physics 2017-03-07 Fulvio Baldovin

Chaos control techniques have been applied to a wide variety of experimental systems, including magneto-elastic ribbons, lasers, chemical reactions, arrhythmic cardiac tissue, and spontaneously bursting neuronal networks. An underlying…

chao-dyn · Physics 2008-02-03 David J. Christini , James J. Collins

We consider a system of $N$ Brownian particles, with or without inertia, interacting in the mean-field regime via a weak, smooth, long-range potential, and starting initially from an arbitrary exchangeable $N$-particle distribution. In this…

Probability · Mathematics 2025-05-13 Armand Bernou , Mitia Duerinckx , Matthieu Ménard

It is revealed that a special kind of Poisson stable point, which we call an unpredictable point, gives rise to the existence of chaos in the quasi-minimal set. The existing definitions of chaos are formulated in sets of motions. This is…

Dynamical Systems · Mathematics 2016-06-22 Marat Akhmet , Mehmet Onur Fen

We consider interacting systems particle driven by i.i.d. fractional Brownian motions, subject to irregular, possibly distributional, pairwise interactions. We show propagation of chaos and mean field convergence to the law of the…

Probability · Mathematics 2025-12-02 Lucio Galeati , Khoa Lê , Avi Mayorcas

Chaos is a fundamental phenomenon in nonlinear dynamics, manifesting as irregular and unpredictable behavior across various physical systems. Among the diverse routes to chaos, intermittent chaos is a distinct transition pathway,…

We analytically describe the decay to equilibrium of generic observables of a non-integrable system after a perturbation in the form of a random matrix. We further obtain an analytic form for the time-averaged fluctuations of an observable…

Quantum Physics · Physics 2019-06-05 Charlie Nation , Diego Porras

We investigate the connections between microscopic chaos, defined on a dynamical level and arising from collisions between molecules, and diffusion, characterized by a mean square displacement proportional to the time. We use a number of…

Chaotic Dynamics · Physics 2007-05-23 C. P. Dettmann , E. G. D. Cohen

This paper addresses the question of how Brownian-like motion can arise from the solution of a deterministic differential delay equation. To study this we analytically study the bifurcation properties of an apparently simple differential…

Chaotic Dynamics · Physics 2013-09-26 Jinzhi Lei , Michael C. Mackey

We report the first experimental evidence of a successful synchronization of spatiotemporal chaos. The experiments were performed on two unidirectionally coupled, nonlinear-optical systems of single-feedback type. The synchronization was…

Pattern Formation and Solitons · Physics 2009-11-10 R. Neubecker , B. Guetlich

We construct the analogue of Gaussian multiplicative chaos measures for the local times of planar Brownian motion by exponentiating the square root of the local times of small circles. We also consider a flat measure supported on points…

Probability · Mathematics 2022-11-10 Antoine Jego

Recently it has been found that different physical systems driven by identical random noise behave exactly identical after a long time. It is also suggested that this is an outcome of finite precision in numerical experiments. Here we show…

chao-dyn · Physics 2009-10-28 P. M. Gade , Chaitali Basu

Brownian motion is modelled by a harmonic oscillator (Brownian particle) interacting with a continuous set of uncoupled harmonic oscillators. The interaction is linear in the coordinates and the momenta. The model has an analytical solution…

Quantum Physics · Physics 2019-08-17 Diego G. Arbo , Mario A. Castagnino , Fabian H. Gaioli , Sergio Iguri
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