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We study the limiting behavior of interacting particle systems indexed by large sparse graphs, which evolve either according to a discrete time Markov chain or a diffusion, in which particles interact directly only with their nearest…

概率论 · 数学 2022-05-18 Daniel Lacker , Kavita Ramanan , Ruoyu Wu

Given a sequence of lattice approximations $D_N\subset\mathbb Z^2$ of a bounded continuum domain $D\subset\mathbb R^2$ with the vertices outside $D_N$ fused together into one boundary vertex $\varrho$, we consider discrete-time simple…

概率论 · 数学 2024-03-05 Yoshihiro Abe , Marek Biskup , Sangchul Lee

This book chapter introduces to the concept of weak chaos, aspects of its ergodic theory description, and properties of the anomalous dynamics associated with it. In the first half of the chapter we study simple one-dimensional…

混沌动力学 · 物理学 2015-07-19 Rainer Klages

We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…

概率论 · 数学 2024-12-13 Ling Wang , Pengcheng Xia , Longjie Xie , Li Yang

In this paper, we study the mean Li-Yorke chaotic phenomenon along any infinite positive integer sequence for infinite-dimensional random dynamical systems. To be precise, we prove that if an injective continuous infinite-dimensional random…

动力系统 · 数学 2022-11-30 Chunlin Liu , Feng Tan , Jianhua Zhang

This paper is about statistical properties of quasistatic dynamical systems. These are a class of non-stationary systems that model situations where the dynamics change very slowly over time due to external influence. We focus on the case…

动力系统 · 数学 2018-07-05 Juho Leppänen

In this paper we provide a connection between the geometrical properties of a chaotic dynamical system and the distribution of extreme values. We show that the extremes of so-called physical observables are distributed according to the…

统计力学 · 物理学 2015-06-12 Valerio Lucarini , Tobias Kuna , Davide Faranda , Jeroen Wouters

Time reversal symmetric triangular maps of the unit square are introduced with the property that the time evolution of one of their two variables is determined by a piecewise expanding map of the unit interval. We study their statistical…

混沌动力学 · 物理学 2009-08-31 Vasileios Basios , Gian Luigi Forti , Thomas Gilbert

A gas of interacting particles is a paradigmatic example of chaotic systems. It is shown here that even if all but one particle are fixed in generic positions, the excited states of the moving particle are chaotic. They are characterized by…

量子物理 · 物理学 2023-01-18 Vladimir A. Yurovsky

We provide a general method to analyze the asymptotic properties of a variety of estimators of continuous time diffusion processes when the data are not only discretely sampled in time but the time separating successive observations may…

统计理论 · 数学 2007-06-13 Yacine Ait-Sahalia , Per A. Mykland

In classical systems, our recent theoretical study provides new insight into how spatial constraint on the system connects with macroscopic properties, which lead to universal representation of equilibrium macroscopic physical property and…

无序系统与神经网络 · 物理学 2016-11-10 Koretaka Yuge , Kazuhito Takeuchi , Tetuya Kishimoto

The recent paper claims that mean characteristics of chaotic orbits differ from the corresponding values averaged over the set of unstable periodic orbits, embedded in the chaotic attractor. We demonstrate that the alleged discrepancy is an…

统计力学 · 物理学 2010-07-27 Michael A. Zaks , Denis S. Goldobin

For any graph having a suitable uniform Poincare inequality and volume growth regularity, we establish two-sided Gaussian transition density estimates and parabolic Harnack inequality, for constant speed continuous time random walks…

概率论 · 数学 2018-12-04 Amir Dembo , Ruojun Huang , Tianyi Zheng

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…

统计力学 · 物理学 2013-05-30 Takuma Akimoto

We develop a statistical theory of waveform shaping of incident waves that aim to efficiently deliver energy at weakly lossy targets which are embedded inside chaotic enclosures. Our approach utilizes the universal features of chaotic…

无序系统与神经网络 · 物理学 2018-07-25 Huanan Li , Suwun Suwunnarat , Tsampikos Kottos

We study, through a new perspective, a globally coupled map system that essentially interpolates between simple discrete-time nonlinear dynamics and certain long-range many-body Hamiltonian models. In particular, we exhibit relevant…

统计力学 · 物理学 2017-08-23 Luis G. Moyano , Ana P. Majtey , Constantino Tsallis

This paper deals with collisionless transport equations in bounded open domains $\Omega \subset \R^{d}$ $(d\geq 2)$ with $\mathcal{C}^{1}$ boundary $\partial \Omega $, orthogonally invariant velocity measure $\bm{m}(\d v)$ with support…

偏微分方程分析 · 数学 2019-04-09 Bertrand Lods , Mustapha Mokhtar-Kharroubi , Ryszard Rudnicki

Measuring the average information that is necessary to describe the behaviour of a dynamical system leads to a generalization of the Kolmogorov-Sinai entropy. This is particularly interesting when the system has null entropy and the…

动力系统 · 数学 2007-05-23 Claudio Bonanno , Stefano Galatolo

We study small perturbations of diffusion processes in $\mathbb{R}^d$ that leave invariant a finite collection of hypersurfaces. Each surface is assumed to be repelling for the unperturbed process, and the unperturbed motion on each of the…

概率论 · 数学 2026-02-12 Leonid Koralov , Chenglin Liu

We study the mean field Langevin dynamics and the associated particle system. By assuming the functional convexity of the energy, we obtain the $L^p$-convergence of the marginal distributions towards the unique invariant measure for the…

概率论 · 数学 2025-11-06 Fan Chen , Zhenjie Ren , Songbo Wang