相关论文: Microscopic chaos from Brownian motion?
The dynamical status of isolated quantum systems, partly due to the linearity of the Schrodinger equation is unclear: Conventional measures fail to detect chaos in such systems. However, when quantum systems are subjected to observation --…
We consider an optimal control problem, where a Brownian motion with drift is sequentially observed, and the sign of the drift coefficient changes at jump times of a symmetric two-state Markov process. The Markov process itself is not…
We construct a Bayesian sequential test of two simple hypotheses about the value of the unobservable drift coefficient of a Brownian motion, with a possibility to change the initial decision at subsequent moments of time for some penalty.…
We argue that Gaspard and coworkers do not give evidence for microscopic chaos in the sense in which they use the term. The effectively infinite number of molecules in a fluid can generate the same macroscopic disorder without any intrinsic…
In this paper, we investigate the optimal control problem for systems driven by mixed fractional Brownian motion (including a fractional Brownian motion with Hurst parameter $H>1/2$ and the standard Brownian motion). By using Malliavin…
A fundamental challenge is to understand nonequilibrium statistical mechanics starting from microscopic chaos in the equations of motion of a many-particle system. In this review we summarize recent theoretical advances along these lines.…
Brownian motion has played important roles in many different fields of science since its origin was first explained by Albert Einstein in 1905. Einstein's theory of Brownian motion, however, is only applicable at long time scales. At short…
We consider the effect of microscopic external noise on the collective motion of a globally coupled map in fully desynchronized states. Without the external noise a macroscopic variable shows high-dimensional chaos distinguishable from…
Chaotic systems, presenting complex and non-reproducible dynamics, may be found in nature from the interaction between planets to the evolution of the weather, but can also be tailored using current technologies for advanced signal…
An analysis of transition from chaotic to nonchaotic behavior and synchronization in an ensemble of systems driven by identical random forces is presented. The synchronization phenomenon is investigated in the ensemble of particles moving…
The problem of Turing pattern formation has attracted much attention in nonlinear science as well as physics, chemistry and biology. So far all Turing patterns have been observed in stationary and oscillatory media only. In this letter we…
Brownian systems are characterized by spatiotemporal disorder, which arises from the erratic motion of particles driven by thermal fluctuations. When light interacts with such systems, it typically produces unpolarized and uncorrelated…
A new class of particle systems with sequential interaction is proposed to approximate the McKean-Vlasov process that originally arises as the limit of the mean-field interacting particle system. The weighted empirical measure of this…
This article examines the subtle relationship between chaos and randomness, two concepts that, although they refer to seemingly unpredictable phenomenon, are based on fundamentally different principles. Chaos manifests in deterministic…
In this paper, we introduce the notion of distributional chaos and the measure of chaos for random dynamical systems generated by two interval maps. We give some sufficient conditions for a zero measure of chaos and examples of chaotic…
In this paper we study the stochastic control problem of partially observed (multi-dimensional) stochastic system driven by both Brownian motions and fractional Brownian motions. In the absence of the powerful tool of Girsanov…
This paper proves that shadowing solutions can be almost surely nonphysical. This finding invalidates the argument that small perturbations in a chaotic system can only have a small impact on its statistical behavior. This theoretical…
The discrepancy between dynamical mass measures of objects such as galaxies and the observed distribution of luminous matter in the universe is typically explained by invoking an unseen ``dark matter'' component. Dark matter must…
Fractional Brownian motion is a Gaussian stochastic process with long-range correlations in time; it has been shown to be a useful model of anomalous diffusion. Here, we investigate the effects of mutual interactions in an ensemble of…
We examine spectral equilibration of quantum chaotic spectra to universal statistics, in the context of the Brownian motion model. Two competing time scales, proportional and inversely proportional to the classical relaxation time, jointly…