Fast chaos versus white noise: Entropy analysis and a Fokker-Planck model for the slow dynamics

DOI10.1016/j.physd.2003.09.006zbMath1050.60092OpenAlexW2019757014MaRDI QIDQ595995

Wolfram Just, Holger Kantz, Nilüfer Baba, Anja Riegert, Katrin Gelfert

Publication date: 10 August 2004

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physd.2003.09.006

zbMATH Keywords

entropynoisetime seriesdeterministic chaosreal diffusion

Mathematics Subject Classification ID

Other physical applications of random processes (60K40) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Time series analysis of dynamical systems (37M10)

Related Items (6)

Accuracy and efficiency of reduced stochastic models for chaotic Hamiltonian systems with time-scale separation ⋮ The emergence of fast oscillations in a reduced primitive equation model and its implications for closure theories ⋮ Reduced α-stable dynamics for multiple time scale systems forced with correlated additive and multiplicative Gaussian white noise ⋮ Utilizing Topological Data Analysis for Studying Signals of Time-Delay Systems ⋮ Empirical evaluated SDE modelling for dimensionality-reduced systems and its predictability estimates ⋮ A comparative study of two stochastic mode reduction methods

Cites Work

• The Fokker-Planck equation. Methods of solution and applications.
• Averaging in dynamical systems and large deviations
• Embedology
• Elimination of fast chaotic degrees of freedom: on the accuracy of the Born approximation
• From the Perron-Frobenius equation to the Fokker-Planck equation.
• Inferring chaotic dynamics from time-series: on which length scale determinism becomes visible.
• Stochastic modelling: replacing fast degrees of freedom by noise

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