Cycles, randomness, and transport from chaotic dynamics to stochastic processes.
نویسنده
چکیده
An overview of advances at the frontier between dynamical systems theory and nonequilibrium statistical mechanics is given. Sensitivity to initial conditions is a mechanism at the origin of dynamical randomness-alias temporal disorder-in deterministic dynamical systems. In spatially extended systems, sustaining transport processes, such as diffusion, relationships can be established between the characteristic quantities of dynamical chaos and the transport coefficients, bringing new insight into the second law of thermodynamics. With methods from dynamical systems theory, the microscopic time-reversal symmetry can be shown to be broken at the statistical level of description in nonequilibrium systems. In this way, the thermodynamic entropy production turns out to be related to temporal disorder and its time asymmetry away from equilibrium.
منابع مشابه
Are Neural Spike Trains Deterministically Chaotic or Stochastic Processes? the Dynamics of Spontaneous Neural Interspike Intervals
Before examining neural interspike intervals to see how they might encode information, an essential question that has first to be answered is whether, under the unstimulated condition, the apparent randomness of the neural firing paltern renects deterministic chaos or a stochastic process. Here, we use short term predictability and the structure of the prediction residual to determine the dynam...
متن کاملInstability and chaotic dynamics in stock returns
In this paper we examine certain properties of the Dow Jones and the Nikkey indices, investigating the existence of stochastic and deterministic non linear structures. Using the detrended fluctuation analysis, we construct a local measurement of randomness which identifies some extreme events and their im pact on the randomness of the systems. Our results suggest no evidence of chaos in the d...
متن کاملThe transition from deterministic chaos to astochastic
Deterministic dynamical systems of Langevin type recently introduced by Beck & Roepsdorf Physica 145 A (1987) 1] generate Langevin dynamics in a suitable limit. We discuss the transition from chaos to randomness in these systems under the point of view of the attractor dimension and dynamical en-tropy and show that the limit of a stochastic process is reached via a shift of the deterministic pr...
متن کاملDynamics of Housing Prices and Economic Fluctuations in Iran with the Approach of Dynamic Stochastic General Equilibrium (DSGE)
This paper studies the relationship between housing prices and business cycles in Iran. Since housing has a dual nature, that is, both private and capital nature, it can play an important role in investment costs and economic growth and incite other manufacturing sectors in the country. In this paper, housing prices and business cycles have been used to measure housing as a collateral, which is...
متن کاملCan noise induce chaos?
An important component of the mathematical definition of chaos is sensitivity to initial conditions. Sensitivity to initial conditions is usually measured in a deterministic model by the dominant Lyapunov exponent (LE), with chaos indicated by a positive LE. The sensitivity measure has been extended to stochastic models; however, it is possible for the stochastic Lyapunov exponent (SLE) to be p...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Chaos
دوره 25 9 شماره
صفحات -
تاریخ انتشار 2015