Brownian motion driven by a chaotic sequence of iterates of a map F(y), which may depend on a bifurcation parameter, is discussed: 6(t)= -yv(t)+ f(t), where f(t)= Kyn, ~ for nr < t <~ (n + 1)r (n = 0, 1,2 .... ) and y,,\_~ = F(y,,). The time evolution equation for the distribution function of the ve
Fractal structure and Gaussian distribution in chaotic Brownian motion
β Scribed by Toshihiro Shimizu
- Publisher
- Elsevier Science
- Year
- 1993
- Tongue
- English
- Weight
- 604 KB
- Volume
- 196
- Category
- Article
- ISSN
- 0378-4371
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β¦ Synopsis
In Brownian motion driven by a chaotic sequence of iterates of a map F(y), x(t)= -yx(t) + f(t), where f(t) = y, +~/v~ for m-< t _-< (n + 1)z (n = 1, 2 .... ) and y, +, = F(y,), the fractal structure and the z-dependence of the recurrence relation (x,+l, x,), where x, = x (t = nr), are studied. The recurrence relation is shown to change from a shape similar to F(y) into a diagonal strip, which does not depend on the details of F(y), if ~" is decreased.
Consequently it is shown that the stationary distribution of x, changes from a similar shape as the invariant density of F(y) into a Gaussian shape.
π SIMILAR VOLUMES
We have studied the fractal behavior in classical (MD) trajectories of liquid Nz and in continuous random walks using the "box counting method". For liquid N2, analysis of trajectories extending over a time of 60 ps gives a fractal dimension D = 1.67, which is similar to previously results for liqui