Dynamical systems with time scale separation: averaging, stochastic modelling, and central limit theorems

2001 ◽  
pp. 189-209 ◽  
Author(s):  
Christian Rödenbeck ◽  
Christian Beck ◽  
Holger Kantz
Author(s):  
Thordur Runolfsson

The use of simulation models in the design and verification of complex industrial systems is becoming standard practice. All models of physical processes are uncertain either due to unknown/ignored phenomena or inherent uncertainty due to variations in operating conditions and/or physical properties. This paper considers the second class of problems where the uncertainty can be characterized through an external uncertain parameter that may be time dependent as well as random. We formulate an approach for analysis of such system based on the theory of Random Dynamical Systems and present a model reduction approach under the assumption of time scale separation between the system and parameter dynamics.


2020 ◽  
pp. 1-28
Author(s):  
MATTHEW NICOL ◽  
FELIPE PEREZ PEREIRA ◽  
ANDREW TÖRÖK

Abstract We obtain large and moderate deviation estimates for both sequential and random compositions of intermittent maps. We also address the question of whether or not centering is necessary for the quenched central limit theorems obtained by Nicol, Török and Vaienti [Central limit theorems for sequential and random intermittent dynamical systems. Ergod. Th. & Dynam. Sys.38(3) (2018), 1127–1153] for random dynamical systems comprising intermittent maps. Using recent work of Abdelkader and Aimino [On the quenched central limit theorem for random dynamical systems. J. Phys. A 49(24) (2016), 244002] and Hella and Stenlund [Quenched normal approximation for random sequences of transformations. J. Stat. Phys.178(1) (2020), 1–37] we extend the results of Nicol, Török and Vaienti on quenched central limit theorems for centered observables over random compositions of intermittent maps: first by enlarging the parameter range over which the quenched central limit theorem holds; and second by showing that the variance in the quenched central limit theorem is almost surely constant (and the same as the variance of the annealed central limit theorem) and that centering is needed to obtain this quenched central limit theorem.


2016 ◽  
Vol 38 (3) ◽  
pp. 1127-1153 ◽  
Author(s):  
MATTHEW NICOL ◽  
ANDREW TÖRÖK ◽  
SANDRO VAIENTI

We establish self-norming central limit theorems for non-stationary time series arising as observations on sequential maps possessing an indifferent fixed point. These transformations are obtained by perturbing the slope in the Pomeau–Manneville map. We also obtain quenched central limit theorems for random compositions of these maps.


2021 ◽  
Vol 382 (1) ◽  
pp. 1-47
Author(s):  
Henk Bruin ◽  
Dalia Terhesiu ◽  
Mike Todd

AbstractWe obtain limit theorems (Stable Laws and Central Limit Theorems, both standard and non-standard) and thermodynamic properties for a class of non-uniformly hyperbolic flows: almost Anosov flows, constructed here. The link between the pressure function and limit theorems is studied in an abstract functional analytic framework, which may be applicable to other classes of non-uniformly hyperbolic flows.


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