scholarly journals A description of stochastic systems using chaotic maps

2004 ◽  
Vol 2004 (2) ◽  
pp. 137-141 ◽  
Author(s):  
Abraham Boyarsky ◽  
Pawel Góra

Let ρ(x,t) denote a family of probability density functions parameterized by time t. We show the existence of a family {τ1:t>0} of deterministic nonlinear (chaotic) point transformations whose invariant probability density functions are precisely ρ(x,t). In particular, we are interested in the densities that arise from the diffusions. We derive a partial differential equation whose solution yields the family of chaotic maps whose density functions are precisely those of the diffusion.

2008 ◽  
Vol 18 (07) ◽  
pp. 2059-2061 ◽  
Author(s):  
ABRAHAM BOYARSKY ◽  
PAWEŁ GÓRA

Chaotic maps on an interval are irreversible in the sense that trajectories of points cannot be reversed. Furthermore, even when one considers trajectories of probabilities or probability density functions (pdf) generated by the chaotic map, the processes are irreversible. In this note we consider the following question: let τ be a chaotic map which takes a pdf f0 to a pdf f1. Does there exist a reversible process that accomplishes the same thing. For example, can we construct a differential equation which takes f0 to f1 and then, on reversal of time, f1 to f0. We present an example which answers this question in the affirmative.


2017 ◽  
Vol 2 (1) ◽  
pp. 213-224 ◽  
Author(s):  
J.-C. Cortés ◽  
A. Navarro-Quiles ◽  
J.-V. Romero ◽  
M.-D. Roselló

AbstractIn this paper the randomized Cauchy-Euler differential equation is studied. With this aim, from a statistical point of view, both the first and second probability density functions of the solution stochastic process are computed. Then, the main statistical functions, namely, the mean, the variance and the covariance functions are determined as well. The study includes the computation of the first and second probability density functions of the regular-singular infinite point via an adequate mapping transforming the problem about the origin. The study is strongly based upon the Random Variable Transformation technique along with some results that have been recently published by some of authors to the random homogeneous linear second-order differential equation. Finally, an illustrative example is shown.


2014 ◽  
Vol 16 (37) ◽  
pp. 20184-20189 ◽  
Author(s):  
G. T. P. Charnock ◽  
Ilya Kuprov

It is demonstrated that pseudocontact shift (PCS), viewed as a scalar or a tensor field in three dimensions, obeys an elliptic partial differential equation with a source term that depends on the Hessian of the unpaired electron probability density.


Author(s):  
Ozer Elbeyli ◽  
J. Q. Sun

We present a study of feedback controls of stochastic systems to track a prespecified probability density function (PDF). The moment equations of the response are used in the control design to illustrate the underlining issues. A hierarchical approach is proposed to design the control for tracking Gaussian and non-Gaussian PDFs. The control design approach is demonstrated with a simple example.


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