Abstract
We consider a deterministic process described by a discrete one-dimensional chaotic map and study its diffusive-like properties. Starting with the corresponding Frobenius-Perron equation we derive an approximate evolution equation for the probability distribution which is a partial differential equation of a hyperbolic type. Consequently, the process is correlated, non-Markovian, non-Gaussian and the information propagates with a finite velocity. This is in clear contrast to conventional diffusion processes described by a standard parabolic diffusion equation with an infinite velocity of information propagation. Our approach allows for a more complete characterisation of diffusion dynamics of deterministic systems.
Similar content being viewed by others
References
F. Cecconi, M. Cencini, M. Falcioni, A. Vulpiani, Chaos 15, 026102 (2005)
R. Klages, Microscopic Chaos, Fractals and Transport in Nonequilibrium Statistical Mechanics (World Scientific, Singapore, 2007)
J. Crank, The Mathematics of Diffusion (Clarendon Press, 1975)
J.L. Auriault, J. Lewandowska, P. Royer, Studia Geotechnica et Mechanica XXX, 139 (2008)
B.I. Davidov, Dokl. Akad. Nauk SSSR 2, 474 (1935)
P.C. Hemmer, Physica 27, 79 (1961)
P.C.D. Jagher, Physica A 101, 629 (1980)
Y. Skryl, Phys. Chem. Chem. Phys. 2, 2969 (2000)
R. Filliger, M.O. Hongler, Physica A 332, 141 (2004)
B. Straughan, Proc. R. Soc. A 96, 175 (1984)
C.L. McTaggart, K.A. Lindsay, SIAM J. Appl. Math. 45, 70 (1985)
M. Zakari, D. Jou, Phys. Rev. D 48, 1597 (1993)
J.D. Casas-Vazquez, Lebon, Extended Irreversible Thermodynamics (Springer, Berlin, 1996)
T. Ruggeri, A. Muracchini, L. Seccia, Phys. Rev. Lett. 64, 2640 (1990)
S. Godoy, L.S. Garca-Coln, Phys. Rev. E 53, 5779 (1996)
T.F. Nonnenmacher, J. Non-Equil. Thermod. 9, 171 (1984)
H.G. Othmer, S.R. Dunbar, W. Alt, J. Math. Biol. 26, 263 (1988)
E.A. Codling, M.J. Plank, S. Benhamou, J. R. Soc. Interface 5, 813 (2008)
H.C. Berg, Random walks in biology (Princeton University Press, Princeton, 1983)
R. Metzler, J. Klafter, Phys. Rep. 339, 1 (2000)
E. Gudowska-Nowak, B. Dybiec, P. Gora, Acta Physica Polonica B 40, 1263 (2009)
B.M. Bibby, M. Surensen, Finance and Stochastics 1, 25 (1996)
Z.J. Grzywna, J.K. Stolarczyk, Acta Physica Polonica B 36, 1595 (2005)
E. Zauderer, Partial Differential Equations of Applied Mathematics (Wiley, New York, 1998)
Z.J. Grzywna, J. Łuczka, Acta Pharmac. Jugosl. 41, 327 (1991)
P. Borys, Z.J. Grzywna, L.S. Liebovitch, Acta Physica Polonica B 38, 1705 (2007)
P. Borys, Z.J. Grzywna, Acta Physica Polonica B 37, 1445 (2006)
T. Geisel, S. Thomae, Phys. Rev. Lett. 52, 1936 (1984)
J. Draeger, J. Klafter, Phys. Rev. Lett. 84, 5998 (2000)
F. Cecconi, D. del Castillo-Negrete, M. Falcioni, A. Vulpiani, Physica D 180, 129 (2003)
H.G. Schuster, Deterministic Chaos: An Introduction (Wiley-VCH, Weinheim, 1988)
A. Lasota, M. Mackay, Chaos, Fractals and Noise (Springer, New York, 1994)
T. Kapitaniak, S.R. Bishop, The Illustrated Dictionary of Nonlinear Dynamics and Chaos (Wiley, London, 1999)
J. Vollmer, Physics Reports 372, 131 (2002)
C. Beck, F. Schloegl, Thermodynamics of chaotic systems (Cambridge University Press, Cambridge, 2005)
P. Gaspard, J. Stat. Phys. 68, 673 (1990)
R. Klages, J.R. Dorfman, Phys. Rev. E 59, 5361 (1999)
T. Tel, J. Vollmer, W. Breymann, Europhys. Lett. 35, 659 (1996)
W. Breymann, T. Tel, J. Vollmer, Chaos 8, 396 (1998)
T. Gilbert, C.D. Ferguson, J.R. Dorfman, Phys. Rev. E 59, 364 (1999)
M.C. Verges, R.F. Pereira, S.R. Lopes, R.L. Viana, T. Kapitaniak, Physica A 388, 2515 (2009)
J.M. Sancho, J. Math. Phys. 25, 354 (1984)
P.M. Morse, H. Feshbach, Methods of Theoretical Physics I (McGraw-Hill, New York, 1953)
D.D. Joseph, L. Preziosi, Rev. Mod. Phys. 61, 41 (1989)
C. DeWitt-Morette, S.K. Foong, Phys. Rev. Lett. 62, 2201 (1989)
P. Rosenau, Phys. Rev. E 48, 655 (1993)
S. Goldstein, Quart. J. Mech. Appl. Math. 4, 129 (1951)
M. Kac, Rocky Mt. J. Math. 4, 497 (1974)
A.D. Polyanin, Handbook of Linear Partial Differential Equations for Engineers and Sciencists (Chapman-Hall/CRC, Boca Raton, 2000)
P. Gaspard, Chaos, scattering and statistical mechanics (Cambridge University Press, Cambridge, 1998)
H. Risken, The Fokker-Planck equation (Springer-Verlag, Berlin, 1989)
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Borys, P., Grzywna, Z.J. & Łuczka, J. Hyperbolic diffusion in chaotic systems. Eur. Phys. J. B 83, 223 (2011). https://doi.org/10.1140/epjb/e2011-20162-6
Received:
Revised:
Published:
DOI: https://doi.org/10.1140/epjb/e2011-20162-6