Author:
DOBBS NEIL,STENLUND MIKKO
Abstract
We introduce the notion of a quasistatic dynamical system, which generalizes that of an ordinary dynamical system. Quasistatic dynamical systems are inspired by the namesake processes in thermodynamics, which are idealized processes where the observed system transforms (infinitesimally) slowly due to external influence, tracing out a continuous path of thermodynamic equilibria over an (infinitely) long time span. Time evolution of states under a quasistatic dynamical system is entirely deterministic, but choosing the initial state randomly renders the process a stochastic one. In the prototypical setting where the time evolution is specified by strongly chaotic maps on the circle, we obtain a description of the statistical behavior as a stochastic diffusion process, under surprisingly mild conditions on the initial distribution, by solving a well-posed martingale problem. We also consider various admissible ways of centering the process, with the curious conclusion that the ‘obvious’ centering suggested by the initial distribution sometimes fails to yield the expected diffusion.
Publisher
Cambridge University Press (CUP)
Subject
Applied Mathematics,General Mathematics
Cited by
10 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献