Stochastic differential equations driven by deterministic chaotic maps: analytic solutions of the Perron-Frobenius equation


Abstract in English

We consider discrete-time dynamical systems with a linear relaxation dynamics that are driven by deterministic chaotic forces. By perturbative expansion in a small time scale parameter, we derive from the Perron-Frobenius equation the corrections to ordinary Fokker-Planck equations in leading order of the time scale separation parameter. We present analytic solutions to the equations for the example of driving forces generated by N-th order Chebychev maps. The leading order corrections are universal for N larger or equal to 4 but different for N=2 and N=3. We also study diffusively coupled Chebychev maps as driving forces, where strong correlations may prevent convergence to Gaussian limit behavior.

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