Skip to main content
Log in

Quasipotentials for simple noisy maps with complicated dynamics

  • Articles
  • Published:
Journal of Statistical Physics Aims and scope Submit manuscript

Abstract

The theory of nonequilibrium potentials or quasipotentials is a physically motivated approach to small random perturbations of dynamical systems, leading to exponential estimates of invariant probabilities and mean first exit times. In the present article we develop the mathematical foundation of this theory for discrete-time systems, following and extending the work of Freidlin and Wentzell, and Kifer. We discuss strategies for calculating and estimating quasipotentials and show their application to one-dimensionalS-unimodal maps. The method proves to be especially suited for describing the noise scaling behavior of invariant probabilities, e.g., for the map occurring as the limit of the Feigenbaum period-doubling sequence. We show that the method allows statements about the scaling behavior in the case of localized noise, too, which does not originally lie within the scope of the quasipotential formalism.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. L. D. Landau and E. M. Lifshitz,Statistical Physics (Pergamon, Oxford, 1969).

    Google Scholar 

  2. R. Graham, Macroscopic potentials, bifurcations and noise in dissipative systems, inNoise in Nonlinear Dynamical Systems, Vol. 1, F. Moss and P. V. E. McClintock, eds. (Cambridge University Press, Cambridge, 1989).

    Google Scholar 

  3. A. D. Wentzell and M. I. Freidlin, On small random perturbations of dynamical systems,Usp. Math. Nauk 25:1, 3 (1970) [Russ. Math. Surv. 25:1, 1 (1970)].

    Google Scholar 

  4. M. I. Freidlin and A. D. Wentzell,Random Perturbations of Dynamical Systems (Springer, New York, 1984).

    Google Scholar 

  5. R. Graham and T. Tél, Nonequilibrium potential for coexisting attractors,Phys. Rev. A 33:1322 (1986).

    Google Scholar 

  6. R. L. Kautz, Thermally induced escape: The principle of minimum available noise energy,Phys. Rev. A 38:2066 (1988).

    Google Scholar 

  7. P. Grassberger, Noise-induced escape from attractors,J. Phys. A 22:3283 (1989).

    Google Scholar 

  8. Yu. Kifer,Random Perturbations of Dynamical Systems (Birkhäuser, Boston, 1988).

    Google Scholar 

  9. Yu. Kifer, Attractors via random perturbations,Commun. Math. Phys. 121:445 (1989).

    Google Scholar 

  10. M. L. Blank, Deterministic properties of stochastically perturbed dynamic systems,Theory Prob. Appl. 33:612 (1988).

    Google Scholar 

  11. P. Talkner and P. Hänggi, Discrete dynamics perturbed by weak noise, inNoise in Non-linear Dynamical Systems, Vol. 2, F. Moss and P. V. E. McClintock, eds. (Cambridge University Press, Cambridge, 1989).

    Google Scholar 

  12. P. Reimann, Stationäre Wahrscheinlichkeitsverteilungen für diskrete dynamische Systeme mit schwachem Rauschen, Diplomarbeit, Basel (1989), unpublished.

  13. P. Reimann and P. Talkner, Probability densities for discrete dynamical systems with weak noise,Helv. Phys. Acta 63:845 (1990); and to be published.

    Google Scholar 

  14. R. L. Kautz, Global stability of the chaotic state near an interior crisis, inStructure, Coherence and Chaos in Dynamical Systems, P. L. Christiansen and R. D. Parmentier, eds. (Manchester University Press, Manchester, 1989).

    Google Scholar 

  15. P. D. Beale, Noise-induced escape from attractors in one-dimensional maps,Phys. Rev. A 40:3998 (1989).

    Google Scholar 

  16. R. Graham, A. Hamm, and T. Tél, Non-equilibrium potentials for dynamical systems with fractal attractors or repellers,Phys. Rev. Lett. 66:3089 (1991).

    Google Scholar 

  17. D. Ruelle,Elements of Differentiable Dynamics and Bifurcation Theory (Academic Press, San Diego, 1989).

    Google Scholar 

  18. J. Guckenheimer and P. J. Holmes,Nonlinear Oscillations, Dynamical Systems, and Bifurcation of Vector Fields (Springer, New York, 1983).

    Google Scholar 

  19. D. Ruelle, Small random perturbations of dynamical systems and the definition of attractors,Commun. Math. Phys. 82:137 (1981).

    Google Scholar 

  20. R. Graham and T. Tél, On the weak-noise limit of Fokker-Planck models,J. Stat. Phys. 35:729 (1984).

    Google Scholar 

  21. R. Graham and T. Tél, Weak-noise limit of Fokker-Planck models and nondifferentiable potentials for dissipative dynamical systems,Phys. Rev. A 31:1109 (1985).

    Google Scholar 

  22. H. R. Jauslin, Melnikov's criterion for nondifferentiable weak-noise potentials,J. Stat. Phys. 42:573 (1986).

    Google Scholar 

  23. R. Kubo, K. Matsuo, and K. Kitahara, Fluctuation and relaxation of macrovariables,J. Stat. Phys. 9:51 (1973).

    Google Scholar 

  24. H. Lemarchand and G. Nicolis, Stochastic analysis of symmetry-breaking bifurcations: Master equation approach,J. Stat. Phys. 37:609 (1984).

    Google Scholar 

  25. G. Hu and H. Haken, Polynomial expansion of the potential of Fokker-Planck equations with a noninvertible diffusion matrix,Phys. Rev. A 40:5966 (1989).

    Google Scholar 

  26. P. Collet and J.-P. Eckmann,Iterated Maps on the Interval As Dynamical Systems (Birkhäuser, Boston, 1980).

    Google Scholar 

  27. P. Holmes and D. Whitley, Bifurcations of one- and two-dimensional maps,Phil. Trans. R. Soc. Lond. A 311:43 (1984).

    Google Scholar 

  28. J. P. Crutchfield, J. D. Farmer, and B. A. Huberman, Fluctuations and simple chaotic dynamics,Phys. Rep. 92:46 (1982).

    Google Scholar 

  29. H. Haken and G. Mayer-Kress, Chapman-Kolmogorov equation and path integrals for discrete chaos in presence of noise,Z. Phys. B 43:185 (1981).

    Google Scholar 

  30. L. Jonker and D. Rand, Bifurcations in one dimension I,Invent. Math. 62:347 (1981).

    Google Scholar 

  31. J. Guckenheimer, G. Oster, and A. Ipaktchi, The dynamics of density dependent population models,J. Math. Biol. 4:101 (1977).

    Google Scholar 

  32. R. L. Devaney,An Introduction to Chaotic Dynamical Systems (Addison-Wesley, Redwood City, 1987).

    Google Scholar 

  33. E. B. Vul, Ya. G. Sinai, and K. M. Khanin, Feigenbaum universality and the thermodynamic formalism,Usp. Math. Nauk 39:3, 3 (1984) [Russ. Math. Surv. 39:3, l (1984)].

    Google Scholar 

  34. T. Bohr and T. Tél, The thermodynamics of fractals, inDirections in Chaos, Vol. 2, B.-L. Hao, ed. (World Scientific, Singapore, 1988).

    Google Scholar 

  35. J. Crutchfield, M. Nauenberg, and J. Rudnick, Scaling for external noise at the onset of chaos,Phys. Rev. Lett. 46:933 (1981).

    Google Scholar 

  36. B. Shraiman, C. E. Wayne, and P. C. Martin, Scaling theory for noisy period-doubling transitions to chaos,Phys. Rev. Lett. 46:935 (1981).

    Google Scholar 

  37. G. Mayer-Kress and H. Haken, The influence of noise on the logistic model,J. Stat. Phys. 26:149 (1981).

    Google Scholar 

  38. Z. Kovács, Universalf(α) spectrum as an eigenvalue,J. Phys. A 22:5161 (1989); and private communication.

    Google Scholar 

  39. J. H. Curry, L. Garnett, and D. Sullivan, On the iteration of a rational function: Computer experiments with Newton's method,Commun. Math. Phys. 91:267 (1983).

    Google Scholar 

  40. H.-O. Peitgen, D. Saupe, and F. v. Haeseler, Cayley's problem and Julia sets,Math. Intell. 6:2, 11 (1984).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Hamm, A., Graham, R. Quasipotentials for simple noisy maps with complicated dynamics. J Stat Phys 66, 689–725 (1992). https://doi.org/10.1007/BF01055697

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01055697

Key words

Navigation