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arXiv 1909.02544math.DSnlin.CD
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时滞微分方程的概率性质

Probabilistic Properties of Delay Differential Equations

S. Richard Taylor

摘要:

时间演化完全是确定性的系统仍然可以用概率论的方法来研究,也就是说,用概率分布的演化来研究,而不是用单个轨迹来研究。这种方法是核心动力学的合奏(统计力学)和系统的不确定性在初始条件。时滞微分方程(DDE)是一类特殊的确定性系统,其特点是动态特性对过去状态的显式依赖。一个概率的方法来DDE是缺乏的。在发展这种方法时,我们考虑的主要问题是:(1)刻画DDE的概率分布的演化,即发展Perron-Frobenius算子的模拟:(2)刻画DDE的不变概率分布;以及(3)发展一个将遍历论应用于延迟方程的框架,以期对时间演化为混沌的DDE进行概率理解。我们开发了各种方法来解决这些问题,采用分析和数值方法。在瞬态混沌中,系统在瞬态期间不规则地演化,随后是渐近规则的行为。时滞方程中的瞬态混沌现象还未见报道或研究。我们发现瞬态混沌(分形盆地的吸引力和长期混沌瞬态)在一些DDE,包括麦基玻璃方程的数值证据。DDE中的瞬态混沌可以使用修改的“交错和步骤”算法应用于离散化版本的DDE进行数值分析。

英文摘要:

Systems whose time evolutions are entirely deterministic can nevertheless be studied probabilistically, i.e. in terms of the evolution of probability distributions rather than individual trajectories. This approach is central to the dynamics of ensembles (statistical mechanics) and systems with uncertainty in the initial conditions. Delay differential equations (DDEs) are a particular class of deterministic systems, distinguished by an explicit dependence of the dynamics on past states. A probabilistic approach to DDEs is lacking. The main problems we consider in developing such an approach are (1) to characterize the evolution of probability distributions for DDEs, i.e. develop an analog of the Perron-Frobenius operator; (2) to characterize invariant probability distributions for DDEs; and (3) to develop a framework for the application of ergodic theory to delay equations, with a view to a probabilistic understanding of DDEs whose time evolutions are chaotic. We develop a variety of approaches to each of these problems, employing both analytical and numerical methods. In transient chaos, a system evolves erratically during a transient period that is followed by asymptotically regular behavior. Transient chaos in delay equations has not been reported or investigated before. We find numerical evidence of transient chaos (fractal basins of attraction and long chaotic transients) in some DDEs, including the Mackey-Glass equation. Transient chaos in DDEs can be analyzed numerically using a modification of the "stagger-and-step" algorithm applied to a discretized version of the DDE.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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