Statistics of the stochastically forced Lorenz attractor by the Fokker-Planck equation and cumulant expansions.
نویسندگان
چکیده
We investigate the Fokker-Planck description of the equal-time statistics of the three-dimensional Lorenz attractor with additive white noise. The invariant measure is found by computing the zero (or null) mode of the linear Fokker-Planck operator as a problem of sparse linear algebra. Two variants are studied: a self-adjoint construction of the linear operator and the replacement of diffusion with hyperdiffusion. We also access the low-order statistics of the system by a perturbative expansion in equal-time cumulants. A comparison is made to statistics obtained by the standard approach of accumulation via direct numerical simulation. Theoretical and computational aspects of the Fokker-Planck and cumulant expansion methods are discussed.
منابع مشابه
Numerical Studies and Simulation of the Lower Hybrid Waves Current Drive by using Fokker – Planck Equation in NSST and HT-7 Tokamaks
Recent experiments on the spherical tokamak have discovered the conditions to create a powerful plasma and ensure easy shaping and amplification of stability, high bootstrap current and confinement energy. The spherical tours (ST) fusion energy development path is complementary to the tokamak burning plasma experiment such as NSTX and higher toroidal beta regimes and improves the design of a po...
متن کاملPseudo-spectral Matrix and Normalized Grunwald Approximation for Numerical Solution of Time Fractional Fokker-Planck Equation
This paper presents a new numerical method to solve time fractional Fokker-Planck equation. The space dimension is discretized to the Gauss-Lobatto points, then we apply pseudo-spectral successive integration matrix for this dimension. This approach shows that with less number of points, we can approximate the solution with more accuracy. The numerical results of the examples are displayed.
متن کاملتحلیل رفتار DNA در گذر از ریز ساختارها بر اساس معادله فوکر-پلانک و مدل سد آنتروپی
We considered the motion of DNA molecules through a hexagonal array under uniform electric fields as a Fokker-Planck process which is affected by the entropic barriers and we have simulated this motion by computer. We solved the Fokker-Planck equation with numerical simulation of the Brownian dynamics by the Euler method. For different DNA molecules, under different physical conditions, the mea...
متن کاملFractional Fokker-Planck equation and oscillatory behavior of cumulant moments.
The Fokker-Planck equation is considered, which is connected to the birth and death process with immigration by the Poisson transform. The fractional derivative in time variable is introduced into the Fokker-Planck equation in order to investigate an origin of oscillatory behavior of cumulant moments. From its solution (the probability density function), the generating function (GF) for the cor...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Physical review. E
دوره 94 5-1 شماره
صفحات -
تاریخ انتشار 2016