Irregular parameter dependence of generalized diffusion coefficients based on large deviation statistical analysis

Masaomi Yoshida, Syuji Miyazaki, and Hirokazu Fujisaka
Phys. Rev. E 74, 026204 – Published 3 August 2006

Abstract

The nonperturbative non-Gaussian characteristics of diffusive motion are examined in the framework of the large deviation statistical theory, where simple extended mapping models showing chaotic diffusion are taken as an example. Furthermore, by rigorously solving the large deviation statistical quantities, it is found that the same type of anomalous, complex control parameter dependence as that for the diffusion coefficient reported by Klages and Dorfman is also observed in the large deviation statistical quantities such as the weighted average, the generalized diffusion coefficient, and the generalized power spectrum densities.

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  • Received 24 June 2005

DOI:https://doi.org/10.1103/PhysRevE.74.026204

©2006 American Physical Society

Authors & Affiliations

Masaomi Yoshida*, Syuji Miyazaki, and Hirokazu Fujisaka

  • Department of Applied Analysis and Complex Dynamical Systems, Graduate School of Informatics, Kyoto University, Kyoto 606-8501, Japan

  • *Present address: NS Solutions Corporation, 20-15, Shinkawa 2-chome, Chuo-ku, 104-0033 Tokyo, Japan.
  • Corresponding author. Electronic address: syuji@i.kyoto-u.ac.jp
  • Electronic address: fujisaka@i.kyoto-u.ac.jp

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Issue

Vol. 74, Iss. 2 — August 2006

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