J. Losson et Mc. Mackey, COUPLED MAP LATTICES AS MODELS OF DETERMINISTIC AND STOCHASTIC DIFFERENTIAL-DELAY EQUATIONS, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 52(1), 1995, pp. 115-128
We discuss the probabilistic properties of a class of differential del
ay equations (DDE's) by first reducing the equations to coupled map la
ttices, and then considering the spectral properties of the associated
transfer operators. The analysis is carried out for the deterministic
case and a stochastic case perturbed by additive or multiplicative wh
ite noise. This scheme provides an explicit description of the evoluti
on of phase space densities in DDE's, and yields an evolution equation
that approximates the analog for delay equations of the generalized L
iouville and Fokker-Planck equations. It is shown that in many cases o
f interest, for both stochastic and deterministic delay equations, the
phase space densities reach a limit cycle in the asymptotic regime. T
his statistical cycling is observed numerically in continuous time sys
tems with delay and discussed in light of our analytical description o
f the transfer operators.