STOCHASTIC TO DETERMINISTIC CROSSOVER OF FRACTAL DIMENSIONS FOR A LANGEVIN EQUATION

Authors
EGOLF DA GREENSIDE HS
Citation
Da. Egolf et Hs. Greenside, STOCHASTIC TO DETERMINISTIC CROSSOVER OF FRACTAL DIMENSIONS FOR A LANGEVIN EQUATION, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 47(5), 1993, pp. 3753-3756
Citations number
17
Categorie Soggetti
Physycs, Mathematical","Phsycs, Fluid & Plasmas
Journal title
Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics → ACNP
ISSN journal
1063651X
Volume
47
Issue
5
Year of publication
1993
Pages
3753 - 3756
Database
ISI
SICI code
1063-651X(1993)47:5<3753:STDCOF>2.0.ZU;2-D
Abstract
Using algorithms of Higuchi and of Grassberger and Procaccia, we study numerically how fractal dimensions cross over from finite-dimensional Brownian noise at short-time scales to finite values of deterministic chaos at longer-time scales for data generated from a Langevin equati on that has a strange attractor in the limit of zero noise. Our result s suggest that the crossover occurs at such short-time scales that the re is little chance of finite-dimensional Brownian noise being incorre ctly identified as deterministic chaos.