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Analysis of stochastic chaos in nonlinear stochastic differential equations and its applications

Research Project

Project/Area Number 23K20814
Project/Area Number (Other) 21H01002 (2021-2023)
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeMulti-year Fund (2024)
Single-year Grants (2021-2023)
Section一般
Review Section Basic Section 13010:Mathematical physics and fundamental theory of condensed matter physics-related
Research InstitutionHokkaido University

Principal Investigator

佐藤 譲  北海道大学, 電子科学研究所, 准教授 (30342794)

Co-Investigator(Kenkyū-buntansha) 角 大輝  京都大学, 人間・環境学研究科, 教授 (40313324)
矢野 孝次  大阪大学, 大学院理学研究科, 教授 (80467646)
Project Period (FY) 2021-04-01 – 2026-03-31
Project Status Granted (Fiscal Year 2024)
Budget Amount *help
¥16,380,000 (Direct Cost: ¥12,600,000、Indirect Cost: ¥3,780,000)
Fiscal Year 2025: ¥3,120,000 (Direct Cost: ¥2,400,000、Indirect Cost: ¥720,000)
Fiscal Year 2024: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Fiscal Year 2023: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Fiscal Year 2022: ¥3,510,000 (Direct Cost: ¥2,700,000、Indirect Cost: ¥810,000)
Fiscal Year 2021: ¥5,460,000 (Direct Cost: ¥4,200,000、Indirect Cost: ¥1,260,000)
Keywords確率分岐 / 確率カオス / 確率微分方程式 / 雑音誘起現象
Outline of Research at the Start

確率微分方程式における確率カオスという現象が,さまざまなシステムにおいて実験的に見出されてきています。本研究では確率カオスを含む非線形確率現象の現象論を構築し、実現象の時系列解析とモデリングへ応用することを目標とする。大自由度力学系のランダム力学系理論に基づく分析や,実験時系列からの高精度のモデル抽出法,その予測制御法の研究により,非線形動力学の数理科学を深化・発展させる。さらに提案された研究手法は, これまで困難だった大自由度の非線形現象の長期予測への貢献のみならず,経済変動や環境変動の予測など,社会,経済,環境の問題を解明する新たな解析法となることも期待できる。

Outline of Annual Research Achievements

本研究の目的は、ランダム力学系の確率カオスを定量化し、ランダム非線形現象の理論的体系化を進めることにある。これまで各論的に研究されていた雑音誘起現象の研究を総括することにより、確率カオスを含むランダム非線形現象の現象論を構築し、実現象の時系列解析とモデリングへ応用する。今年度はとくに大自由度系に焦点を当てて研究を進めた。
またブラジルUFRJで計算エルゴード理論を専門として先駆的な研究を行っているIsaia Nisoli博士が北海道大学に滞在し、複8月にHokkaido Summer Institute "Introduction to computational ergodic theory" 、3月にRIMS共同研究「ランダム力学系と絵ルゴード理論」を開催した。研究会Dynamics Daysを7月に東京工業大学、12月に東京理科大学にて開催した。ICIAMにおいてminisymposeum"Random dynamical systems and its applications"を組織し、Maria Jose Pacifico, Alex Blumenthal, Isaia Nisoli, Eli Barkai, Jon Aaronsonを招聘して議論及び共同研究を行った。ランダム力学系と確率微分方程式で生じる確率カオスと関連する非線形確率現象を研究を進め、計算機援用証明のライブラリ開発も行った。上記研究集会において行った。2件の国際共同研究を立ち上げ、流体乱流、気象における予兆解析、といった多様な対象に関するランダム力学系理論の応用研究が進展した。

Current Status of Research Progress
Current Status of Research Progress

2: Research has progressed on the whole more than it was originally planned.

Reason

ブラジルUFRJのIsaia Nisoli博士とランダム力学系と確率微分方程式で生じる確率カオスと関連する非線形確率現象を研究を進めた。計算機援用証明のライブラリ開発も行った。

Strategy for Future Research Activity

2024年度は課題(A)のとくに(A)に加えて、とくに(B)に力を入れてとりくむ。
(A)ランダムストレンジアトラクターと確率分岐:確率Lorenz方程式は標準パラメーターのLorenz方程式に乗法ノイズ項を加えた確率微分方程式であり、その漸近解はランダムストレンジアトラクターとよばれる。Lorenzカオスにノイズを加えると混合性が弱まり、カオス的に時間発展する軌道束(確率カオス)が観察される。このランダムストレンジアトラクターの統計的不変量、幾何構造、分岐といった諸性質については定式化する。
(B)大自由度多スケール系の時系列解析:複数の異なる性質を持つ大自由度系の実験データを入手し、代表者らの先行研究に基づき、集団運動等の特徴的な低次元の現象からランダム力学系を抽出する。とくに大域結合写像系の集団運動のカオスに注目する。関連して機械学習のダイナミクスに関連する研究を複数発展させる。

Report

(3 results)
  • 2023 Annual Research Report
  • 2022 Annual Research Report
  • 2021 Annual Research Report
  • Research Products

    (59 results)

All 2024 2023 2022 Other

All Int'l Joint Research (13 results) Journal Article (11 results) (of which Int'l Joint Research: 3 results,  Peer Reviewed: 10 results,  Open Access: 8 results) Presentation (30 results) (of which Int'l Joint Research: 22 results,  Invited: 9 results) Remarks (3 results) Funded Workshop (2 results)

  • [Int'l Joint Research] University of Reading/Queen Mary University of London(英国)

    • Related Report
      2023 Annual Research Report
  • [Int'l Joint Research] Max Planck Institute, Dresden(ドイツ)

    • Related Report
      2023 Annual Research Report
  • [Int'l Joint Research] ICTP/SISSA(イタリア)

    • Related Report
      2023 Annual Research Report
  • [Int'l Joint Research] UFRJ(ブラジル)

    • Related Report
      2023 Annual Research Report
  • [Int'l Joint Research] University of Rhode Island(米国)

    • Related Report
      2023 Annual Research Report
  • [Int'l Joint Research] UFRJ(ブラジル)

    • Related Report
      2022 Annual Research Report
  • [Int'l Joint Research] University of Rhode Island(米国)

    • Related Report
      2022 Annual Research Report
  • [Int'l Joint Research] UFRJ(ブラジル)

    • Related Report
      2021 Annual Research Report
  • [Int'l Joint Research] University of Reading(英国)

    • Related Report
      2021 Annual Research Report
  • [Int'l Joint Research] Nordita(スウェーデン)

    • Related Report
      2021 Annual Research Report
  • [Int'l Joint Research] Max Planck Institute, Dresden/Christian-Albrechts-Universitaet zu Kiel(ドイツ)

    • Related Report
      2021 Annual Research Report
  • [Int'l Joint Research] BITS Pilani(インド)

    • Related Report
      2021 Annual Research Report
  • [Int'l Joint Research]

    • Related Report
      2021 Annual Research Report
  • [Journal Article] Heterogeneity of the attractor of the Lorenz ’96 model: Lyapunov analysis, unstable periodic orbits, and shadowing properties2024

    • Author(s)
      Chiara Cecilia Maiocchi, Valerio Lucarini, Andrey Gritsun, and Yuzuru Sato
    • Journal Title

      Physica D

      Volume: 457 Pages: 133970-133970

    • DOI

      10.1016/j.physd.2023.133970

    • Related Report
      2023 Annual Research Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Transition to anomalous dynamics in a simple random map2024

    • Author(s)
      Jin Yan, Moitrish Majumdar, Stefano Ruffo, Yuzuru Sato, Christian Beck, and Rainer Klages.
    • Journal Title

      Chaos

      Volume: 34 Issue: 2 Pages: 023128-023128

    • DOI

      10.1063/5.0176310

    • Related Report
      2023 Annual Research Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Reproduction of initial distributions from the first hitting time distribution for birth-and-death processes2024

    • Author(s)
      Yamato Kosuke、Yano Kouji
    • Journal Title

      Bernoulli

      Volume: 30 Issue: 2 Pages: 936-960

    • DOI

      10.3150/23-bej1619

    • Related Report
      2023 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Penalization by two point local times with various clocks2024

    • Author(s)
      伊庭滉基,矢野孝次
    • Journal Title

      無限分解可能過程に関連する諸問題

      Volume: 28 Pages: 89-93

    • Related Report
      2023 Annual Research Report
    • Open Access
  • [Journal Article] Arcsine law for random dynamics with a core2023

    • Author(s)
      Nakamura Fumihiko、Nakano Yushi、Toyokawa Hisayoshi、Yano Kouji
    • Journal Title

      Nonlinearity

      Volume: 36 Issue: 3 Pages: 1491-1509

    • DOI

      10.1088/1361-6544/acb398

    • Related Report
      2021 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Local time penalizations with various clocks for L?vy processes2023

    • Author(s)
      Takeda Shosei、Yano Kouji
    • Journal Title

      Electronic Journal of Probability

      Volume: 28 Issue: none Pages: 1-35

    • DOI

      10.1214/23-ejp903

    • Related Report
      2021 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Non-i.i.d. random holomorphic dynamical systems and the generic dichotomy2022

    • Author(s)
      Hiroki Sumi and Takayuki Watanabe
    • Journal Title

      Nonlinearity

      Volume: 35 Issue: 4 Pages: 1857-1875

    • DOI

      10.1088/1361-6544/ac4a89

    • Related Report
      2021 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Resolution of Sigma-Fields for Multiparticle Finite-State Action Evolutions with Infinite Past2022

    • Author(s)
      Ito Yu、Sera Toru、Yano Kouji
    • Journal Title

      Journal of Theoretical Probability

      Volume: - Issue: 3 Pages: 1-32

    • DOI

      10.1007/s10959-022-01219-4

    • Related Report
      2021 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Arcsine and Darling?Kac laws for piecewise linear random interval maps2022

    • Author(s)
      Hata Genji、Yano Kouji
    • Journal Title

      Stochastics and Dynamics

      Volume: 23 Issue: 01 Pages: 2350006-2350006

    • DOI

      10.1142/s0219493723500065

    • Related Report
      2021 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] On Universality in Penalisation Problems with Multiplicative Weights2022

    • Author(s)
      Yano Kouji
    • Journal Title

      Dirichlet Forms and Related Topics: In Honor of Masatoshi Fukushima's Beiju, IWDFRT 2022

      Volume: - Pages: 535-558

    • DOI

      10.1007/978-981-19-4672-1_26

    • ISBN
      9789811946714, 9789811946721
    • Related Report
      2021 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Remarks on Martingale Representation Theorem for Set-Valued Martingales2022

    • Author(s)
      Zhang Jinping、Yano Kouji
    • Journal Title

      Building Bridges between Soft and Statistical Methodologies for Data Science, SMPS 2022

      Volume: - Pages: 398-405

    • DOI

      10.1007/978-3-031-15509-3_52

    • ISBN
      9783031155086, 9783031155093
    • Related Report
      2021 Annual Research Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Presentation] Anomalous diffusion and intermittency in random dynamical systems2024

    • Author(s)
      Yuzuru Sato
    • Organizer
      ランダム力学系とエルゴード理論
    • Related Report
      2023 Annual Research Report
  • [Presentation] Two-dimensional random relaxed Newton's methods2024

    • Author(s)
      Hiroki SUMI
    • Organizer
      ランダム力学系とエルゴード理論
    • Related Report
      2023 Annual Research Report
  • [Presentation] ランダム連続写像により駆動される作用発展の情報系分解2024

    • Author(s)
      矢野孝次
    • Organizer
      拡散過程セミナー
    • Related Report
      2023 Annual Research Report
  • [Presentation] Stochastic chaos in random dynamical systems2023

    • Author(s)
      Yuzuru Sato
    • Organizer
      Dynamics Days Kagurazaka
    • Related Report
      2023 Annual Research Report
  • [Presentation] Stochastic chaos in random dynamical systems2023

    • Author(s)
      Yuzuru Sato
    • Organizer
      ICIAM
    • Related Report
      2022 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Anomalous diffusion and intermittency in random dynamical systems2023

    • Author(s)
      Yuzuru Sato
    • Organizer
      Kipas Dynamics Days
    • Related Report
      2022 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Random Dynamical Systems of Polynomial Automorphisms on C22023

    • Author(s)
      Hiroki SUMI
    • Organizer
      The 10th Visegrad Conference on Dynamical Systems(招待講演)(国際学会)
    • Related Report
      2022 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Random Dynamical Systems of Polynomial Automorphisms on C22023

    • Author(s)
      Hiroki SUMI
    • Organizer
      RIMS 共同研究「Around the Mandelbrot set」
    • Related Report
      2022 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Random Dynamical Systems of Polynomial Automorphisms on C22023

    • Author(s)
      Hiroki SUMI
    • Organizer
      RIMS 総合研究セミナー「Mathematics of Random Systems: Summer School 2023」(
    • Related Report
      2022 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Complex two dimensional random relaxed Newton's methods2023

    • Author(s)
      Hiroki SUMI
    • Organizer
      ICIAM
    • Related Report
      2022 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Arcsine and Darling--Kac laws for piecewise linear random interval maps2023

    • Author(s)
      Kouji Yano
    • Organizer
      ICIAM
    • Related Report
      2022 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Arcsine and Darling--Kac laws for piecewise linear random interval maps2023

    • Author(s)
      Kouji Yano
    • Organizer
      Mathematics of Random Systems: Summer School 2023
    • Related Report
      2022 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Random dynamical system modeling for nonlinear dynamics with many degrees of freedom2023

    • Author(s)
      Yuzuru Sato
    • Organizer
      International Workshop on Ergodic Theory, Dynamical Systems, and Climate Sciences
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Stochastic bifurcation in turbulent swirling flow2023

    • Author(s)
      Yuzuru Sato
    • Organizer
      International Workshop on Ergodic Theory, Dynamical Systems, and Climate Sciences
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Anomalous diffusion in random dynamical systems2023

    • Author(s)
      Yuzuru Sato
    • Organizer
      International Workshop on Ergodic Theory, Dynamical Systems, and Climate Sciences
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Lyapunov analysis of stochastic Lorenz 96 model2023

    • Author(s)
      Ryusei Izumi, Yuzuru Sato
    • Organizer
      International Workshop on Ergodic Theory, Dynamical Systems, and Climate Sciences
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Synchronization and desynchronization in coupled stochastic Stuart-Landau equations2023

    • Author(s)
      Zhiyou Zhao, Yuzuru Sato
    • Organizer
      International Workshop on Ergodic Theory, Dynamical Systems, and Climate Sciences
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Noise-induced chaos in generalized Henon maps and extended Rossler systems2023

    • Author(s)
      Huayan Chen, Yuzuru Sato
    • Organizer
      International Workshop on Ergodic Theory, Dynamical Systems, and Climate Sciences
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Nonlinear stochastic phenomena in random dynamical systems2022

    • Author(s)
      Yuzuru Sato
    • Organizer
      Hokkaido Summer Institute "Introduction to computational ergodic theory
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Noise-induced degeneration in online learning2022

    • Author(s)
      Yuzuru Sato
    • Organizer
      Dynamics Days Europe 2022, Aberdeen, UK
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Emergence of major and minor peaks in population dynamics of malaria2022

    • Author(s)
      Ayaka Okumura , Yuzuru Sato
    • Organizer
      Dynamics Days Europe 2022, Aberdeen, UK
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Stochastic chaos in random dynamical systems2022

    • Author(s)
      Yuzuru Sato
    • Organizer
      RIMS共同研究「ランダム力学系・非自励力学系研究の展望:理論と応用」
    • Related Report
      2021 Annual Research Report
  • [Presentation] Minimal dynamical systems model of the Northern Hemisphere jet stream via embedding of climate data2022

    • Author(s)
      Yuzuru Sato
    • Organizer
      RIMS共同研究「ランダム力学系・非自励力学系研究の展望:理論と応用」
    • Related Report
      2021 Annual Research Report
  • [Presentation] Noise-induced degeneration in online learning2022

    • Author(s)
      Yuzuru Sato
    • Organizer
      RIMS共同研究「ランダム力学系・非自励力学系研究の展望:理論と応用」
    • Related Report
      2021 Annual Research Report
  • [Presentation] Emergence of major and minor peaks in population dynamics of malaria2022

    • Author(s)
      Ayaka Okumura , Yuzuru Sato
    • Organizer
      RIMS共同研究「ランダム力学系・非自励力学系研究の展望:理論と応用」
    • Related Report
      2021 Annual Research Report
  • [Presentation] Random Dynamical Systems of Regular Polynomial Maps on C22022

    • Author(s)
      H. Sumi
    • Organizer
      Dynamical systems and systems of equations
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Random Dynamical Systems of Regular Polynomial Maps on C22022

    • Author(s)
      H. Sumi
    • Organizer
      The 7th International Conference on Random Dynamical Systems
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Local time penalizations with various clocks for Levy processes2022

    • Author(s)
      Kouji Yano
    • Organizer
      Theory of Markov Semigroups and Schr?dinger Operators, Wroc?aw University (online seminar)
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Local time penalizations with various clocks for Levy processes2022

    • Author(s)
      Kouji Yano
    • Organizer
      International Workshop on Dirichlet Forms and Related Topics, Kansai University (hybrid conference)
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Local time penalizations with various clocks for Levy processes2022

    • Author(s)
      Kouji Yano
    • Organizer
      Seminario Interinstitucional de Matrices Aleatorias SIMA 2022, CIMAT (hybrid conference)
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research / Invited
  • [Remarks] Dynamics Days 2023 Kagurazaka

    • URL

      https://sites.google.com/view/dynamicsdays23/

    • Related Report
      2023 Annual Research Report
  • [Remarks] Introduction to Computational Ergodic Theory

    • URL

      https://sites.google.com/view/hokkaido-summer-institute-2023/

    • Related Report
      2022 Annual Research Report
  • [Remarks] Dynamics Days Sapporo 2022

    • URL

      https://sites.google.com/view/dynamicsdayssapporo2022/

    • Related Report
      2021 Annual Research Report
  • [Funded Workshop] ICIAM mini workshop on applications in random dynamical systems2023

    • Related Report
      2023 Annual Research Report
  • [Funded Workshop] International Workshop on Ergodic Theory, Dynamical Systems, and Climate Sciences2023

    • Related Report
      2021 Annual Research Report

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Published: 2021-04-28   Modified: 2024-12-25  

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