Variance-scaling conjecture for deterministic Brownian motion

Let II be the parameter interval for which the delay equation has no stable steady state or stable periodic solution. For ϕC([1,0],R)\phi\in C([-1,0],\mathbb{R}), let vβ(t;ϕ)v_\beta(t;\phi) solve

dvdt=v+sin(2πβv(t1)),v(t)=ϕ(t)(1t0),\frac{d v}{d t}=-v+\sin(2\pi\beta v(t-1)),\qquad v(t)=\phi(t)\quad(-1\leq t\leq0),

and define

σ(β;ϕ)=limT1T0Tvβ(t;ϕ)2dt.\sigma(\beta;\phi)=\lim_{T\to\infty}\sqrt{\frac{1}{T}\int_0^T v_\beta(t;\phi)^2\,dt}.

Assume ϕ(t)+sin(2πβϕ(t))≢0-\phi(t)+\sin(2\pi\beta\phi(t))\not\equiv0. Variance-scaling conjecture. The limit

limβIββ1/2σ(β;ϕ)\lim_{\substack{\beta\in I\beta\to\infty}}\beta^{1/2}\sigma(\beta;\phi)

exists, is independent of ϕ\phi, and is positive. This predicts universal β1/2\beta^{-1/2} scaling of the long-time root-mean-square amplitude, but remains unproved.

Sources & referencesView supporting material

Primary source

Jinzhi Lei and Michael C. Mackey, “Deterministic Brownian motion generated from differential delay equations”, arXiv:1105.1580 (2011).

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