Related papers: Lyapunov exponents for the one-dimensional parabol…
In this work we study the asymptotic behavior of a class of damped second-order gradient systems $$ \ddot{u}(t) + a\dot{u}(t) + \nabla W(u(t)) = 0, $$ under assumptions ensuring local convexity of the potential near equilibrium and…
Dynamics of the driven Frenkel-Kontorova model with asymmetric deformable substrate potential is examined by analyzing response function, the largest Lyapunov exponent and Poincar\'{e} sections for two neighboring particles. The obtained…
We consider a three-dimensional chaotic system consisting of the suspension of Arnold's cat map coupled with a clock via a weak dissipative interaction. We show that the coupled system displays a synchronization phenomenon, in the sense…
We study synchronization of random one-dimensional linear maps for which the Lyapunov exponent can be calculated exactly. Certain aspects of the dynamics of these maps are explained using their relation with a random walk. We confirm that…
The Lyapunov exponents of a chaotic system quantify the exponential divergence of initially nearby trajectories. For Hamiltonian systems the exponents are related to the eigenvalues of a symplectic matrix. We make use of this fact to…
For non-autonomous linear stochastic differential equations (SDEs), we establish that the top Lyapunov exponent is continuous if the coefficients "almost" uniformly converge. For autonomous SDEs, assuming the existence of invariant measures…
We establish a recursive representation that fully decouples jumps from a large class of multivariate inhomogeneous stochastic differential equations with jumps of general time-state dependent unbounded intensity, not of L\'evy-driven type…
We present a novel way of generating Lyapunov functions for proving linear convergence rates of first-order optimization methods. Our approach provably obtains the fastest linear convergence rate that can be verified by a quadratic Lyapunov…
The largest Lyapunov exponent $\lambda^+$ for a dilute gas with short range interactions in equilibrium is studied by a mapping to a clock model, in which every particle carries a watch, with a discrete time that is advanced at collisions.…
We consider the damped hyperbolic equation in one space dimension $\epsilon u_{tt} + u_t = u_{xx} + F(u)$, where $\epsilon$ is a positive, not necessarily small parameter. We assume that $F(0)=F(1)=0$ and that $F$ is concave on the interval…
We study nearest neighbor random walks on fixed environments of $\mathbb{Z}$ composed of two point types : $(1/2,1/2)$ and $(p,1-p)$ for $p>1/2$. We show that for every environment with density of $p$ drifts bounded by $\lambda$ we have…
In this paper we study the linear stochastic heat equation, also known as parabolic Anderson model, in multidimension driven by a Gaussian noise which is white in time and it has a correlated spatial covariance. Examples of such covariance…
It is well know that for globally contractive autonomous systems, there exists a unique equilibrium and the distance to the equilibrium evaluated along any trajectory decreases exponentially with time. We show that, additionally, the…
We propose theoretically an experimentally realizable method to demonstrate the Lyapunov instability and to extract the value of the largest Lyapunov exponent for a chaotic many-particle interacting system. The proposal focuses specifically…
Let $X$ be the constrained random walk on ${\mathbb Z}_+^2$ having increments $(1,0)$, $(-1,1)$, $(0,-1)$ with jump probabilities $\lambda(M_k)$, $\mu_1(M_k)$, and $\mu_2(M_k)$ where $M$ is an irreducible aperiodic finite state Markov…
For a pendulum suspended below a vibrating block with white noise forcing, the solution in which the pendulum remains vertical is called the single mode solution. When this solution becomes unstable there is energy transfer from the block…
We investigate a class of elliptic and parabolic partial differential equations driven by p(u) laplacian. This dependence necessitates the use of variable exponent Sobolev spaces specifically tailored to the anisotropic framework. For the…
The main result of this paper is that there are examples of stochastic partial differential equations [hereforth, SPDEs] of the type $$ \partial_t u=\frac12\Delta u +\sigma(u)\eta \qquad\text{on $(0\,,\infty)\times\mathbb{R}^3$}$$ such that…
In 2002, Fatiha Alabau, Piermarco Cannarsa and Vilmos Komornik investigated the extent of asymptotic stability of the null solution for weakly coupled partially damped equations of the second order in time. The main point is that the…
We study asymptotic stability of continuous-time systems with mode-dependent guaranteed dwell time. These systems are reformulated as special cases of a general class of mixed (discrete-continuous) linear switching systems on graphs, in…