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A numerical approach for the approximation of inertial manifolds of stochastic evolutionary equations with multiplicative noise is presented and illustrated. After splitting the stochastic evolutionary equations into a backward and a…

Dynamical Systems · Mathematics 2012-06-22 Xingye Kan , Jinqiao Duan , Ioannis G. Kevrekidis , Anthony J. Roberts

Differential equations with random parameters have gained significant prominence in recent years due to their importance in mathematical modelling and data assimilation. In many cases, random ordinary differential equations (RODEs) are…

Dynamical Systems · Mathematics 2018-12-13 Maxime Breden , Christian Kuehn

A change of variables is introduced to reduce certain nonlinear stochastic evolution equations with multiplicative noise to the corresponding deterministic equation. The result is then used to investigate a stochastic porous medium…

Probability · Mathematics 2007-07-24 S. V. Lototsky

Building on results obtained in [GVRS], we prove Local Stable and Unstable Manifold Theorems for nonlinear, singular stochastic delay differential equations. The main tools are rough paths theory and a semi-invertible Multiplicative Ergodic…

Probability · Mathematics 2020-03-09 Mazyar Ghani Varzaneh , Sebastian Riedel

Let M be an analytic manifold modelled on an ultrametric Banach space over a complete ultrametric field. Let f be an analytic diffeomorphism from M onto itself and p be a fixed point of f. We discuss invariant manifolds around p, like…

Dynamical Systems · Mathematics 2015-01-12 Helge Glockner

We give an exposition of the theory of invariant manifolds around a fixed point, in the case of time-discrete, analytic dynamical systems over a complete ultrametric field K. Typically, we consider an analytic manifold M modelled on an…

Dynamical Systems · Mathematics 2008-08-30 Helge Glockner

This article is a sequel to [M.Z.Z.1] aimed at completing the characterization of the pathwise local structure of solutions of semilinear stochastic evolution equations (see's) and stochastic partial differential equations (spde's) near…

Probability · Mathematics 2008-09-19 Salah-Eldin A. Mohammed , Tusheng Zhang , Huaizhong Zhao

We study the invariance of stochastic differential equations under random diffeomorphisms, and establish the determining equations for random Lie-point symmetries of stochastic differential equations, both in Ito and in Stratonovich form.…

Mathematical Physics · Physics 2017-11-10 Giuseppe Gaeta , Francesco Spadaro

We consider a non-autonomous ordinary differential equation on a smooth manifold, with right-hand side that randomly switches between the elements of a finite family of smooth vector fields. For the resulting random dynamical system, we…

Dynamical Systems · Mathematics 2018-11-26 Yuri Bakhtin , Tobias Hurth

In this paper we study the existence and regularity of stable manifolds associated to fixed points of parabolic type in the differentiable and analytic cases, using the parametrization method. The parametrization method relies on a suitable…

Dynamical Systems · Mathematics 2016-03-09 Inmaculada Baldomá , Ernest Fontich , Pau Martín

We consider the relation for the stochastic equilibrium states between the reduced system on a random slow manifold and the original system. This provides a theoretical basis for the reduction about sophisti- cated detailed models by the…

Dynamical Systems · Mathematics 2018-05-15 Ziying He , Rui Cai , Jinqiao Duan , Xianming Liu

Uncertainties are abundant in complex systems. Mathematical models for these systems thus contain random effects or noises. The models are often in the form of stochastic differential equations, with some parameters to be determined by…

Numerical Analysis · Mathematics 2015-03-13 Jiarui Yang , Jinqiao Duan

Invariant manifolds of unstable periodic orbits organize the dynamics of chaotic orbits in phase space. They provide insight into the mechanisms of transport and chaotic advection and have important applications in physical situations…

Chaotic Dynamics · Physics 2018-01-25 D. Ciro , I. L. Caldas , R. L. Viana , T. E. Evans

A sequence of large invertible matrices given by a small random perturbation around a fixed diagonal and positive matrix induces a random dynamics on a high-dimensional sphere. For a certain class of rotationally invariant random…

Mathematical Physics · Physics 2019-07-29 Florian Dorsch , Hermann Schulz-Baldes

We study the existence and regularity of invariant graphs for bundle maps (or bundle correspondences with generating bundle maps motivated by ill-posed differential equations) having some relative partial hyperbolicity on non-trivial and…

Dynamical Systems · Mathematics 2020-10-14 Deliang Chen

By the Lyapunov-Perron method,we prove the existence of random inertial manifolds for a class of equations driven simultaneously by non-autonomous deterministic and stochastic forcing. These invariant manifolds contain tempered pullback…

Dynamical Systems · Mathematics 2014-09-16 Bixiang Wang

We establish the existence of local stable manifolds for semiflows generated by nonlinear perturbations of nonautonomous ordinary linear differential equations in Banach spaces, assuming the existence of a general type of nonuniform…

Dynamical Systems · Mathematics 2014-05-21 António J. G. Bento , César M. Silva

In order to understand the impact of random influences at physical boundary on the evolution of multiscale systems, a stochastic partial differential equation model under a fast random dynamical boundary condition is investigated. The…

Dynamical Systems · Mathematics 2008-08-07 Wei Wang , Jinqiao Duan

We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds with boundary in Hilbert spaces for stochastic partial differential equations driven by Wiener processes and Poisson random…

Probability · Mathematics 2014-06-23 Damir Filipovic , Stefan Tappe , Josef Teichmann

Nonlinear systems with model uncertainty are often described by stochastic differential equations. Some techniques from random dynamical systems are discussed. They are relevant to better understanding of solution processes of stochastic…

Dynamical Systems · Mathematics 2008-11-25 Jinqiao Duan