Related papers: Lyapunov 1-form for diffusion processes
The aim of this short note is to show how to construct a complete Lyapunov function of a semiflow by using a complete Lyapunov function of its time-one map. As a byproduct we assure the existence of complete Lyapunov functions for semiflows…
From the analyticity properties of the equation governing infinitesimal perturbations, it is shown that all stability properties of spatially extended 1D systems can be derived from a single function that we call entropy potential since it…
We consider multitype Markovian branching processes evolving in a Markovian random environment. To determine whether or not the branching process becomes extinct almost surely is akin to computing the maximal Lyapunov exponent of a sequence…
A semilinear singularly perturbed reaction-diffusion equation with Dirichlet boundary conditions is considered in a convex unbounded sector. The singular perturbation parameter is arbitrarily small, and the "reduced equation" may have…
A new asymptotic method is presented for the analysis of the traveling waves in the one-dimensional reaction-diffusion system with the diffusion with a finite velocity and Kolmogorov-Petrovskii-Piskunov kinetics. The analysis makes use of…
This article discusses the analyticity and the long-time asymptotic behavior of solutions to space-time fractional diffusion equations in $\mathbb{R}^d$. By a Laplace transform argument, we prove that the decay rate of the solution as…
We study the amount of nonhyperbolicity within a broad class of (nonhyperbolic) partially hyperbolic diffeomorphisms with a one-dimensional center. For that, we focus on the center Lyapunov exponent and the entropy of its level sets. We…
We study dimension theory for dissipative dynamical systems, proving a conditional variational principle for the quotients of Birkhoff averages restricted to the recurrent part of the system. On the other hand, we show that when the whole…
In this paper, we consider a time-fractional reaction-diffusion system with the same nonlinearities of the Newton-Leipnik chaotic system. Through analytical tools and numerical results, we derive sufficient conditions for the asymptotic…
The asymptotic derivation of a new family of one-dimensional, weakly nonlinear and weakly dispersive equations that model the flow of an ideal fluid in an elastic vessel is presented. Dissipative effects due to the viscous nature of the…
This paper presents new sufficient conditions for convergence and asymptotic or exponential stability of a stochastic discrete-time system, under which the constructed Lyapunov function always decreases in expectation along the system's…
We conjecture that in one-dimensional spatially extended systems the propagation velocity of correlations coincides with a zero of the convective Lyapunov spectrum. This conjecture is successfully tested in three different contexts: (i) a…
This is a survey of some invariances that arise in dynamical systems theory in the presence of zero Lyapunov exponents.
In this paper we propose the use of $\phi$-divergences as test statistics to verify simple hypotheses about a one-dimensional parametric diffusion process $\de X_t = b(X_t, \theta)\de t + \sigma(X_t, \theta)\de W_t$, from discrete…
A mathematical model describing the capture of nonlinear systems into the autoresonance by a combined parametric and external periodic slowly varying perturbation is considered. The autoresonance phenomenon is associated with solutions…
In this note, we consider the necessary and sufficient condition for viability property of diffusion processes with jumps on closed submanifolds of $R^{m}$ with some concrete examples.
In some quasi-one-dimensional weakly disordered media, impurities are large and rare rather than small and dense. For an Anderson model with a low density of strong impurities, a perturbation theory in the impurity density is developed for…
We present a general method for studying long time asymptotics of nonlinear parabolic partial differential equations. The method does not rely on a priori estimates such as the maximum principle. It applies to systems of coupled equations,…
The time-dependent structure of the Lyapunov vectors corresponding to the steps of Lyapunov spectra and their basis set representation are discussed for a quasi-one-dimensional many-hard-disk systems. Time-oscillating behavior is observed…
We investigate discret conditions for stability and asymptotic stability by Lyapunov and the point of equilibrium of autonomous system of differential equations.