Related papers: Lyapunov 1-form for diffusion processes
The dynamics of steps on crystal surfaces is considered. In general, the meandering of the steps obeys a subdiffusive behaviour. The characteristic asymptotic time laws depend on the microscopic mechanism for detachment and attachment of…
This paper is concerned with stability analysis of nonlinear time-varying systems by using Lyapunov function based approach. The classical Lyapunov stability theorems are generalized in the sense that the time-derivative of the Lyapunov…
Techniques from numerical bifurcation theory are very useful to study transitions between steady fluid flow patterns and the instabilities involved. Here, we provide computational methodology to use parameter continuation in determining…
We develop a powerful and general method to provide rigorous and accurate upper and lower bounds for Lyapunov exponents of stochastic flows. Our approach is based on computer-assisted tools, the adjoint method and established results on the…
We prove several necessary and sufficient conditions for the existence of (smooth) transition probability densities for L\'evy processes and isotropic L\'evy processes. Under some mild conditions on the characteristic exponent we calculate…
For a fast particle moving within a two-dimensional array of soft scatterers - centers of weak and short-range potential - the dependence of the Lyapunov exponent on the system parameters is studied. The use of the linearized equations for…
We study changes in the chaotic properties of a many-body system undergoing a solid-fluid phase transition. To do this, we compute the temperature dependence of the largest Lyapunov exponents $\lambda_{max}$ for both two- and…
Asymptotic expansions with explicit upper bounds for remainders are given for stationary distributions of nonlinearly perturbed semi-Markov processes with finite phase spaces. The corresponding algorithms are based on a special technique of…
This work consists in the asymptotic analysis of the solution of Poisson equation in a bounded domain of $\mathbb{R}^{P}$ $(P=2,3)$ with a thin layer. We use a method based on hierarchical variational equations to derive asymptotic…
In this note we provide some precise estimates explaining the diffusive structure of partially dissipative systems with time-dependent coefficients satisfying a uniform Kalman rank condition. Precisely, we show that under certain (natural)…
A classical approach for the analysis of the longtime behavior of Markov processes is to consider suitable Lyapunov functionals like the variance or more generally $\Phi$-entropies. Via purely analytic arguments it can be shown that these…
In this paper we study the behavior of an incompressible viscous fluid moving between two very close surfaces also in motion. Using the asymptotic expansion method we formally justify two models, a lubrication model and a shallow water…
The purpose of this paper is to study the relations between different concepts of dispersive solution for the Vlasov-Poisson system in the gravitational case. Moreover we give necessary conditions for the existence of partially and totally…
We present a first-order aggregation model on a group ring, and study its asymptotic dynamics. In a positive coupling strength regime, we show that the flow generated by the proposed model tends to an equilibrium manifold asymptotically.…
A limit theorem for a sequence of diffusion processes on graphs is proved in a case when vary both parameters of the processes (the drift and diffusion coefficients on every edge and the asymmetry coefficients in every vertex), and…
Finding the entropy rate of Hidden Markov Processes is an active research topic, of both theoretical and practical importance. A recently used approach is studying the asymptotic behavior of the entropy rate in various regimes. In this…
Different viewpoints on the asymptotic expansion of Feynman diagrams are reviewed. The relations between the field theoretic and diagrammatic approaches are sketched. The focus is on problems with large masses or large external momenta.…
It is given notions of singular hyperbolicity and sectional Lyapunov exponents of orders beyond the classical ones, namely, other dimensions besides the dimension 2 and the full dimension of the central subbundle of the singular hyperbolic…
We derive the asymptotic behavior of the transition probability density of the Bessel-like diffusions for "dimension" $\rho = 0$.
This paper demonstrates a lower and upper solution method to investigate the asymptotic behaviour of the conservative reaction-diffusion systems associated with Markovian process algebra models. In particular, we have proved the uniform…