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Stochastic dynamics is generated by a matrix of transition probabilities. Certain eigenvectors of this matrix provide observables, and when these are plotted in the appropriate multi-dimensional space the phases (in the sense of phase…

Statistical Mechanics · Physics 2007-11-08 B. Gaveau , L. S. Schulman

We investigate explicit functions that can produce truly random numbers. We use the analytical properties of the explicit functions to show that certain class of autonomous dynamical systems can generate random dynamics. This dynamics…

Chaotic Dynamics · Physics 2009-11-07 J. A. Gonzalez , L. I. Reyes , J. J. Suarez , L. E. Guerrero , G. Gutierrez

In the class of the so called non-dynamic Fractional Obstacle Problems of parabolic type, it is shown how to obtain higher regularity as well as optimal regularity of the space derivatives of the solution. Furthermore, at free boundary…

Analysis of PDEs · Mathematics 2016-12-30 Ioannis Athanasopoulos , Luis Caffarelli , Emmanouil Milakis

Properties of the phase space of the standard map with memory are investigated. This map was obtained from a kicked fractional differential equation. Depending on the value of the parameter of the map and the fractional order of the…

Chaotic Dynamics · Physics 2015-05-14 Mark Edelman , Vasily E. Tarasov

Random dynamical systems (RDS) evolve by a dynamical rule chosen independently with a certain probability, from a given set of deterministic rules. These dynamical systems in an interval reach a steady state with a unique well-defined…

Statistical Mechanics · Physics 2020-09-21 M. S. Shesha Gopal , Soumitro Banerjee , P. K. Mohanty

Given a stochastic structure with a filtration $\mathbb{F}$, the class of all random times whose conditional distribution functions are differentiable with respect to some $\mathbb{F}$ adapted non decreasing processes is considered. The…

Probability · Mathematics 2013-12-20 Shiqi Song

We describe a method to model nonlinear dynamical systems using periodic solutions of delay-differential equations. We show that any finite-time trajectory of a nonlinear dynamical system can be loaded approximately into the initial…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Alexander N. Jourjine

This article deals with invariant manifolds for infinite dimensional random dynamical systems with different time scales. Such a random system is generated by a coupled system of fast-slow stochastic evolutionary equations. Under suitable…

Probability · Mathematics 2013-07-29 Hongbo Fu , Xianming Liu , Jinqiao Duan

A microscopic heterogeneous system under random influence is considered. The randomness enters the system at physical boundary of small scale obstacles as well as at the interior of the physical medium. This system is modeled by a…

Analysis of PDEs · Mathematics 2009-11-13 Wei Wang , Jinqiao Duan

In this paper, we consider a class of stochastic delay fractional evolution equations driven by fractional Brownian motion in a Hilbert space. Sufficient conditions for the existence and uniqueness of mild solutions are obtained. An…

Probability · Mathematics 2014-06-13 Kexue Li

The existence of normal deterministic diffusion in dynamical systems with a two-dimensional phase space tiled by regular triangles (or their unions into regular hexagons) is proven.

Dynamical Systems · Mathematics 2025-01-03 Irina Nizhnik

This paper constructs a solvability theory for a system of stochastic partial differential equations. On account of the Kolmogorov continuity theorem, solutions are looked for in certain H\"older-type classes in which a random field is…

Probability · Mathematics 2018-06-18 Kai Du , Jiakun Liu , Fu Zhang

We consider general convolutional derivatives and related fractional statistical dynamics of continuous interacting particle systems. We apply the subordination principle to construct kinetic fractional statistical dynamics in the continuum…

Mathematical Physics · Physics 2016-10-11 Anatoly N. Kochubei , Yuri Kondratiev

We consider smooth random dynamical systems defined by a distribution with a finite moment of the norm of the differential, and prove that under suitable non-degeneracy conditions any stationary measure must be H\"older continuous. The…

Dynamical Systems · Mathematics 2022-09-27 Anton Gorodetski , Victor Kleptsyn , Grigorii Monakov

This paper investigates the stability properties of a nonlinear fractional differential equation with two discrete delays and a delay-dependent coefficient. Such equations arise in various biological and control systems where temporal…

Dynamical Systems · Mathematics 2026-03-12 Pragati Dutta , Sachin Bhalekar

In this work, we shall consider the existence and uniqueness of stationary solutions to stochastic partial functional differential equations with additive noise in which a neutral type of delay is explicitly presented. We are especially…

Probability · Mathematics 2017-07-26 Kai Liu

Motivated by the modeling of three-dimensional fluid turbulence, we define and study a class of stochastic partial differential equations (SPDEs) that are randomly stirred by a spatially smooth and uncorrelated in time forcing term. To…

Probability · Mathematics 2021-12-24 Gabriel B. Apolinário , Laurent Chevillard , Jean-Christophe Mourrat

A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…

Probability · Mathematics 2025-07-15 Francesca Arceci , Francesco Carlo De Vecchi , Daniela Morale , Stefania Ugolini

Dynamical systems theory provides powerful methods to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. Here we derive and theoretically support a macroscopic, spatially discrete, model for a class…

Analysis of PDEs · Mathematics 2010-03-12 Wei Wang , A. J. Roberts

In our previous study (N. Tsutsumi, K. Nakai and Y. Saiki (2022)) we proposed a method of constructing a system of differential equations of chaotic behavior only from observable deterministic time series, which we will call radial…

Dynamical Systems · Mathematics 2023-08-25 Natsuki Tsutsumi , Kengo Nakai , Yoshitaka Saiki