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The exact dynamics of a system coupled to an environment can be described by an integro-differential stochastic equation of its reduced density. The influence of the environment is incorporated through a mean-field which is both stochastic…

Quantum Physics · Physics 2009-11-13 Denis Lacroix

We describe classes of ergodic dynamical systems for which some statistical properties are known exactly. These systems have integer dimension, are not globally dissipative, and are defined by a probability density and a two-form. This…

Chaotic Dynamics · Physics 2014-06-09 Zachary Guralnik , Cengiz Pehlevan , Gerald Guralnik

We study the behaviour at tipping points close to (smoothed) non-smooth fold bifurcations in one-dimensional oscillatory forced systems. The focus is the Stommel-Box, and related climate models, which are piecewise-smooth continuous…

Dynamical Systems · Mathematics 2023-05-18 Chris Budd , Rachel Kuske

We develop a necessary stochastic maximum principle for a finite-dimensional stochastic control problem in infinite horizon under a polynomial growth and joint monotonicity assumption on the coefficients. The second assumption generalizes…

Probability · Mathematics 2017-03-14 Carlo Orrieri , Petr Veverka

We consider multiscale stochastic dynamical systems. In this article an \emph{intermediate} reduced model is obtained for a slow-fast system with fast mode driven by white noise. First, the reduced stochastic system on exponentially…

Mathematical Physics · Physics 2009-03-10 W. Wang , A. J. Roberts

The general maximum principle is proved for an infinite dimensional controlled stochastic evolution system. The control is allowed to take values in a nonconvex set and enter into both drift and diffusion terms. The operator-valued backward…

Optimization and Control · Mathematics 2012-08-07 Kai Du , Qingxin Meng

The dynamics of one dimensional iterative maps in the regime of fully developed chaos is studied in detail. Motivated by the observation of dynamical structures around the unstable fixed point we introduce the geometrical concept of a…

chao-dyn · Physics 2015-06-24 P. Schmelcher , F. K. Diakonos

We study the compactification of nonautonomous systems with autonomous limits and related dynamics. Although the $C^{1}$ extension of the compactification was well established, a great number of problems arising in bifurcation and stability…

Dynamical Systems · Mathematics 2023-12-20 Shuang Chen , Jinqiao Duan

A recently developed treatment of stochastic processes leads to the construction of a potential landscape for the dynamical evolution of complex systems. Since the existence of a potential function in generic settings has been frequently…

Quantitative Methods · Quantitative Biology 2007-07-16 P. Ao , C. Kwon , H. Qian

In this work, a stochastic representation based on a physical transport principle is proposed to account for mesoscale eddy effects on the large-scale oceanic circulation. This stochastic framework arises from a decomposition of the…

Geophysics · Physics 2022-07-26 Long Li , Bruno Deremble , Noé Lahaye , Etienne Mémin

We study the process of suitably normalized successive return times to rare events in the setting of infinite-measure preserving dynamical systems. Specifically, we consider small neighborhoods of points whose measure tends to zero. We…

Dynamical Systems · Mathematics 2024-12-02 Dylan Bansard-Tresse

The nature of statistics, statistical mechanics and consequently the thermodynamics of stochastic systems is largely determined by how the number of states $W(N)$ depends on the size $N$ of the system. Here we propose a scaling expansion of…

Statistical Mechanics · Physics 2018-09-13 Jan Korbel , Rudolf Hanel , Stefan Thurner

We generalise the martingale-coboundary representation of discrete time stochastic processes to the non-stationary case and to random variables in Orlicz spaces. Related limit theorems (CLT, invariance principle, log log law, probabilities…

Probability · Mathematics 2023-11-07 Dalibor Volny

We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…

Mathematical Physics · Physics 2015-06-12 Raphael Lefevere

This article proposes a method for forming invariant stochastic differential systems, namely dynamic systems with trajectories belonging to a given smooth manifold. The It\^o or Stratonovich stochastic differential equations with the Wiener…

Probability · Mathematics 2026-02-03 Konstantin A. Rybakov

This work advances the theoretical foundations of reservoir computing (RC) by providing a unified treatment of fading memory and the echo state property (ESP) in both deterministic and stochastic settings. We investigate state-space…

Machine Learning · Statistics 2026-05-15 Juan-Pablo Ortega , Florian Rossmannek

We prove a multiplicative ergodic theorem for bistochastic completely positive (bcp) linear cocycles acting on finite-dimensional matrix algebras, giving an invariant splitting described explicitly in terms of the multiplicative domains of…

Quantum Physics · Physics 2025-11-17 Owen Ekblad

We obtain global and local theorems on the existence of invariant manifolds for perturbations of non autonomous linear differential equations assuming a very general form of dichotomic behavior for the linear equation. Besides some new…

Dynamical Systems · Mathematics 2013-10-03 António J. G. Bento , César M. Silva

Statistical mechanics can only be ultimately justified in terms of microscopic dynamics (classical, quantum, relativistic, or any other). It is known that Boltzmann-Gibbs statistics is based on the hypothesis of exponential sensitivity to…

Statistical Mechanics · Physics 2009-11-10 Constantino Tsallis

We investigate the problem of balanced embedding of a non-compact complex manifold into an infinite-dimensional projective space. In this paper we prove the existence of such an embedding in a model case. The strategy is by using a gradient…

Complex Variables · Mathematics 2023-09-06 Jingzhou Sun , Song Sun
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