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A general maximum principle (necessary and sufficient conditions) for an optimal control problem governed by a stochastic differential equation driven by an infinite dimensional martingale is established. The solution of this equation takes…
The intent of this paper is to describe the large scale asymptotic geometry of iteration stable (STIT) tessellations in $\mathbb{R}^d$, which form a rather new, rich and flexible class of random tessellations considered in stochastic…
The verification theorem serving as an optimality condition for the optimal control problem, has been expected and studied for a long time. The purpose of this paper is to establish this theorem for control systems governed by stochastic…
A stochastic version of the Noether Theorem is derived for systems under the action of external random forces. The concept of moment generating functional is employed to describe the symmetry of the stochastic forces. The theorem is applied…
In this article we provide a proof of the so called absolute continuity theorem for random dynamical systems on $R^d$ which have an invariant probability measure. First we present the construction of local stable manifolds in this case.…
It has recently been shown that the computing abilities of Boltzmann machines, or Ising spin-glass models, can be implemented by chaotic billiard dynamics without any use of random numbers. In this paper, we further numerically investigate…
The superiority of stochastic symplectic methods over non-symplectic counterparts has been verified by plenty of numerical experiments, especially in capturing the asymptotic behaviour of the underlying solution process. How can one…
Constructing numerical models of noisy partial differential equations is very delicate. Our long term aim is to use modern dynamical systems theory to derive discretisations of dissipative stochastic partial differential equations. As a…
In this paper, we extend the energy-Casimir stability method for deterministic Lie-Poisson Hamiltonian systems to provide sufficient conditions for the stability in probability of stochastic dynamical systems with symmetries and…
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…
The set of all possible configurations of the Ehrenfest wind-tree model endowed with the Hausdorff topology is a compact metric space. For a typical configuration we show that the wind-tree dynamics has infinite ergodic index in almost…
In this paper we define a new type of quadratic variation for cylindrical continuous local martingales on an infinite dimensional spaces. It is shown that a large class of cylindrical continuous local martingales has such a quadratic…
I introduce an innovative methodology for deriving numerical models of systems of partial differential equations which exhibit the evolution of spatial patterns. The new approach directly produces a discretisation for the evolution of the…
We develop a theory of ergodicity for a class of random dynamical systems where the driving noise is not white. The two main tools of our analysis are the strong Feller property and topological irreducibility, introduced in this work for a…
Let $(A_m)_{m\in \Z}$ be a sequence of bounded linear maps acting on an arbitrary Banach space $X$ and admitting an exponential trichotomy and let $f_m:X\to X$ be a Lispchitz map for every $m\in \Z$. We prove that whenever the Lipschitz…
The exponential ordering is exploited in the context of non-auto\-no\-mous delay systems, inducing monotone skew-product semiflows under less restrictive conditions than usual. Some dynamical concepts linked to the order, such as…
Inspired by "quantum graphity" models for spacetime, a statistical model of graphs is proposed to explore possible realizations of emergent manifolds. Graphs with given numbers of vertices and edges are considered, governed by a very…
In this paper, we are concerned with studying the existence of invariant complex manifolds of two-dimensional holomorphic systems. From the geometric singular perturbation theory we know that if a slow-fast system has associated a normally…
Developments in dynamical systems theory provides new support for the discretisation of \pde{}s and other microscale systems. By systematically resolving subgrid microscale dynamics the new approach constructs asymptotically accurate,…
There are two main approaches to non-equlibrium statistical mechanics: one using stochastic processes and the other using dynamical systems. To model the dynamics during inflation one usually adopts a stochastic description, which is known…