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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

Invariant manifolds are important constructs for the quantitative and qualitative understanding of nonlinear phenomena in dynamical systems. In nonlinear damped mechanical systems, for instance, spectral submanifolds have emerged as useful…

Computational Engineering, Finance, and Science · Computer Science 2021-10-15 Shobhit Jain , George Haller

Recently, fractional differential equations have been investigated via the famous variational iteration method. However, all the previous works avoid the term of fractional derivative and handle them as a restricted variation. In order to…

Exactly Solvable and Integrable Systems · Physics 2010-10-20 Guo-cheng Wu

We analyze ecological systems that are influenced by random environmental fluctuations. We first provide general conditions which ensure that the species coexist and the system converges to a unique invariant probability measure (stationary…

Populations and Evolution · Quantitative Biology 2021-05-19 Alexandru Hening , Yao Li

Some of recent developments, including recent results, ideas, techniques, and approaches, in the study of degenerate partial differential equations are surveyed and analyzed. Several examples of nonlinear degenerate, even mixed, partial…

Analysis of PDEs · Mathematics 2015-03-17 Gui-Qiang G. Chen

New concept of conditional differential invariant is discussed that would allow description of equations invariant with respect to an operator under a certain condition. Example of conditional invariants of the projective operator is…

Mathematical Physics · Physics 2007-05-23 Irina Yehorchenko

Nonlinear dynamical systems are sometimes under the influence of random fluctuations. It is desirable to examine possible bifurcations for stochastic dynamical systems when a parameter varies. A computational analysis is conducted to…

Dynamical Systems · Mathematics 2012-01-31 Huiqin Chen , Jinqiao Duan , Chengjian Zhang

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

We consider some reaction-diffusion equations describing systems with the nonlocal consumption of resources and the intraspecific competition. Sharp conditions on the coefficients are obtained to ensure the stability and instability of…

Analysis of PDEs · Mathematics 2024-09-06 Yuming Chen , Vitali Vougalter

This paper is devoted to the investigation of the nonnegative solutions and the stability and asymptotic properties of the solutions of fractional differential dynamic systems involving delayed dynamics with point delays. The obtained…

Dynamical Systems · Mathematics 2010-09-23 Manuel De la Sen

Uncertainties are abundant in complex systems. Mathematical models for these systems thus contain random effects or noises. The models are often in the form of stochastic differential equations, with some parameters to be determined by…

Numerical Analysis · Mathematics 2015-03-13 Jiarui Yang , Jinqiao Duan

This paper continues the study of [11, 13] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a…

Probability · Mathematics 2014-02-11 Kai Liu

Invariant manifolds are fundamental tools for describing and understanding nonlinear dynamics. In this paper, we present a theory of stable and unstable manifolds for infinite dimensional random dynamical systems generated by a class of…

Dynamical Systems · Mathematics 2019-08-15 Jinqiao Duan , Kening Lu , Bjorn Schmalfuss

In this paper we initiate the mathematical analysis of a system of nonlinear Stochastic Partial Differential equations describing the motion of turbulent Non-Newtonian media in the presence of fluctuating magnetic field. The system is…

Analysis of PDEs · Mathematics 2015-07-06 Paul Andre Razafimandimby , Mamadou Sango

Recent results in control systems and numerical integration literature utilize invariant set theory to lift dynamical systems evolving on nonlinear manifolds to those evolving on vector spaces. We leverage this technique to propose an…

Optimization and Control · Mathematics 2022-08-09 Siddharth H. Nair

The qualitative properties of local random invariant manifolds for stochastic partial differential equations with quadratic nonlinearities and multiplicative noise is studied by a cut off technique. By a detail estimates on the Perron fixed…

Dynamical Systems · Mathematics 2009-07-30 Dirk Blomker , Wei Wang

We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds with boundary in Hilbert spaces for stochastic partial differential equations driven by Wiener processes and Poisson random…

Probability · Mathematics 2014-06-23 Damir Filipovic , Stefan Tappe , Josef Teichmann

We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…

Machine Learning · Statistics 2020-06-29 Martin Jørgensen , Marc Peter Deisenroth , Hugh Salimbeni

The paper discusses linear fractional representations of parameter-dependent nonlinear systems with dynamics defined by real rational nonlinearities and a finite set of point delays. The global asymptotic stability is investigated via…

Dynamical Systems · Mathematics 2008-03-27 M. De la Sen

This paper deals with the computation of polytopic invariant sets for polynomial dynamical systems. An invariant set of a dynamical system is a subset of the state space such that if the state of the system belongs to the set at a given…

Optimization and Control · Mathematics 2015-03-17 Mohamed Amin Ben Sassi , Antoine Girard