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Related papers: On ergodic averages for parabolic product flows

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For a large class of transitive non-hyperbolic systems, we construct nonhyperbolic ergodic measures with entropy arbitrarily close to its maximal possible value. The systems we consider are partially hyperbolic with one-dimension central…

Dynamical Systems · Mathematics 2022-07-13 Lorenzo J. Díaz , Katrin Gelfert , Michał Rams

Dynamical processes can be classified in various ways as deterministic or stochastic, and continuous or discrete time. All these types can be studied by the path-spaces they generate, and stationary measures on that path-space. Such…

Dynamical Systems · Mathematics 2026-03-19 Suddhasattwa Das

This paper defines a parabolic frequency for solutions of the heat equation on a Ricci flow and proves it's monotonicity along the flow. Frequency monotonicity is known to have many useful consequences; here it is shown to provide a simple…

Differential Geometry · Mathematics 2022-08-01 Julius Baldauf , Dain Kim

We consider the ergodicity and consensus problem for a discrete-time linear dynamic model driven by random stochastic matrices, which is equivalent to studying these concepts for the product of such matrices. Our focus is on the model where…

Optimization and Control · Mathematics 2011-09-13 Behrouz Touri , Angelia Nedi'c

In this article we mainly aim to know what kind of asymptotic behavior of typical orbits can display. For example, we show in any transitive system, the emprical measures of a typical orbit can cover all emprical measures of dense orbits…

Dynamical Systems · Mathematics 2021-11-15 Xiaobo Hou , Wanshan Lin , Xueting Tian

The paper addresses the numerical approximation of two variants of hyperbolic mean curvature flow of surfaces in $\mathbb R^3$. For each evolution law we propose both a finite element method, as well as a finite difference scheme in the…

Numerical Analysis · Mathematics 2025-02-11 Klaus Deckelnick , Robert Nürnberg

We suggest employing log-ergodic processes to simulate the velocity of money in an ergodic manner. Our approach sheds light on economic behavior, policy implications, and financial dynamics by maintaining long-term stability. By bridging…

General Finance · Quantitative Finance 2024-12-13 Kiarash Firouzi , Mohammad Jelodari Mamaghani

This paper analyzes the ergodic hypothesis in the context of Boltzmann's late work in statistical mechanics, where Boltzmann lays the foundations for what is today known as the typicality account. I argue that, based on the concepts of…

Statistical Mechanics · Physics 2023-07-13 Paula Reichert

We provide a detailed derivation of a recently developed first-principles approach to calculating averages in systems of interacting, spherical Brownian particles under time-dependent flow. Although we restrict ourselves to flows which are…

Soft Condensed Matter · Physics 2015-06-05 J. M. Brader , M. E. Cates , M. Fuchs

We discuss some classical and recent results and open problems on the statistical behavior of ergodic sums above toral translations, and their applications to Diophantine approximations and to ergodic properties of systems related to…

Dynamical Systems · Mathematics 2020-06-23 Dmitry Dolgopyat , Bassam Fayad

To deal with stochastic hybrid systems with general state-dependent switching, we propose an approximation method by a sequence of stochastic hybrid systems with piecewise constant type switching. The convergence rate in the Wasserstein…

Probability · Mathematics 2023-05-17 Jinghai Shao , Lingdi Wang , Qiong Wu

In this paper we study the ergodic theory of the geodesic flow on negatively curved geometrically finite manifolds. We prove that the measure theoretic entropy is upper semicontinuous when there is no loss of mass. In case we are losing…

Dynamical Systems · Mathematics 2019-02-20 Felipe Riquelme , Anibal Velozo

We study the relationship between two classical approaches for quantitative ergodic properties : the first one based on Lyapunov type controls and popularized by Meyn and Tweedie, the second one based on functional inequalities (of…

Probability · Mathematics 2007-05-23 Dominique Bakry , Patrick Cattiaux , Arnaud Guillin

Permutation entropy quantifies the diversity of possible orderings of the values a random or deterministic system can take, as Shannon entropy quantifies the diversity of values. We show that the metric and permutation entropy…

Chaotic Dynamics · Physics 2016-08-16 Jose M. Amigo , Matthew B. Kennel , Ljupco Kocarev

This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…

Statistics Theory · Mathematics 2025-05-19 Yuzhong Cheng , Hiroki Masuda

Brownian yet non-Gaussian phenomenon has recently been observed in many biological and active matter systems. The main idea of explaining this phenomenon is to introduce a random diffusivity for particles moving in inhomogeneous…

Statistical Mechanics · Physics 2022-01-19 Xudong Wang , Yao Chen

In this survey we review useful tools that naturally arise in the study of pointwise convergence problems in analysis, ergodic theory and probability. We will pay special attention to quantitative aspects of pointwise convergence phenomena…

Dynamical Systems · Mathematics 2022-09-07 Mariusz Mirek , Tomasz Z. Szarek , James Wright

One possible framework to interpret the irreversibility transition observed in periodically driven colloidal suspensions is that of a non-equilibrium phase transition towards an absorbing reversible state at low amplitude of the driving…

Statistical Mechanics · Physics 2016-03-30 Elsen Tjhung , Ludovic Berthier

We construct a family of ergodic measures on random substitution subshifts (RS-subshifts) associated to a primitive random substitution. In particular, the word frequencies of every finite legal word exist for almost every element of the…

Dynamical Systems · Mathematics 2021-01-25 Philipp Gohlke , Timo Spindeler

We show the continuity of the flow map for quasilinear symmetric hyperbolic systems with general right--hand sides in different functional setting, including weighted Sobolev spaces $H_{s,\delta}$. An essential tool to achieve the…

Analysis of PDEs · Mathematics 2020-08-25 Uwe Brauer , Lavi Karp
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