Related papers: Almost Sure Invariance Principle for non-autonomou…
We prove the exponential stability of the zero solution of a stochastic differential equation with a H\"older noise, under the strong dissipativity assumption. As a result, we also prove that there exists a random pullback attractor for a…
We prove the asymptotic functional Poisson laws in the total variation norm and obtain estimates of the corresponding convergence rates for a large class of hyperbolic dynamical systems. These results generalize the ones obtained before in…
We propose a notion of random horseshoe for one-dimensional random dynamical systems. We prove the abundance of random horseshoes for a class of circle endomorphisms subject to additive noise, large enough to make the Lyapunov exponent…
We study a stochastic control system involving both a standard and a fractional Brownian motion with Hurst parameter less than 1/2. We apply an anticipative Girsanov transformation to transform the system into another one, driven only by…
We obtain invariance principles for a wide class of fractionally integrated nonlinear processes. The limiting distributions are shown to be fractional Brownian motions. Under very mild conditions, we extend earlier ones on long memory…
The equations of motion of a mechanical system subjected to nonholonomic linear constraints can be formulated in terms of a linear almost Poisson structure in a vector bundle. We study the existence of invariant measures for the system in…
In this paper we study the problem of almost periodicity of solutions for dissipative differential equations (Bronshtein's conjecture). We give a positive answer to this conjecture for monotone almost periodic systems of…
Infinite-dimensional control systems with outputs are considered in the Hamiltonian formulation with generalized coordinates. An explicit scheme for constructing a dynamic observer for this class of systems is proposed with arbitrary gain…
We design a variational asymptotic preserving scheme for the Vlasov-Poisson-Fokker-Planck system with the high field scaling, which describes the Brownian motion of a large system of particles in a surrounding bath. Our scheme builds on an…
In this paper, we discuss long-time behavior of sample paths for a wide range of regime-switching diffusions. Firstly, almost sure asymptotic stability is concerned (i) for regime-switching diffusions with finite state spaces by the…
An algebraic characterization of the property of approximate controllability is given, for behaviours of spatially invariant dynamical systems, consisting of distributional solutions, that are periodic in the spatial variables, to a system…
We investigate the global dynamics from a measure-theoretic perspective for smooth flows with invariant cones of rank k. For such systems, it is shown that prevalent (or equivalently, almost all) orbits will be pseudo-ordered or convergent…
In this work, we leverage the Hamiltonian kind structure for accurate uncertainty propagation through a nonlinear dynamical system. The developed approach utilizes the fact that the stationary probability density function is purely a…
We give sufficient Gordin-type criteria for the iterated (enhanced) weak invariance principle to hold for deterministic dynamical systems. Such an invariance principle is intrinsically related to the interpretation of stochastic integrals.…
A numerical experiment of ideal stochastic motion of a particle subject to conservative forces and Gaussian noise reveals that the path probability depends exponentially on action. This distribution implies a fundamental principle…
We provide a new sufficient condition for strong invariance for differential inclusions, under very general conditions on the dynamics, in terms of a Hamiltonian inequality. In lieu of the usual Lipschitzness assumption on the…
We show that invariant states of C*-dynamical systems can be approximated in the weak*-topology by invariant pure states, or almost invariant pure states, under various circumstances.
Building upon previous works by Young, Chernov-Zhang and Bruin-Melbourne-Terhesiu, we present a general scheme to improve bounds on the statistical properties (in particular, decay of correlations, and rates in the almost sure invariant…
A 2D Stochastic incompressible non-Newtonian fluids driven by fractional Bronwnian motion with Hurst parameter $H \in (1/2,1)$ is studied. The Wiener-type stochastic integrals are introduced for infinite-dimensional fractional Brownian…
The paper deals with the fast-slow motions setups in the continuous time $\frac {dX^\ve(t)}{dt}=\frac 1\ve\sig(X^\ve(t))\xi(t/\ve^2)+b(X^\ve(t)),\, t\in [0,T]$ and the discrete time…