Related papers: Random dynamical systems generated by coalescing s…
A method of the approximation of a coalescing Harris flow with homeomorphic stochastic flows built as solutions to SDEs w.r.t. continuous martingales with spatial parameters in the sense of Kunita is proposed. The joint convergence of…
We consider the problem of determining the class of continuous-time dynamical systems that can be globally linearized in the sense of admitting an embedding into a linear system on a higher-dimensional Euclidean space. We solve this problem…
Stochastic dynamical systems arise naturally across nearly all areas of science and engineering. Typically, a dynamical system model is based on some prior knowledge about the underlying dynamics of interest in which probabilistic features…
Atypical, rare trajectories of dynamical systems are important: they are often the paths for chemical reactions, the haven of (relative) stability of planetary systems, the rogue waves that are detected in oil platforms, the structures that…
A stochastic dynamics framework for the study of complex systems is presented.
When studying out-of-equilibrium systems, one often excites the dynamics in some degrees of freedom while removing the excitation in others through damping. In order for the system to converge to a statistical steady state, the dynamics…
In many interesting physical settings, such as the vulcanization of rubber, the introduction of permanent random constraints between the constituents of a homogeneous fluid can cause a phase transition to a random solid state. In this…
Stochastic processes generated by non-stationary distributions are difficult to represent with conventional models such as Gaussian processes. This work presents Recurrent Autoregressive Flows as a method toward general stochastic process…
A switching dynamical system by means of piecewise linear systems in R^3 that presents multistability is presented. The flow of the system displays multiple scroll attractors due to the unstable hyperbolic focus-saddle equilibria with…
Pairs of numerically computed trajectories of a chaotic system may coalesce because of finite arithmetic precision. We analyse an example of this phenomenon, showing that it occurs surprisingly frequently. We argue that our model belongs to…
The universal fractality of river networks is very well known, however understanding of the underlying mechanisms for them is still lacking in terms of stochastic processes. By introducing probability changing dynamically, we have described…
A particular type of random dynamical processes is considered, in which the stochasticity is introduced through randomly fluctuating parameters. A method of local multipliers is developed for treating the local stability of such dynamical…
We study the behaviour of discrete dynamical systems generated by a continuous map $f$ of a compact real interval into itself where at randomly chosen times a function different from $f$ - so called impulse function is applied. We show that…
A proposal for a calculational program in fluid turbulence is presented. It is proposed that the fluid probability density functional has an attractor for its time-evolution, just as the dynamical system itself has. The evolution of the…
The emergence of hydrodynamics is one of the deepest phenomena in many-body systems. Arguably, the hydrodynamic equations are also the most important tools for predicting large-scale behaviour. Understanding how such equations emerge from…
A set of exact integrals of motion is found for systems driven by homogenous isotropic stochastic flow. The integrals of motion describe the evolution of (hyper-)surfaces of different dimensions transported by the flow, and can be expressed…
We consider a stochastic flow on $\mathds{R}$ generated by an SDE with its drift being a function of bounded variation. We show that the flow is differentiable with respect to the initial conditions. Asymptotic properties of the flow are…
It is shown how the macroscopic non-equilibrium dynamics of a class of systems whose microscopic stochastic dynamics involves disordered and frustrated but range-free interactions can be well described by closed deterministic flow…
With this work we present two new methods for the generation of thermostated, manifestly Hamiltonian dynamics and provide corresponding illustrations. The basis for this new class of thermostats are the peculiar thermodynamics as exhibited…
Invariant manifolds provide the geometric structures for describing and understanding dynamics of nonlinear systems. The theory of invariant manifolds for both finite and infinite dimensional autonomous deterministic systems, and for…