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Lyapunov exponents of dynamical systems are defined from the rates of divergence of nearby trajectories. For stochastic systems, one typically assumes that these trajectories are generated under the "same noise realization". The purpose of…

Statistical Mechanics · Physics 2016-04-20 Tanguy Laffargue , Julien Tailleur , Frédéric van Wijland

With large-scale Monte Carlo simulations, we investigate the nonsteady relaxation at the dynamic depinning transition in the two-dimensional Gaussian random-field Ising model. The dynamic scaling behavior is carefully analyzed, and the…

Statistical Mechanics · Physics 2023-06-21 Xiaohui Qian , Gaotian Yu , Nengji Zhou

New necessary and sufficient conditions are proposed for the stability investigation of dynamical systems using the flow and the divergence of the phase vector velocity. The obtained conditions generalize the well-known results of V.P.…

Optimization and Control · Mathematics 2019-05-17 Igor Furtat

We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into a safe or target set and its exterior, and the dynamics of…

Optimization and Control · Mathematics 2011-03-09 Debasish Chatterjee , Soumik Pal

Dyson's model is a one-dimensional system of Brownian motions with long-range repulsive forces acting between any pair of particles with strength proportional to the inverse of distances with proportionality constant $\beta/2$. We give…

Probability · Mathematics 2009-11-20 Makoto Katori , Hideki Tanemura

The Widom-Rowlinson model is an equilibrium model for point particles in Euclidean space. It has a repulsive interaction between particles of different colors, and shows a phase-transition at high intensity. Natural versions of the model…

Probability · Mathematics 2019-02-14 Christof Kuelske

We introduce a ``spatial'' Lyapunov exponent to characterize the complex behavior of non chaotic but convectively unstable flow systems. This complexity is of spatial type and is due to sensitivity to the boundary conditions. We show that…

chao-dyn · Physics 2009-10-31 M. Falcioni , D. Vergni , A. Vulpiani

This paper provides a new unified framework for second-moment stability of discrete-time linear systems with stochastic dynamics. Relations of notions of second-moment stability are studied for the systems with general stochastic dynamics,…

Systems and Control · Electrical Eng. & Systems 2019-11-04 Yohei Hosoe , Tomomichi Hagiwara

Temporal evolutions toward thermal equilibria are numerically investigated in a Hamiltonian system with many degrees of freedom which has second order phase transition. Relaxation processes are studied through local order parameter, and…

chao-dyn · Physics 2009-10-28 Yoshiyuki Y. Yamaguchi

A major limitation of the classical control theory is the assumption that the state space and its dimension do not change with time. This prevents analyzing and even formalizing the stability and control problems for open multi-agent…

Optimization and Control · Mathematics 2025-01-28 Andrii Mironchenko

Many complex systems satisfy a set of constraints on their degrees of freedom, and at the same time, they are able to work and adapt to different conditions. Here, we describe the emergence of this ability in a simplified model in which the…

Disordered Systems and Neural Networks · Physics 2007-05-23 Ginestra Bianconi , Roberto Mulet

In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…

Statistical Mechanics · Physics 2023-10-03 K. S. Fa , C. -L. Ho , Y. B. Matos , M. G. E da Luz

This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…

Probability · Mathematics 2023-05-22 Taras Lukashiv , Igor V. Malyk , Maryna Chepeleva , Petr V. Nazarov

This paper studies a class of random nonlinear systems with time-varying delay, in which the $r$-order moment ($r\geq1$) of the random disturbance is finite. Firstly, some general conditions are proposed to guarantee the existence and…

Optimization and Control · Mathematics 2018-06-22 Yao Liqiang , Zhang Weihai

This paper uses dynamical invariants to describe the evolution of collisionless systems subject to time-dependent gravitational forces without resorting to maximum-entropy probabilities. We show that collisionless relaxation can be viewed…

Astrophysics of Galaxies · Physics 2015-06-03 Jorge Peñarrubia

Hyperexponential stability is investigated for dynamical systems with the use of both, explicit and implicit, Lyapunov function methods. A nonlinear hyperexponential control is designed for stabilizing linear systems. The tuning procedure…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Konstantin Zimenko , Denis Efimov , Andrey Polyakov

We study systems with periodically oscillating parameters that can give way to complex periodic or non periodic orbits. Performing the long time limit, we can define ergodic averages such as Lyapunov exponents, where a negative maximal…

Chaotic Dynamics · Physics 2013-05-29 L. Hector Juarez , Holger Kantz , Oscar Martinez , Eduardo Ramos , Raul Rechtman

Randomly-assembled dynamical systems are theoretically predicted to be unstable upon crossing a critical threshold of complexity, as first shown by May. Yet, empirical complex systems exhibit remarkable stability, indicating the presence of…

Disordered Systems and Neural Networks · Physics 2026-03-31 Francesco Ferraro , Christian Grilletta , Amos Maritan , Samir Suweis , Sandro Azaele

We study changes in the chaotic properties of a many-body system undergoing a solid-fluid phase transition. To do this, we compute the temperature dependence of the largest Lyapunov exponents $\lambda_{max}$ for both two- and…

chao-dyn · Physics 2016-08-31 Kyung-Hoon Kwon , Byung-Yoon Park

This paper is concerned with the study of the stability of dynamical systems evolving on time scales. We first {formalize the notion of matrix measures on time scales, prove some of their key properties and make use of this notion to study…

Dynamical Systems · Mathematics 2022-06-10 Giovanni Russo , Fabian Wirth