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We consider the fully-coupled McKean-Vlasov equation with multi-time-scale potentials, and all the coefficients depend on the distributions of both the slow component and the fast motion. By studying the smoothness of the solution of the…

Probability · Mathematics 2022-04-28 Yun Li , Fuke Wu , Longjie Xie

Stochastic processes wherein the size of the state space is changing as a function of time offer models for the emergence of scale-invariant features observed in complex systems. I consider such a sample-space reducing (SSR) stochastic…

Statistical Mechanics · Physics 2016-05-04 Avinash Chand Yadav

In this paper, we present several new results on minimizing a nonsmooth and nonconvex function under a Lipschitz condition. Recent work shows that while the classical notion of Clarke stationarity is computationally intractable up to some…

Optimization and Control · Mathematics 2022-11-08 Michael I. Jordan , Tianyi Lin , Manolis Zampetakis

First-order methods are often analyzed via their continuous-time models, where their worst-case convergence properties are usually approached via Lyapunov functions. In this work, we provide a systematic and principled approach to find and…

Numerical Analysis · Mathematics 2024-03-12 Céline Moucer , Adrien Taylor , Francis Bach

This paper presents new sufficient conditions for convergence and asymptotic or exponential stability of a stochastic discrete-time system, under which the constructed Lyapunov function always decreases in expectation along the system's…

Systems and Control · Computer Science 2019-06-05 Yuzhen Qin , Ming Cao , Brian D. O. Anderson

We consider the wave equation with Kelvin-Voigt damping in a bounded domain. The exponential stability result proposed by Liu and Rao or T\'ebou for that system assumes that the damping is localized in a neighborhood of the whole or a part…

Analysis of PDEs · Mathematics 2020-07-31 Kaïs Ammari , Fathi Hassine , Luc Robbiano

In this note we adopt an approach by Grenier, Nguyen and Rodnianski in \cite{GNR} for studying the nonlinear Landau damping of the two-species Vlasov-Poisson system in the phase space $\mathbb{T}^d_x \times \mathbb{R}^d_v$ with the…

Analysis of PDEs · Mathematics 2024-07-04 Renjun Duan , Zhiwen Zhang

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

We prove the existence of a compact random attractor for the stochastic Benjamin-Bona-Mahony Equation defined on an unbounded domain. This random attractor is invariant and attracts every pulled-back tempered random set under the forward…

Analysis of PDEs · Mathematics 2008-05-14 Bixiang Wang

This paper combines the decomposition technique ($\sigma$-stability) in random functional analysis with the deterministic theory of asymptotically pointwise contractions to provide a complete self-contained derivation of a fixed point…

Functional Analysis · Mathematics 2026-05-05 Jie Shi

In order to bring contraction analysis into the very fruitful and topical fields of stochastic and Bayesian systems, we extend here the theory describes in \cite{Lohmiller98} to random differential equations. We propose new definitions of…

Optimization and Control · Mathematics 2013-09-27 Nicolas Tabareau , Jean-Jacques Slotine

We analyze the analytic Landau damping problem for the Vlasov-HMF equation, by fixing the asymptotic behavior of the solution. We use a new method for this "scattering problem", closer to the one used for the Cauchy problem. In this way we…

Analysis of PDEs · Mathematics 2021-12-01 Dario Benedetto , Emanuele Caglioti , Stefano Rossi

This paper is concerned with the asymptotic stability analysis of a one dimensional wave equation with Dirichlet boundary conditions subject to a nonlinear distributed damping with an L p functional framework, p $\in$ [2, $\infty$]. Some…

Analysis of PDEs · Mathematics 2019-07-30 Yacine Chitour , Swann Marx , Christophe Prieur

While modern representation learning relies heavily on global error signals, decentralized algorithms driven by local interactions offer a fundamental distributed alternative. However, the macroscopic convergence properties of these…

Machine Learning · Computer Science 2026-04-21 Zilin Li , Weiwei Xu , Xuchun Tong , Xuanbo Lu , Xuanqi Zhao

This paper addresses the question of how Brownian-like motion can arise from the solution of a deterministic differential delay equation. To study this we analytically study the bifurcation properties of an apparently simple differential…

Chaotic Dynamics · Physics 2013-09-26 Jinzhi Lei , Michael C. Mackey

The study of the dynamics of the size of a population via mathematical modelling is a problem of interest and widely studied. Traditionally, continuous deterministic methods based on differential equations have been used to deal with this…

Probability · Mathematics 2020-01-08 J. -C. Cortés , A. Navarro-Quiles , J. -V. Romero , M. -D. Roselló

We propose a new framework for imposing monotonicity constraints in a Bayesian nonparametric setting based on numerical solutions of stochastic differential equations. We derive a nonparametric model of monotonic functions that allows for…

Machine Learning · Statistics 2020-02-26 Ivan Ustyuzhaninov , Ieva Kazlauskaite , Carl Henrik Ek , Neill D. F. Campbell

We consider a stochastic wave equation in spatial dimension three, driven by a Gaussian noise, white in time and with a stationary spatial covariance. The free terms are nonlinear with Lipschitz continuous coefficients. Under suitable…

Probability · Mathematics 2010-01-29 Víctor Ortiz-López , Marta Sanz-Solé

This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…

Optimization and Control · Mathematics 2010-09-08 Debasish Chatterjee , Daniel Liberzon

Substantially extending previous results of the authors for smooth solutions in the viscous case, we develop linear damping estimates for periodic roll-wave solutions of the inviscid Saint-Venant equations and related systems of hyperbolic…

Analysis of PDEs · Mathematics 2025-10-03 L. Miguel Rodrigues , Kevin Zumbrun
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