Related papers: Invariant foliations for stochastic dynamical syst…
We develop a general framework for establishing non-uniqueness of stationary measures for stochastically forced dynamical systems possessing an almost surely invariant submanifold. Our main abstract result provides sufficient conditions for…
This work is concerned with the dynamics of a slow-fast stochastic evolutionary system quantified with a scale parameter. An invariant foliation decomposes the state space into geometric regions of different dynamical regimes, and thus…
We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…
This paper considers a wide class of smooth continuous dynamic nonlinear systems (control objects) with a measurable vector of state. The problem is to find a special function (Lyapunov function), which in the framework of the second…
We present an efficient and validated method for approximating the stationary measures of random dynamical systems with smooth additive noise. The approach leverages the strong regularizing properties of the associated transfer operator…
Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar work we do not impose coercivity conditions on coefficients. Existence and uniqueness of the mild…
We introduce a class of dynamical systems having an invariant measure, the modifications of well known systems on Lie groups: LR and L+R systems. As an example, we study modified Veselova nonholonomic rigid body problem, considered as a…
We study interfacial waves in a system of two horizontal layers of immiscible inviscid fluids involved into horizontal vibrational motion. We analyze the linear and nonlinear stability properties of the solitons in the system and consider…
We show, using covariant Lyapunov vectors in addition to standard Lyapunov analysis, that there exists a set of collective Lyapunov modes in large chaotic systems exhibiting collective dynamics. Associated with delocalized Lyapunov vectors,…
Dynamical systems driven by Gaussian noises have been considered extensively in modeling, simulation and theory. However, complex systems in engineering and science are often subject to non-Gaussian fluctuations or uncertainties. A coupled…
We study analytically and numerically the noise-induced transition between an absorbing and an oscillatory state in a Duffing oscillator subject to multiplicative, Gaussian white noise. We show in a non-perturbative manner that a stochastic…
In this paper we investigate a stochastic model for an economic game. To describe this model we have used a Wiener process, as the noise has a stabilization effect. The dynamics are studied in terms of stochastic stability in the stationary…
Stochastic bistable systems whose stationary distributions belong to the q-exponential family are investigated using two approaches: (i) the Langevin model subjected to additive and quadratic multiplicative noise, and (ii) the…
Spectral subspaces of a linear dynamical system identify a large class of invariant structures that highlight/isolate the dynamics associated to select subsets of the spectrum. The corresponding notion for nonlinear systems is that of…
We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…
We present a reduced system of 7 ordinary differential equations that captures the time evolution of spatial gradients of the velocity and the temperature in fluid elements of stratified turbulent flows. We show the existence of invariant…
This paper advances the stochastic regularity theory for the Navier-Stokes equations by introducing a variable-intensity noise model within the Sobolev and Besov spaces. Traditional models usually assume constant-intensity noise, but many…
In this paper, we study a new type of stochastic functional differential equations which is called hybrid pantograph stochastic functional differential equations. We investigate several moment properties and sample properties of the…
This paper studies finite-time stability and instability theorems in probability sense for stochastic nonlinear systems. Firstly, a new sufficient condition is proposed to guarantee that the considered system has a global solution.…
We propose two types of stochastic extensions of nonholonomic constraints for mechanical systems. Our approach relies on a stochastic extension of the Lagrange-d'Alembert framework. We consider in details the case of invariant nonholonomic…