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We review the results obtained in [GMPV] and [GV] on the stochastic and statistical stability of the classical Lorenz flow, where, looking at the Lorenz'63 ODE system as a simple - yet non trivial - model of the atmospheric circulation, the…

Dynamical Systems · Mathematics 2023-01-18 Michele Gianfelice

We consider a linearized dynamical system modelling the flow rate of water along the rivers and hillslopes of an arbitrary watershed. The system is perturbed by a random rainfall in the form of a compound Poisson process. The model…

Probability · Mathematics 2018-11-05 Jorge M Ramirez , Corina Constantinescu

This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…

Probability · Mathematics 2019-05-02 Adrian N. Bishop , Pierre Del Moral

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

We study the notion of stochastic stability with respect to diffusive perturbations for flows with smooth invariant measures. We investigate the question fully for non-singular flows on the circle. We also show that volume-preserving flows…

Dynamical Systems · Mathematics 2011-12-02 Sergiu Aizicovici , Todd Young

The defining feature of chaos is its hypersensitivity to small perturbations. However, we report a stability of branched flow against large perturbations where the classical trajectories are chaotic, showing that strong perturbations are…

Disordered Systems and Neural Networks · Physics 2014-09-03 Bo Liu

We analyze circumstances under which the microscopic dynamics of particles which are driven by a forced, gradient-type flow can be consistently interpreted as a Markovian diffusion process. Special attention is paid to discriminating…

Condensed Matter · Physics 2007-05-23 P. Garbaczewski

The Lorenz 1963 dynamical system is known to reduce in the steady state to a one-dimensional motion of a classical particle subjected to viscous damping in a past history-dependent potential field. If the potential field is substituted by a…

Chaotic Dynamics · Physics 2009-11-07 R. Festa , A. Mazzino , D. Vincenzi

In this paper, a non-autonomous stochastic logistic system is considered. An interesting result on the effect of stochastically perturbation for the dynamic behavior are obtained. That is, under certain conditions the stochastic system have…

Dynamical Systems · Mathematics 2012-08-08 Hu Hongxiao

We study the influence of the forcing on the steady turbulent states of a von K\'arm\'an swirling flow, at constant impeller speed, or at constant torque. We find that the different forcing conditions change the nature of the stability of…

Fluid Dynamics · Physics 2014-01-29 Brice Saint-Michel , Bérengère Dubrulle , Florent Ravelet , François Daviaud

We prove stochastic stability of chaotic maps for a general class of Markov random perturbations (including singular ones) satisfying some kind of mixing conditions. One of the consequences of this statement is the proof of Ulam's…

chao-dyn · Physics 2017-01-16 Michael Blank , Gerhard Keller

We consider the piecewise-deterministic Markov process obtained by randomly switching between the flows generated by a finite set of smooth vector fields on a compact set. We obtain H\"ormander-type conditions on the vector fields…

Probability · Mathematics 2023-02-14 Michel Benaïm , Oliver Tough

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…

chao-dyn · Physics 2009-10-31 Piotr Garbaczewski

We investigate piecewise deterministic Markov processes (PDMP), where the deterministic dynamics follows a scalar conservation law and random jumps in the system are characterized by changes in the flux function. We show under which…

Probability · Mathematics 2019-01-30 Stephan Knapp

We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…

Dynamical Systems · Mathematics 2015-05-27 I. Melbourne , A. M. Stuart

We introduce a class of stochastic advection problems amenable to analysis of turbulent transport. The statistics of the flow field are represented as a continuous time Markov process, a choice that captures the intuitive notion of…

Fluid Dynamics · Physics 2022-12-01 Andre N. Souza , Tyler Lutz , Glenn R. Flierl

Strong nonlinear effects combined with diffusive coupling may give rise to unpredictable evolution in spatially extended deterministic dynamical systems even in the presence of a fully negative spectrum of Lyapunov exponents. This regime,…

Chaotic Dynamics · Physics 2009-11-07 F. Ginelli , R. Livi , A. Politi

Depending on the involved physiobiological parameters, stable or unstable behavior in active fluids is observed. In this paper a rigorous analytical justification of (in-)stability within the corresponding regimes is given. In particular,…

Analysis of PDEs · Mathematics 2023-08-03 Christiane Bui , Christian Gesse , Jürgen Saal

A method is developed to estimate the properties of a global hydrodynamic instability in turbulent flows from measurement data of the limit-cycle oscillations. For this purpose, the flow dynamics are separated in deterministic contributions…

Fluid Dynamics · Physics 2021-04-21 Moritz Sieber , C. Oliver Paschereit , Kilian Oberleithner

We consider a stochastic version of the point vortex system, in which the fluid velocity advects single vortices intermittently for small random times. Such system converges to the deterministic point vortex dynamics as the rate at which…

Probability · Mathematics 2023-11-28 Andrea Agazzi , Francesco Grotto , Jonathan C. Mattingly
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