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In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…

Probability · Mathematics 2016-10-23 Mark Freidlin , Leonid Koralov

Spontaneous stochasticity is a modern paradigm for turbulent transport at infinite Reynolds numbers. It suggests that tracer particles advected by rough turbulent flows and subject to additional thermal noise, remain non-deterministic in…

Fluid Dynamics · Physics 2023-06-21 André Luís Peixoto Considera , Simon Thalabard

Non-autonomous dynamical systems help us to understand the implications of real systems which are in contact with their environment as it actually occurs in nature. Here, we focus on systems where a parameter changes with time at small but…

Chaotic Dynamics · Physics 2020-09-24 Julia Cantisán , Jesús M. Seoane , Miguel A. F. Sanjuán

In the present paper, recent experimental results on large scale coherent steady states observed in experimental von K{\'a}rm{\'a}n flows are revisited from a statistical mechanics perspective. The latter is rooted on two levels of…

A stabilized finite element method is introduced for the simulation of time-periodic creeping flows, such as those found in the cardiorespiratory systems. The new technique, which is formulated in the frequency rather than time domain,…

Numerical Analysis · Mathematics 2022-11-30 Mahdi Esmaily

A new concept of {\em an evolution system of measures for stochastic flows} is considered. It corresponds to the notion of an invariant measure for random dynamical systems (or cocycles). The existence of evolution systems of measures for…

Dynamical Systems · Mathematics 2010-11-09 Xiaopeng Chen , Jinqiao Duan , Michael Scheutzow

We propose a new application of random tensor theory to studies of non-linear random flows in many variables. Our focus is on non-linear resonant systems which often emerge as weakly non-linear approximations to problems whose linearized…

Mathematical Physics · Physics 2020-03-12 Stéphane Dartois , Oleg Evnin , Luca Lionni , Vincent Rivasseau , Guillaume Valette

We introduce a family of stochastic models motivated by the study of nonequilibrium steady states of fluid equations. These models decompose the deterministic dynamics of interest into fundamental building blocks, i.e., minimal vector…

Probability · Mathematics 2025-05-07 Andrea Agazzi , Jonathan C. Mattingly , Omar Melikechi

We address a class of Markov jump linear systems that are characterized by the underlying Markov process being time-inhomogeneous with a priori unknown transition probabilities. Necessary and sufficient conditions for uniform stochastic…

Systems and Control · Computer Science 2014-11-24 Collin C. Lutz , Daniel J. Stilwell

We study the averaging method for flows perturbed by a dynamical system preserving an infinite measure. Motivated by the case of perturbation by the collision dynamic on the finite horizon $\mathbb Z$-periodic Lorentz gas and in view of…

Dynamical Systems · Mathematics 2024-01-23 Maxence Phalempin

A stochastic flow representation is considered with the Eulerian velocity decomposed between a smooth large scale component and a rough small-scale turbulent component. The latter is specified as a random field uncorrelated in time.…

Geophysics · Physics 2017-05-31 Valentin Resseguier , Etienne Mémin , Bertrand Chapron

We consider deterministic and stochastic perturbations of dynamical systems with conservation laws in $\R^3$. The Landau-Lifshitz equation for the magnetization dynamics in ferromagnetics is a special case of our system. The averaging…

Probability · Mathematics 2012-08-31 Mark Freidlin , Wenqing Hu

We consider a class of piecewise-deterministic Markov processes where the state evolves according to a linear dynamical system. This continuous time evolution is interspersed by discrete events that occur at random times and change (reset)…

Systems and Control · Computer Science 2017-11-15 Mohammad Soltani , Abhyudai Singh

In this article we study the expanding properties of random perturbations of contracting Lorenz maps satisfying the summability condition of exponent 1. Under general conditions on the maps and perturbation types, we prove stochastic…

Dynamical Systems · Mathematics 2026-04-10 Haoyang Ji

Stochastic monotonicity is a well known partial order relation between probability measures defined on the same partially ordered set. Strassen Theorem establishes equivalence between stochastic monotonicity and the existence of a coupling…

Probability · Mathematics 2017-08-01 Davide Gabrielli , Ida Germana Minelli

We study the impact of stochastic perturbations to deterministic dynamical systems using the formalism of the Ruelle response theory and explore how stochastic noise can be used to explore the properties of the underlying deterministic…

Statistical Mechanics · Physics 2015-05-27 Valerio Lucarini

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

In this paper, we analyze the use of the Ornstein-Uhlenbeck process to model dynamical systems subjected to bounded noisy perturbations. In order to discuss the main characteristics of this new approach we consider some basic models in…

Dynamical Systems · Mathematics 2024-01-17 Tomás Caraballo , Renato Colucci , Javier López-de-la-Cruz , Alain Rapaport

We consider equations of nonlinear transport on the circle with regular self interactions appearing in aggregation models and deterministic mean field dynamics. We introduce a random perturbation of such systems through a stochastic…

Probability · Mathematics 2026-01-07 Max-K. von Renesse , Feng-Yu Wang , Alexander Weiß

We present analytical expressions for the time-dependent and stationary probability distributions corresponding to a stochastically perturbed one-dimensional flow with critical points, in two physically relevant situations: delayed…

Statistical Mechanics · Physics 2007-05-23 V. Balakrishnan , C. Van den Broeck , I. Bena