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The method of Lyapunov functions is one of the most effective ones for the investigation of stability of dynamical systems, in particular, of stochastic differential systems. The main purpose of the paper is the analysis of the stability of…

Analysis of PDEs · Mathematics 2015-03-13 Tomas Caraballo , Mohamed Ali Hammami , Lasaad Mchiri

We present a criterion for uniform in time convergence of the weak error of the Euler scheme for Stochastic Differential equations (SDEs). The criterion requires i) exponential decay in time of the space-derivatives of the semigroup…

Probability · Mathematics 2020-07-28 D. Crisan , P. Dobson , M. Ottobre

This article presents a novel numerically tractable technique for synthesizing Lyapunov functions for equilibria of nonlinear vector fields. In broad strokes, corresponding to an isolated equilibrium point of a given vector field, a…

Systems and Control · Electrical Eng. & Systems 2023-08-28 Raavi Gupta , Sameep Chattopadhyay , Pradyumna Paruchuri , Debasish Chatterjee

Deterministic and stochastic coupled oscillators with inertia are studied on the rectangular lattice under the shear-velocity boundary condition. Our coupled oscillator model exhibits various nontrivial phenomena and there are various…

Statistical Mechanics · Physics 2024-09-05 Hidetsugu Sakaguchi

In this article we revisit the perturbation of exponential trichotomy of linear difference equation in Banach space by using a Perron-Lyapunov fixed point formulation for the perturbed evolution operator. This approach allows us to directly…

Dynamical Systems · Mathematics 2013-11-13 Arnaud Ducrot , Pierre Magal , Ousmane Seydi

For nonuniform exponentially bounded evolution families on the half-line we introduce a class of Banach function spaces on which we define nonuniform evolution semigroups. We completely characterize nonuniform exponential stability in terms…

Dynamical Systems · Mathematics 2019-05-13 Nicolae Lupa , Liviu Horia Popescu

In this paper we derive a quantitative dichotomy for the top Lyapunov exponent of a class of non-dissipative SDEs on a compact manifold in the small noise limit. Specifically, we prove that in this class, either the Lyapunov exponent is…

Probability · Mathematics 2024-06-04 Jacob Bedrossian , Chi-Hao Wu

The main result of this paper is that there are examples of stochastic partial differential equations [hereforth, SPDEs] of the type $$ \partial_t u=\frac12\Delta u +\sigma(u)\eta \qquad\text{on $(0\,,\infty)\times\mathbb{R}^3$}$$ such that…

Probability · Mathematics 2017-02-28 Le Chen , Jingyu Huang , D. Khoshnevisan , Kunwoo Kim

We consider the Schr\"odinger equation with a (matrix) Hamiltonian given by a second order difference operator with nonconstant growing coefficients, on the half one dimensional lattice. This operator appeared first naturally in the…

Mathematical Physics · Physics 2014-11-24 August J. Krueger , Avy Soffer

In this paper, we study the existence of $n$-dimensional linear stochastic differential equations (SDEs) such that the sign of Lyapunov exponents is changed under an exponentially decaying perturbation. First, we show that the equation with…

Dynamical Systems · Mathematics 2023-01-04 Xianjin Cheng , Zhenxin Liu , Lixin Zhang

We study the rate of decay of correlations for equilibrium states associated to a robust class of non-uniformly expanding maps where no Markov assumption is required. We show that the Ruelle-Perron-Frobenius operator acting on the space of…

Dynamical Systems · Mathematics 2015-06-05 Armando Castro , Paulo Varandas

We study the statistical fluctuations of Lyapunov exponents in the discrete version of the non-integrable perturbed sine-Gordon equation, the dissipative ac+dc driven Frenkel-Kontorova model. Our analysis shows that the fluctuations of the…

Statistical Mechanics · Physics 2022-10-18 Jovan Odavic , Petar Mali

In this paper, a new notion called the general nonuniform $(h,k,\mu,\nu)$-dichotomy for a sequence of linear operators is proposed, which occurs in a more natural way and is related to nonuniform hyperbolicity. Then, sufficient criteria are…

Dynamical Systems · Mathematics 2015-04-21 Jimin Zhang , Meng Fan , Liu Yang

Consider a $C^1$ vector field together with an ergodic invariant probability that has $\ell$ nonzero Lyapunov exponents. Using orthonormal moving frames along certain transitive orbits we construct a linear system of $\ell$ differential…

Dynamical Systems · Mathematics 2007-05-23 Wenxiang Sun , Todd Young

This paper deals with the stability analysis problem of discrete-time switched linear systems with ranged dwell time. A novel concept called L-switching-cycle is proposed, which contains sequences of multiple activation cycles satisfying…

Optimization and Control · Mathematics 2021-06-01 Weiming Xiang

Two important classes of spatio-temporal patterns, namely, spatio-temporal chaos and self-replicating patterns, for a representative three variable autocatalytic reaction mechanism coupled with diffusion has been studied. The…

chao-dyn · Physics 2015-06-24 Nita Parekh , V. Ravi Kumar , B. D. Kulkarni

The nonlinear Schroedinger model is a prototypical dispersive wave equation that features finite time blowup, either for supercritical exponents (for fixed dimension) or for supercritical dimensions (for fixed nonlinearity exponent). Upon…

Pattern Formation and Solitons · Physics 2022-07-20 S. J. Chapman , M. E. Kavousanakis , E. G. Charalampidis , I. G. Kevrekidis , P. G. Kevrekidis

The problem of formulating self-consistent local and global stability exponents is shown to require global separation of variables. Posing the separation of variable problem, we see that many such separations are possible, but only one is…

chao-dyn · Physics 2007-05-23 William E. Wiesel

We study a class of long-range solvable models in IR limit which corresponds to a one-dimensional long-range conformal manifold. This class of long-range model can be interpreted as the non-unitary interpolation between the…

High Energy Physics - Theory · Physics 2023-10-25 Xiao-Yang Shen

We numerically investigate Lyapunov instabilities for one-, two- and three-dimensional lattices of interacting classical spins at infinite temperature. We obtain the largest Lyapunov exponents for a very large variety of nearest-neighbor…

Chaotic Dynamics · Physics 2013-06-11 A. S. de Wijn , B. Hess , B. V. Fine