Related papers: Superdiffusive limits for deterministic fast-slow …
We develop a martingale approximation framework yielding quantitative maximal large deviations estimates for invertible dynamical systems. From suitable decay of correlations, we deduce these estimates and, as an application, we obtain…
We provide a criterion for establishing lower bounds on the rate of convergence in $f$-variation of a continuous-time ergodic Markov process to its invariant measure. The criterion consists of novel super- and submartingale conditions for…
Based on a compactness criterion for random fields in Wiener-Sobolev spaces, in this paper, we prove the unique strong solvability of time-inhomogeneous stochastic differential equations with drift coefficients in critical Lebesgue spaces,…
By making use of the Langevin equation with a kernel, it was shown that the Feynman measure exp(-S) can be realized in a restricted sense in a diffusive stochastic process, which diverges and has no equilibrium, for bottomless systems. In…
The paper deals with finite-state Markov decision processes (MDPs) with integer weights assigned to each state-action pair. New algorithms are presented to classify end components according to their limiting behavior with respect to the…
The theory of one-dimensional stochastic differential equations driven by Brownian motion is classical and has been largely understood for several decades. For stochastic differential equations with jumps the picture is still incomplete,…
We explain how stochastic TQFT supersymmetry can be made compatible with space supersymmetry. Taking the case of N=2 supersymmetric quantum mechanics, (the proof would be the same for the Wess-Zumino model), we determine the kernels that…
We consider a simple class of fast-slow partially hyperbolic dynamical systems and show that the (properly rescaled) behaviour of the slow variable is very close to a Friedlin--Wentzell type random system for times that are rather long, but…
We attempt to characterize irreversibility of a dynamical system from the existence of different forward and backward mathematical representations depending on the direction of the time arrow. Such different representations have been…
In this article, we present a brief overview of some of the recent progress made in identifying and generating finite dimensional integrable nonlinear dynamical systems, exhibiting interesting oscillatory and other solution properties,…
We establish subgeometric bounds on convergence rate of general Markov processes in the Wasserstein metric. In the discrete time setting we prove that the Lyapunov drift condition and the existence of a "good" $d$-small set imply…
The aim of this expository paper is twofold. We start with a concise overview of the theory of invariant slow manifolds for fast-slow dynamical systems starting with the work by Tikhonov and Fenichel to the most recent works on…
This article deals with the limit distribution for a stochastic differential equation driven by a non-symmetric cylindrical $\alpha$-stable process. Under suitable conditions, it is proved that the solution of this equation converges weakly…
We study sufficient conditions for stability and recurrence in a class of singularly perturbed stochastic hybrid dynamical systems. The systems considered combine multi-time-scale deterministic continuous-time dynamics, modeled by…
In this paper, we propose a second-order continuous primal-dual dynamical system with time-dependent positive damping terms for a separable convex optimization problem with linear equality constraints. By the Lyapunov function approach, we…
A novel data-driven method for formal verification is proposed to study complex systems operating in safety-critical domains. The proposed approach is able to formally verify discrete-time stochastic dynamical systems against temporal logic…
This paper introduces a randomized tamed Euler scheme tailored for L\'evy-driven stochastic differential equations (SDEs) with superlinear random coefficients and Carath\'eodory-type drift. Under assumptions that allow for time-irregular…
We study systems of nonlinear ordinary differential equations where the dominant term, with respect to large spatial variables, causes blow-ups and is positively homogeneous of a degree $1+\alpha$ for some $\alpha>0$. We prove that the…
This article is concerned with analytic Hamiltonian dynamical systems in infinite dimension in a neighborhood of an elliptic fixed point. Given a quadratic Hamiltonian, we consider the set of its analytic higher order perturbations. We…
We address the problem of identifying the (nonstationary) quantum systems that admit supersymmetric dynamical invariants. In particular, we give a general expression for the bosonic and fermionic partner Hamiltonians. Due to the…