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This paper considers $C^2$ random dynamical systems in a Banach space, and proves that under some mild conditions, SRB measures are characterized by invariant measures satisfying Pesin's entropy formula, in which entropy is equal to the sum…

Dynamical Systems · Mathematics 2024-12-09 Chiyi Luo , Yun Zhao

In this paper, we study concentration phenomena of zero-noise limits of invariant measures for stochastic differential equations defined on $\mathbb{R}^d$ with locally Lipschitz continuous coefficients and more than one ergodic state. Under…

Probability · Mathematics 2022-02-16 Zhao Dong , Fan Gu , Liang Li

We study probabilistic iterated function systems (IFS), consisting of a finite or infinite number of average-contracting bi-Lipschitz maps on R^d. If our strong open set condition is also satisfied, we show that both upper and lower bounds…

Dynamical Systems · Mathematics 2015-10-06 Andreas Anckar

We consider the problem of robust diffusive stability (RDS) for a pair of coupled stable discrete-time positive linear-time invariant (LTI) systems. We first show that the existence of a common diagonal Lyapunov function is sufficient for…

Dynamical Systems · Mathematics 2025-06-23 Blake McGrane-Corrigan , Rafael de Andrade Moral , Oliver Mason

Rademacher theorem states that every Lipschitz function on the Euclidean space is differentiable almost everywhere, where "almost everywhere" refers to the Lebesgue measure. In this paper we prove a differentiability result of similar type,…

Classical Analysis and ODEs · Mathematics 2015-03-27 Giovanni Alberti , Andrea Marchese

We prove that intersections and unions of independent random sets in finite spaces achieve a form of Lipschitz continuity. More precisely, given the distribution of a random set $\Xi$, the function mapping any random set distribution to the…

Other Statistics · Statistics 2020-03-03 John Klein

We study the long-time behavior of almost periodic solutions to stochastic scalar conservation laws in any space dimension, under the assumption of Lipschitz continuity of the flux functions and a non-degeneracy condition. We show the…

Analysis of PDEs · Mathematics 2023-06-16 Claudia Espitia , Hermano Frid , Daniel Marroquin

We consider a stochastic functional differential equation with an arbitrary Lipschitz diffusion coefficient depending on the past. The drift part contains a term with superlinear growth and satisfying a dissipativity condition. We prove…

Analysis of PDEs · Mathematics 2009-03-12 Abdelhadi Es--Sarhir , Onno van Gaans , Michael Scheutzow

We prove bounds for the almost sure value of the Hausdorff dimension of the limsup set of a sequence of balls in $\mathbf{R}^d$ whose centres are independent, identically distributed random variables. The formulas obtained involve the rate…

Classical Analysis and ODEs · Mathematics 2018-08-01 Fredrik Ekström , Tomas Persson

Using uniform global Carleman estimates for discrete elliptic and semi-discrete hyperbolic equations, we study Lipschitz and logarithmic stability for the inverse problem of recovering a potential in a semi-discrete wave equation,…

Analysis of PDEs · Mathematics 2014-09-29 Lucie Baudouin , Sylvain Ervedoza , Axel Osses

In this paper, we study an inverse problem for linear parabolic system with variable diffusion coefficients subject to dynamic boundary conditions. We prove a global Lipschitz stability for the inverse problem involving a simultaneous…

Analysis of PDEs · Mathematics 2022-01-04 E. M. Ait Ben Hassi , S. E. Chorfi , L. Maniar , O. Oukdach

This paper analyzes the Lipschitz behavior of the feasible set in two parametric settings, associated with linear and convex systems in R^n. To start with, we deal with the parameter space of linear (finite/semi-infinite) systems identified…

Optimization and Control · Mathematics 2019-07-05 Gerald Beer , María J. Cánovas , Marco A. López , Juan Parra

We prove that the reconstruction of a certain type of length spaces from their travel time data on a closed subset is Lipschitz stable. The travel time data is the set of distance functions from the entire space, measured on the chosen…

Metric Geometry · Mathematics 2024-10-22 Joonas Ilmavirta , Antti Kykkänen , Matti Lassas , Teemu Saksala , Andrew Shedlock

We provide an inference procedure for the sharp regression discontinuity design (RDD) under monotonicity, with possibly multiple running variables. Specifically, we consider the case where the true regression function is monotone with…

Econometrics · Economics 2020-12-01 Koohyun Kwon , Soonwoo Kwon

Given the significance of physical measures in understanding the complexity of dynamical systems as well as the noisy nature of real-world systems, investigating the stability of physical measures under noise perturbations is undoubtedly a…

Dynamical Systems · Mathematics 2025-06-24 Weiwei Qi , Zhongwei Shen , Yingfei Yi

Let (X, d) be a quasi-convex, complete and separable metric space with reference probability measure m. We prove that the set of of real valued Lipschitz function with non zero point-wise Lipschitz constant m-almost everywhere is residual,…

Analysis of PDEs · Mathematics 2013-06-21 Fabio Cavalletti

We establish Lipschitz regularity of harmonic maps from $\mathrm{RCD}(K,N)$ metric measure spaces with lower Ricci curvature bounds and dimension upper bounds in synthetic sense with values into $\mathrm{CAT}(0)$ metric spaces with…

Differential Geometry · Mathematics 2023-11-07 Andrea Mondino , Daniele Semola

We consider families of diffeomorphisms with dominated splittings and preserving a Borel probability measure, and we study the regularity of the Lyapunov exponents associated to the invariant bundles with respect to the parameter. We obtain…

Dynamical Systems · Mathematics 2020-10-06 Radu Saghin , Pancho Valenzuela-Henríquez , Carlos H. Vásquez

In 2002 F. Wirth has proved that the joint spectral radius of irreducible compact sets of matrices is locally Lipschitz continuous as a function of the matrix set. In the paper, an explicit formula for the related Lipschitz constant is…

Rings and Algebras · Mathematics 2010-04-20 Victor Kozyakin

It is known, since the seminal work [T. Lyons, Differential equations driven by rough signals, Rev. Mat. Iberoamericana, 14 (1998)], that the solution map associated to a controlled differential equation is locally Lipschitz continuous in…

Probability · Mathematics 2018-11-14 Peter K. Friz , David J. Prömel