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We show that singular stochastic delay differential equations (SDDEs) induce cocycle maps on a field of Banach spaces. A general Multiplicative Ergodic Theorem on fields of Banach spaces is proved and applied to linear SDDEs. In Part II of…

Probability · Mathematics 2019-12-16 Mazyar Ghani Varzaneh , Sebastian Riedel , Michael Scheutzow

We formulate and prove a {\it Local Stable Manifold Theorem\/} for stochastic differential equations (sde's) that are driven by spatial Kunita-type semimartingales with stationary ergodic increments. Both Stratonovich and It\^o-type…

Probability · Mathematics 2016-09-07 Salah-Eldin A. Mohammed , Michael K. R. Scheutzow

Invariant manifolds provide the geometric structures for describing and understanding dynamics of nonlinear systems. The theory of invariant manifolds for both finite and infinite dimensional autonomous deterministic systems, and for…

Dynamical Systems · Mathematics 2007-05-23 Jinqiao Duan , Kening Lu , Bjoern Schmalfuss

This article is a sequel to [M.Z.Z.1] aimed at completing the characterization of the pathwise local structure of solutions of semilinear stochastic evolution equations (see's) and stochastic partial differential equations (spde's) near…

Probability · Mathematics 2008-09-19 Salah-Eldin A. Mohammed , Tusheng Zhang , Huaizhong Zhao

We study some classes of semi-linear differential equations including both well-posed and ill-posed cases that can generate cocycles (or cocycle correspondences with generating cocycles). Under exponential dichotomy condition with other…

Dynamical Systems · Mathematics 2019-03-20 DeLiang Chen

Random invariant manifolds are geometric objects useful for understanding complex dynamics under stochastic influences. Under a nonuniform hyperbolicity or a nonuniform exponential dichotomy condition, the existence of random pseudo-stable…

Dynamical Systems · Mathematics 2009-01-06 Tomas Caraballo , Jinqiao Duan , Kening Lu , Bjorn Schmalfuss

Invariant manifolds are fundamental tools for describing and understanding nonlinear dynamics. In this paper, we present a theory of stable and unstable manifolds for infinite dimensional random dynamical systems generated by a class of…

Dynamical Systems · Mathematics 2019-08-15 Jinqiao Duan , Kening Lu , Bjorn Schmalfuss

The main purpose of this work is to characterize the almost sure local structure stability of solutions to a class of linear stochastic partial functional differential equations (SPFDEs) by investigating the Lyapunov exponents and invariant…

Dynamical Systems · Mathematics 2023-10-20 Wenjie Hu , Tomás Caraballo

The main objective of this work is to characterize the pathwise local structure of solutions of semilinear stochastic evolution equations (see's) and stochastic partial differential equations (spde's) near stationary solutions. Such…

Probability · Mathematics 2008-09-19 Salah-Eldin A Mohammed , Tusheng Zhang , Huaizhong Zhao

This paper continues the study of [11, 13] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a…

Probability · Mathematics 2014-02-11 Kai Liu

We consider slow-fast systems of differential equations, in which both the slow and fast variables are perturbed by noise. When the deterministic system admits a uniformly asymptotically stable slow manifold, we show that the sample paths…

Probability · Mathematics 2007-05-23 Nils Berglund , Barbara Gentz

We study differential equations with a linear, path dependent drift and discrete delay in the diffusion term driven by a $\gamma$-H\"older rough path for $\gamma > \frac{1}{3}$. We prove well-posedness of these systems and establish a…

Probability · Mathematics 2024-11-08 Mazyar Ghani Varzaneh , Sebastian Riedel

A general local center manifold theorem around stationary trajectories is proved for nonlinear cocycles acting on measurable fields of Banach spaces.

Probability · Mathematics 2024-08-12 Mazyar Ghani Varzaneh , Sebastian Riedel

Motivated by studying stochastic systems with non-Gaussian L\'evy noise, spectral properties for a type of linear cocycles are considered. These linear cocycles have countable jump discontinuities in time. A multiplicative ergodic theorem…

Probability · Mathematics 2018-01-09 Huijie Qiao , Jinqiao Duan

If a differential equation in a Banach manifold is invariant or quasi-invariant under the action of one or more Lie groups, then its stationary points cannot be isolated, so that classical linearized stability theorem does not apply to it.…

Analysis of PDEs · Mathematics 2016-07-01 Shangbin Cui

The aim of this paper is to prove the existence and smoothness of stable and unstable invariant manifolds for a stochastic delayed partial differential equation of parabolic type. The stochastic delayed partial differential equation is…

Dynamical Systems · Mathematics 2023-06-13 Wenjie Hu , Quanxin Zhu , Tomás Caraballo

For a class of $(N+1)$-dimensional systems of differential delay equations with a cyclic and monotone negative feedback structure, we construct a two-dimensional invariant manifold, on which phase curves spiral outward towards a bounding…

Dynamical Systems · Mathematics 2025-04-01 Anatoli F. Ivanov , Bernhard Lani-Wayda

We prove the existence of local stable, unstable, and center manifolds for stochastic semiflows induced by rough differential equations driven by rough paths valued stochastic processes around random fixed points of the equation. Examples…

Probability · Mathematics 2025-07-15 Mazyar Ghani Varzaneh , Sebastian Riedel

We prove a semi-invertible Oseledets theorem for cocycles acting on measurable fields of Banach spaces, i.e. we only assume invertibility of the base, not of the operator. As an application, we prove an invariant manifold theorem for…

Probability · Mathematics 2019-12-18 Mazyar Ghani Varzaneh , Sebastian Riedel

In this note we consider local invariant manifolds of functional differential equations representing differential equations with state-dependent delay. Starting with a local center-stable and a local center-unstable manifold of the…

Dynamical Systems · Mathematics 2015-03-31 Eugen Stumpf
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