English
Related papers

Related papers: A dynamical theory for singular stochastic delay d…

200 papers

A non-perturbative approach to the time-averaging of nonlinear, autonomous ODE systems is developed based on invariant manifold methodology. The method is implemented computationally and applied to model problems arising in the mechanics of…

Numerical Analysis · Mathematics 2009-11-11 Amit Acharya , Aarti Sawant

The aim of the paper is to present various asymptotic behaviors of skew-evolution semiflows in Banach spaces, as exponential decay, instability, exponential in- stability and integral instability. Relations between these asymptotic…

Classical Analysis and ODEs · Mathematics 2008-01-23 Codruţa Stoica

We obtain global and local theorems on the existence of invariant manifolds for perturbations of non autonomous linear difference equations assuming a very general form of dichotomic behavior for the linear equation. The results obtained…

Dynamical Systems · Mathematics 2012-10-01 António J. G. Bento , César M. Silva

Assuming the existence of a general nonuniform dichotomy for the evolution operator of a non-autonomous ordinary linear differential equation in a Banach space, we establish the existence of invariant stable manifolds for the semiflow…

Dynamical Systems · Mathematics 2009-06-01 António J. G. Bento , César Silva

A nonlinear stochastic differential equation with the order of nonlinearity higher than one, with several discrete and distributed delays and time varying coefficients is considered. It is shown that the sufficient conditions for…

Probability · Mathematics 2018-10-25 Leonid Shaikhet

We consider linear cocycles taking values in $\textup{SL}_d(\mathbb{R})$ driven by homeomorphic transformations of a smooth manifold, in discrete and continuous time. We show that any discrete-time cocycle can be extended to a…

Dynamical Systems · Mathematics 2026-01-21 Robin Chemnitz , Maximilian Engel , Péter Koltai

In this manuscript using the asymptotic method of multiscale nonlinear theory we construct a nonlinear theory of the appearance of large-scale structures in the stratified conductive medium with the presence of small-scale oscillations of…

Earth and Planetary Astrophysics · Physics 2016-12-30 M. I. Kopp , A. V. Tur , V. V. Yanovsky

We introduce a nonlinear stochastic model reduction technique for high-dimensional stochastic dynamical systems that have a low-dimensional invariant effective manifold with slow dynamics, and high-dimensional, large fast modes. Given only…

Machine Learning · Statistics 2023-10-25 Felix X. -F. Ye , Sichen Yang , Mauro Maggioni

We integrate in closed implicit form the Navier-Stokes equations for an incompressible fluid and the kinematical dynamo equation, in smooth manifolds and Euclidean space. This integration is carried out by applying Stochastic Differential…

Mathematical Physics · Physics 2007-05-23 Diego L. Rapoport

In this work, we shall consider the existence and uniqueness of stationary solutions to stochastic partial functional differential equations with additive noise in which a neutral type of delay is explicitly presented. We are especially…

Probability · Mathematics 2017-07-26 Kai Liu

We study invariance and monotonicity properties of Kunita-type stochastic differential equations in $\RR^d$ with delay. Our first result provides sufficient conditions for the invariance of closed subsets of $\RR^d$. Then we present a…

Probability · Mathematics 2012-01-06 Igor Chueshov , Michael Scheutzow

We review opportunities for stochastic geometric mechanics to incorporate observed data into variational principles, in order to derive data-driven nonlinear dynamical models of effects on the variability of computationally resolvable…

Chaotic Dynamics · Physics 2018-06-28 François Gay-Balmaz , Darryl D. Holm

We provide explicit conditions for uniform stability, global asymptotic stability and uniform exponential stability for dynamic equations with a single delay and a nonnegative coefficient. Some examples on nonstandard time scales are also…

Dynamical Systems · Mathematics 2019-02-21 Elena Braverman , Basak Karpuz

The dynamics of rough differential equations (RDEs) has recently received a lot of interest. For example, the existence of local random center manifolds for RDEs has been established. In this work, we present an approximation for local…

Probability · Mathematics 2025-10-02 Alexandra Blessing , Dennis Rudik

This article establishes the foundation for a new theory of invariant/integral manifolds for non-autonomous dynamical systems. Current rigorous support for dimensional reduction modelling of slow-fast systems is limited by the rare events…

Dynamical Systems · Mathematics 2022-06-01 A. J. Roberts

This paper focuses on time-varying delayed stochastic differential systems with stochastically switching parameters formulated by a unified switching behavior combining a discrete adapted process and a Cox process. Unlike prior studies…

Dynamical Systems · Mathematics 2024-01-30 Xinyu Wu , Zidong Wang , Wenlian Lu

This paper investigates the stability properties of a nonlinear fractional differential equation with two discrete delays and a delay-dependent coefficient. Such equations arise in various biological and control systems where temporal…

Dynamical Systems · Mathematics 2026-03-12 Pragati Dutta , Sachin Bhalekar

In this paper we provide necessary and sufficient conditions for invariance of finite dimensional submanifolds for rough differential equations (RDEs) with values in a Banach space. Furthermore, we apply our findings to the particular…

Probability · Mathematics 2025-11-21 Stefan Tappe

Backward stochastic differential equations (BSDEs) in the sense of Pardoux-Peng [Backward stochastic differential equations and quasilinear parabolic partial differential equations, Lecture Notes in Control and Inform. Sci., 176, 200--217,…

Probability · Mathematics 2010-08-03 Joscha Diehl , Peter Friz

We develop a tool in order to analyse the dynamics of differentiable flows with singularities. It provides an abstract model for the local dynamics that can be used in order to control the size of invariant manifolds. This work is the first…

Dynamical Systems · Mathematics 2023-11-23 Sylvain Crovisier , Dawei Yang