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Based on the classical probability, the stability criteria for stochastic differential delay equations (SDDEs) where their coefficients are either linear or nonlinear but bounded by linear functions have been investigated intensively.…

Optimization and Control · Mathematics 2020-04-29 Chen Fei , Weiyin Fei , Xuerong Mao , Litan Yan

In this paper, stability theorems for stochastic differential equations and backward stochastic differential equations driven by G-Brownian motion are obtained. We show the existence and uniqueness of solutions to forward-backward…

Probability · Mathematics 2011-05-24 Defei Zhang

We study asymptotically compact nonautonomous dynamical systems given by abstract cocycles in Banach spaces. Our main assumptions are given by a squeezing property in a quadratic cone field (given by a family of indefinite quadratic…

Dynamical Systems · Mathematics 2022-05-30 Mikhail Anikushin

We prove a version of pointwise Ergodic Theorem for non-stationary random dynamical systems. Also, we discuss two specific examples where the result is applicable: non-stationary iterated function systems and non-stationary random matrix…

Dynamical Systems · Mathematics 2023-05-10 Anton Gorodetski , Victor Kleptsyn

In this paper, we consider a class of evolution equations driven by finite-dimensional $\gamma$-H\"{o}lder rough paths, where $\gamma\in(1/3,1/2]$. We prove the global-in-time solutions of rough evolution equations(REEs) in a sutiable…

Probability · Mathematics 2022-09-27 Hongyan Ma , Hongjun Gao

This article deals with invariant manifolds for infinite dimensional random dynamical systems with different time scales. Such a random system is generated by a coupled system of fast-slow stochastic evolutionary equations. Under suitable…

Probability · Mathematics 2013-07-29 Hongbo Fu , Xianming Liu , Jinqiao Duan

Differential equations with state-dependent delays define a semiflow of continuously differentiable solution operators in general only on an associated submanifold of the Banach space $C^1([-h,0],\mathbb{R}^n)$. We extend a recent result on…

Dynamical Systems · Mathematics 2023-10-20 Hans-Otto Walther

This paper studies the local stable and unstable manifolds of equilibria for quasilinear and fully nonlinear PDEs. These manifolds are fundamental objects in the analysis of local dynamics. While their existence is well understood for ODEs,…

Analysis of PDEs · Mathematics 2026-02-23 Jalal Shatah , Chongchun Zeng

We present a theorem that allows to simplify linear stability analysis of periodic and quasiperiodic nonlinear regimes in N-particle mechanical systems (both conservative and dissipative) with different kinds of discrete symmetry. This…

Pattern Formation and Solitons · Physics 2009-11-11 G. M. Chechin , K. G. Zhukov

Strongly nonlinear flows, which commonly arise in geophysical and engineering turbulence, are characterized by persistent and intermittent energy transfer between various spatial and temporal scales. These systems are difficult to model and…

Dynamical Systems · Mathematics 2022-01-25 Hassan Arbabi , Themistoklis Sapsis

In this paper, we establish a result for existence and uniqueness of stochastic differential equations on Riemannian manifolds, for regular inhomogeneous tensor coefficients with stochastic drift, under geometrical hypothesis on the…

Probability · Mathematics 2025-05-07 Matthias Rakotomalala

The main objective of this article is to derive a mathematical theory associated with the nonlinear stability and dynamic transitions of the basic shear flows associated with baroclinic instability, which plays a fundamental role in the…

Atmospheric and Oceanic Physics · Physics 2017-05-24 Ming Cai , Marco Hernandez , KiahWah Ong , Shouhong Wang

In this article we study (possibly degenerate) stochastic differential equations (SDE) with irregular (or discontiuous) coefficients, and prove that under certain conditions on the coefficients, there exists a unique almost everywhere…

Probability · Mathematics 2009-08-18 Xicheng Zhang

A general invariant manifold theorem is needed to study the topological classes of smooth dynamical systems. These classes are often invariant under renormalization. The classical invariant manifold theorem cannot be applied, because the…

Dynamical Systems · Mathematics 2019-08-20 M. Martens , L. Palmisano

Multiscale stochastic dynamical systems have been widely adopted to a variety of scientific and engineering problems due to their capability of depicting complex phenomena in many real world applications. This work is devoted to…

Machine Learning · Statistics 2024-01-02 Lingyu Feng , Ting Gao , Min Dai , Jinqiao Duan

Existence and uniqueness theorems for quantum stochastic differential equations with nontrivial initial conditions are proved for coefficients with completely bounded columns. Applications are given for the case of finite-dimensional…

Operator Algebras · Mathematics 2011-01-04 J. Martin Lindsay , Adam G. Skalski

In the present paper, we consider random invariant densities and the mean ergodic theorem for Markov operator cocycles which are applicable to quenched type random dynamical systems. We give necessary and sufficient conditions for the…

Dynamical Systems · Mathematics 2022-07-27 Fumihiko Nakamura , Hisayoshi Toyokawa

We consider a nonlinear stochastic differential equation driven by an $\alpha$-stable L\'{e}vy process ($1<\alpha<2$). We first obtain some regularity results for the probability density of its invariant measure via establishing the a…

Probability · Mathematics 2020-08-17 Qi Zhang , Jinqiao Duan

We obtain a local stable manifold theorem for perturbations of nonautonomous linear difference equations possessing a very general type of nonuniform dichotomy, possibly with different growth rates in the uniform and nonuniform parts. We…

Dynamical Systems · Mathematics 2011-05-12 António J. G. Bento , César M. Silva

This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…

Probability · Mathematics 2019-05-02 Adrian N. Bishop , Pierre Del Moral