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We first investigate the structure of the systems derived from the gPC based stochastic Galerkin method for the nonlinear hyperbolic systems with random inputs. This method adopts a generalized Polynomial Chaos (gPC) approximations in the…
We investigate the asymptotic behaviour of a reduced {\alpha}{\Omega}-dynamo model of magnetic field generation in spiral galaxies where fluctuation in the {\alpha}-effect results in a system with state-dependent stochastic perturbations.…
We consider an inhomogeneous linear Boltzmann equation, with an external confining potential. The collision operator is a simple relaxation toward a local Maxwellian, therefore without diffusion. We prove the exponential time decay toward…
We discuss several numerical methods for calculating Lyapunov exponents (a quantitative measure of chaos) in systems of ordinary differential equations. We pay particular attention to constrained systems, and we introduce a variety of…
Motivated by the experimental accessibility of rare $B$ decays in the ongoing and planned experiments, we propose to undertake a model-independent analysis of the inclusive decay rates and distributions in the processes \bgamaxs~ and \Bsell…
The long-time evolution of decaying homogeneous turbulence is a fundamental building block of the subject. We investigate the problem by using a comprehensive suite of Direct Numerical Simulations. The simulations cover initial Taylor…
We consider generalized linear stochastic dynamical systems with second-order state transition matrices. The entries of the matrix are assumed to be either independent and exponentially distributed or equal to zero. We give an overview of…
In this paper we are concerned with the stability of equilibrium solutions of periodic Hamiltonian systems with one degree of freedom in the case of degeneracy, which means that the characteristic exponents of the linearized system have…
In this paper we study the semi-global (approximate) state feedback stabilization of an infinite dimensional quantum stochastic system towards a target state. A discrete-time Markov chain on an infinite-dimensional Hilbert space is used to…
We claim that looking at probability distributions of \emph{finite time} largest Lyapunov exponents, and more precisely studying their large deviation properties, yields an extremely powerful technique to get quantitative estimates of…
This paper presents a novel model order reduction framework tailored for fully nonlinear stochastic dynamics without lifting them to quadratic systems and without using linearization techniques. By directly leveraging structural properties…
It is well know that for globally contractive autonomous systems, there exists a unique equilibrium and the distance to the equilibrium evaluated along any trajectory decreases exponentially with time. We show that, additionally, the…
Bipartite ranking is an important supervised learning problem; however, unlike regression or classification, it has a quadratic dependence on the number of samples. To circumvent the prohibitive sample cost, many recent work focus on…
We study nonzero-sum stochastic games for continuous time Markov decision processes on a denumerable state space with risk-sensitive ergodic cost criterion. Transition rates and cost rates are allowed to be unbounded. Under a Lyapunov type…
In this work, the multiplier method is extended to obtain a general lower bound of the exponential decay rate in terms of the physical parameters for port-Hamiltonian systems in one space dimension with boundary dissipation. The physical…
We study the quantitative simplicity of the Lyapunov spectrum of $d$-dimensional bounded matrix cocycles subjected to additive random perturbations. In dimensions 2 and 3, we establish explicit lower bounds on the gaps between consecutive…
In this paper we consider the global qualitative properties of a stochastically perturbed logistic model of population growth. In this model, the stochastic perturbations are assumed to be of the white noise type and are proportional to the…
Kingman's model describes the evolution of a one-locus haploid population of infinite size and discrete generations under the competition of selection and mutation. A random generalisation has been made in a previous paper which assumes all…
We compute the Lyapunov spectrum and the Kolmogorov-Sinai entropy for a moving particle placed in a dilute, random array of hard disk or hard sphere scatterers - i.e. the dilute Lorentz gas model. This is carried out in two ways: First we…
This paper studies structured products of real matrices for which the top Lyapunov exponent can be accessed by reducing the dynamics to an amenable generalization of upper triangular matrices. Exploiting prescribed zero patterns (including…