Related papers: Analytic proof of multivariate stable local large …
We consider non-degenerate SDEs with a $\beta$-Holder continuous and bounded drift term and driven by a Levy noise $L$ which is of $\alpha$-stable type. If $\alpha \in [1,2)$ and $\beta \in (1 - \frac{\alpha}{2},1) $ we show pathwise…
This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…
We prove pathwise large deviation principles of slow variables in slow-fast systems in the limit of time-scale separation tending to infinity. In the limit regime we consider, the convergence of the slow variable to its deterministic limit…
This paper studies large deviations of a ``fully coupled" finite state mean-field interacting particle system in a fast varying environment. The empirical measure of the particles evolves in the slow time scale and the random environment…
We present a linear stability analysis of stationary states (or fixed points) in large dynamical systems defined on random directed graphs with a prescribed distribution of indegrees and outdegrees. We obtain two remarkable results for such…
A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…
We study analytically giant fluctuations and temporal intermittency in a stochastic one-dimensional model with diffusion and aggregation of masses in the bulk, along with influx of single particles and outflux of aggregates at the…
This paper studies the stabilization for a kind of linear and impulse control systems in finite-dimensional spaces, where impulse instants appear periodically. We present several characterizations on the stabilization; show how to design…
We establish the Level-1 and Level-3 Large Deviation Principles (LDPs) for invariant measures on shift spaces over finite alphabets under very general decoupling conditions for which the thermodynamic formalism does not apply. Such…
Stochastic non-local conservation law equation in the presence of discontinuous flux functions is considered in an $L^{1}\cap L^{2}$ setting. The flux function is assumed bounded and integrable (spatial variable). Our result is to prove…
This paper introduces coordinate-independent methods for analysing multiscale dynamical systems using numerical techniques based on the transfer operator and its adjoint. In particular, we present a method for testing whether an arbitrary…
This paper considers the question of the rate of convergence to ${\alpha}$- stable laws, using arguments based on the Zolotarev distance to prove bounds. We provide a rate of convergence to ${\alpha}$-stable random variable where 1 <…
We present a unified approach for qualitative and quantitative analysis of stability and instability dynamics of positive bright solitons in multi-dimensional focusing nonlinear media with a potential (lattice), which can be periodic,…
In this paper, we study the large deviation principle of invariant measures of stochastic reaction-diffusion lattice systems driven by multiplicative noise. We first show that any limit of a sequence of invariant measures of the stochastic…
We develop foundational aspects of stability theory in affine logic. On the one hand, we prove appropriate affine versions of many classical results, including definability of types, existence of non-forking extensions, and other…
Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…
We establish the large deviation principle for the slow variables in slow-fast dynamical system driven by both Brownian noises and L\'evy noises. The fast variables evolve at much faster time scale than the slow variables, but they are…
In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…
Control of multistable dynamical system has important applications, from physics to biology. Here, we attack this problem from the perspective of local sensitivity analysis. We develop sensitivity rules to control properties of…
We prove global-local mixing for a large class of dynamical systems with infinite invariant measure. In particular, we treat intermittent maps including maps with multiple neutral fixed points, nonMarkovian intermittent maps, and…