Related papers: Lyapunov exponents in a slow environment

A noisy damping parameter in the equation of motion of a nonlinear oscillator renders the fixed point of the system unstable when the amplitude of the noise is sufficiently large. However, the stability diagram of the system can not be…

Motivated by engineering applications such as resource allocation in networks and inventory systems, we consider average-reward Reinforcement Learning with unbounded state space and reward function. Recent works studied this problem in the…

We prove new results regarding the existence, uniqueness, (eventual) boundedness, (total) stability and attractivity of the solutions of a class of initial-boundary-value problems characterized by a quasi-linear third order equation which…

In this article, we consider the nonlinear stochastic partial differential equation of fractional order in both space and time variables with constant initial condition: \begin{equation*}…

We show that any solution of a smooth first order dynamic equation can be made Lyapunov stable at will by the choice of an appropriate time-dependent Riemannian metric.

We study the regularity of Lyapunov exponents for random linear cocycles taking values in $\Mat_m(\R)$ and driven by i.i.d. processes. Under three natural conditions - finite exponential moments, a spectral gap between the top two Lyapunov…

For non-autonomous linear stochastic differential equations (SDEs), we establish that the top Lyapunov exponent is continuous if the coefficients "almost" uniformly converge. For autonomous SDEs, assuming the existence of invariant measures…

For $p\ge 1$ let $\varphi_p(x)=x^2/2$ if $|x|\le 1$ and $\varphi_p(x)=1/p|x|^p-1/p+1/2$ if $|x|>1$. For a random variable $\xi$ let $\tau_{\varphi_p}(\xi)$ denote $\inf\{a\ge 0:\;\forall_{\lambda\in\mathbb{R}}\;…

We study the effects of IID random perturbations of amplitude $\epsilon > 0$ on the asymptotic dynamics of one-parameter families $\{f_a : S^1 \to S^1, a \in [0,1]\}$ of smooth multimodal maps which "predominantly expanding", i.e., $|f'_a|…

We study properties of dilute polymer solutions which are known to depend strongly on polymer elongation. The probability density function (PDF) of polymer end-to-end extensions $R$ in turbulent flows is examined. We demonstrate that if the…

This paper considers a sampling-based approach to stability verification for piecewise continuous nonlinear systems via Lyapunov functions. Depending on the system dynamics, the candidate Lyapunov function and the set of initial states of…

We show that the existence of a non-coercive Lyapunov function is sufficient for uniform global asymptotic stability (UGAS) of infinite-dimensional systems with external disturbances provided the speed of decay is measured in terms of the…

A manifestly relativistically covariant form of the van der Pol oscillator in 1+1 dimensions is studied. We show that the driven relativistic equations, for which $x$ and $t$ are coupled, relax very quickly to a pair of identical decoupled…

In this article, we study the hyperbolic Anderson model in dimension 1, driven by a time-independent rough noise, i.e. the noise associated with the fractional Brownian motion of Hurst index $H \in (1/4,1/2)$. We prove that, with…

We consider a one-dimensional nonlocal nonlinear equation of the form: $\partial_t u = (\Lambda^{-\alpha} u)\partial_x u - \nu \Lambda^{\beta}u$ where $\Lambda =(-\partial_{xx})^{\frac 12}$ is the fractional Laplacian and $\nu\ge 0$ is the…

This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of stationary populations that holds both…

In this note, we study a continuous matrix-valued Anderson-type model. Both leading Lyapounov exponents of this model are proved to be positive and distincts for all energies in $(2,+\infty)$ except those in a discrete set, which leads to…

We consider dissipative dynamical systems represented by a smooth compressible flow in a finite domain. The density evolves according to the continuity (Liouville) equation. For a general, non-degenerate flow the result of the infinite time…

We consider the linear stochastic recursion $x_{i+1} = a_{i}x_{i}+b_{i}$ where the multipliers $a_i$ are random and have Markovian dependence given by the exponential of a standard Brownian motion and $b_{i}$ are i.i.d. positive random…

The deterministic equations describing the dynamics of the atmosphere (and of the climate system) are known to display the property of sensitivity to initial conditions. In the ergodic theory of chaos this property is usually quantified by…