Related papers: Invariant Measure for Neutral Stochastic Functiona…

Approximating the invariant measure and the expectation of the functionals for parabolic stochastic partial differential equations (SPDEs) with non-globally Lipschitz coefficients is an active research area and is far from being well…

In this paper we study the existence of densities for strongly degenerate stochastic differential equations whose coefficients depend on time and are not globally Lipschitz. In these models neither local ellipticity nor the strong…

We introduce a class of dynamical systems having an invariant measure, the modifications of well known systems on Lie groups: LR and L+R systems. As an example, we study modified Veselova nonholonomic rigid body problem, considered as a…

The intent of this short note is to extend real valued Lipschitz functions on metric spaces, while locally preserving the asymptotic Lipschitz constant. We then apply this results to give a simple and direct proof of the fact that Sobolev…

Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…

The aim of this paper is to study the dynamical behavior of non-autonomous stochastic lattice systems with Markovian switching. We first show existence of an evolution system of measures of the stochastic system. We then study the pullback…

We prove the invariance of the Gibbs measure for the defocusing quintic nonlinear Schr\"odinger equation on the real line. This builds on earlier work by Bourgain, who treated the cubic nonlinearity. The key new ingredient is a growth…

We provide a Hamiltonian analysis of the Mixmaster Universe dynamics showing the covariant nature of its chaotic behavior with respect to any choice of time variable. We construct the appropriate invariant measure for the system (which…

We study the long-time behaviour of a stochastic Allen-Cahn-Navier-Stokes system modelling the dynamics of binary mixtures of immiscible fluids. The model features two stochastic forcings, one on the velocity in the Navier-Stokes equation…

In this article, we study stochastic partial differential equations with two reflecting walls, driven by space-time white noise with non-constant diffusion coefficients under periodic boundary conditions. The existence and uniqueness of…

The existence of the unique strong solution for a class of stochastic differential equations with non-Lipschitz coefficients was established recently. In this paper, we shall investigate the dependence with respect to the initial values. We…

\textit{Non-statistical dynamics} are those for which a set of points with positive measure (w.r.t. a reference probability measure which is in most examples the Lebesgue on a manifold) do not have a convergent sequence of empirical…

This paper studies limit measures of stationary measures of stochastic ordinary differential equations on the Euclidean space and tries to determine which invariant measures of an unperturbed system will survive. Under the assumption for…

The paper interprets the cubic nonlinear Schr\"odinger equation as a Hamiltonian system with infinite dimensional phase space. There is a Gibbs measure which is invariant under the flow associated with the canonical equations of motion. The…

In an earlier work made by the first author with J. Turi (Degenerate Dirichlet Problems Related to the Invariant Measure of Elasto-Plastic Oscillators, AMO, 2008), the solution of a stochastic variational inequality modeling an…

In this paper we describe invariant geometrical ~structures in the phase space of the Swift-Hohenberg equation in a neighborhood of its periodic stationary states. We show that in spite of the fact that these states are only marginally…

We study the transport properties of the Gaussian measures on Sobolev spaces under the dynamics of the two-dimensional defocusing cubic nonlinear wave equation (NLW). Under some regularity condition, we prove quasi-invariance of the…

For stochastic differential equations (SDEs) with Markovian switching, whose drift and diffusion coefficients are allowed to contain superlinear terms, the backward Euler-Maruyama (BEM) method is proposed to approximate the invariant…

This article addresses a new class of fractional nonlocal neutral stochastic differential system of order 1<q<2 including non-instantaneous impulses(NIIs) and state-dependent delay(SDD) with the Poisson jumps and the Wiener process in…

We study a compactification of the space of invariant probability measures for a transitive countable Markov shift. We prove that it is affine homeomorphic to the Poulsen simplex. Furthermore, we establish that, depending on a combinatorial…