Related papers: On shadowing and Stochastic Stability
Given the significance of physical measures in understanding the complexity of dynamical systems as well as the noisy nature of real-world systems, investigating the stability of physical measures under noise perturbations is undoubtedly a…
The notion of stochastic shadowing property is introduced. Relations to stochastic stability and standard shadowing are studied. Using tent map as an example it is proved that, in contrast to what happens for standard shadowing, there are…
This paper is concerned with the stability analysis of continuous-time switched systems with a random switching signal. The switching signal manifests its characteristics with that the dwell time in each subsystem consists of a fixed part…
We prove stochastic stability of chaotic maps for a general class of Markov random perturbations (including singular ones) satisfying some kind of mixing conditions. One of the consequences of this statement is the proof of Ulam's…
The stability against perturbations of a dynamical system conserving a generalized phase-space volume is studied by exploiting the similarity between statistical physics formalism and that of ergodic theory. A general continuity theorem is…
We investigate the stability properties of discrete and hybrid stochastic nonlinear dynamical systems. More precisely, we extend the stochastic contraction theorems (which were formulated for continuous systems) to the case of discrete and…
We investigate the incremental stability properties of It\^o stochastic dynamical systems. Specifically, we derive a stochastic version of nonlinear contraction theory that provides a bound on the mean square distance between any two…
The stability of solutions to evolution equations with respect to small stochastic perturbations is considered. The stability of a stochastic dynamical system is characterized by the local stability index. The limit of this index with…
We study the notion of stochastic stability with respect to diffusive perturbations for flows with smooth invariant measures. We investigate the question fully for non-singular flows on the circle. We also show that volume-preserving flows…
This work is concerned with the dynamics of a class of slow-fast stochastic dynamical systems with non-Gaussian stable L\'evy noise with a scale parameter. Slow manifolds with exponentially tracking property are constructed, eliminating the…
We propose a mechanism which produces periodic variations of the degree of predictability in dynamical systems. It is shown that even in the absence of noise when the control parameter changes periodically in time, below and above the…
In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the properties are (approximately) constant for some time and then slowly start…
We define the empiric stochastic stability of an invariant measure in the finite-time scenario, the classical definition of stochastic stability. We prove that an invariant measure of a continuous system is empirically stochastically stable…
We prove that the statistical properties of random perturbations of a nonuniformly hyperbolic diffeomorphism are described by a finite number of stationary measures. We also give necessary and sufficient conditions for the stochastic…
We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…
The current series of papers is concerned with stochastic stability of monotone dynamical systems by identifying the basic dynamical units that can survive in the presence of noise interference. In the first of the series, for the…
We study random perturbations of multidimensional piecewise expanding maps. We characterize absolutely continuous stationary measures (acsm) of randomly perturbed dynamical systems in terms of pseudo-orbits linking the ergodic components of…
In this paper, a non-autonomous stochastic logistic system is considered. An interesting result on the effect of stochastically perturbation for the dynamic behavior are obtained. That is, under certain conditions the stochastic system have…
This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…
We establish the conditioned stochastic stability of equilibrium states for H\"older potentials on uniformly hyperbolic sets. While standard stochastic stability characterises measures on attractors, we analyse the statistics of transient…