Related papers: On shadowing and Stochastic Stability
This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…
We investigate instabilities in a stochastic mathematical model of cochlear dynamics. The cochlea is modeled as a spatio-temporal dynamical system made up of a spatially distributed array of coupled oscillators, together with the cochlear…
We study transient patterns appearing in a class of SPDE using the framework of quasi-stationary and quasi-ergodic measures. In particular, we prove the existence and uniqueness of quasi-stationary and quasi-ergodic measures for a class of…
We continue our study of the problem of mixing for a class of PDEs with very degenerate noise. As we established earlier, the uniqueness of stationary measure and its exponential stability in the dual-Lipschitz metric holds under the…
In this paper, we investigate the limiting dynamics of invariant measures of the stochastic Landau-Lifshitz-Bloch equation driven by the Stratonovich noise defined on the entire space $\R^2$. We first prove the set of all invariant measures…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
Let $(X,T)$ be a compact dynamical system. This article proves that if $(X,T)$ has the partial specification property, then it has the average shadowing property. It is also proven that if $(X,T)$ is surjective and has the partial…
We present a class of systems for which the signal-to-noise ratio always increases when increasing the noise and diverges at infinite noise level. This new phenomenon is a direct consequence of the existence of a scaling law for the…
We present a theoretical framework for characterizing incremental stability of nonlinear stochastic systems perturbed by compound Poisson shot noise and finite-measure L\'{e}vy noise. For each noise type, we compare trajectories of the…
We consider a slow passage through a point of loss of stability. If the passage is sufficiently slow, the dynamics are controlled by additive random disturbances, even if they are extremely small. We derive expressions for the `exit value'…
It is proved that to every invariant measure of a compact dynamical system one can associate a certain asymptotic pseudo orbit such that any point asymptotically tracing in average that pseudo orbit is generic for the measure. It follows…
We are interested in understanding stability (almost sure boundedness) of stochastic approximation algorithms (SAs) driven by a `controlled Markov' process. Analyzing this class of algorithms is important, since many reinforcement learning…
We study equilibrium selection for invariant measures of stochastic dynamical systems with constant step size, under persistent noise and minimal moment assumptions, in a general quasi-Feller framework. Such dynamics arise in…
We investigate the asymptotic behavior of probability measures associated with stochastic dynamical systems featuring either globally contracting or $B_{r}$-contracting drift terms. While classical results often assume constant diffusion…
A parabolic stochastic PDE is studied analytically and numerically, when a bifurcation parameter is slowly increased through its critical value. The aim is to understand the effect of noise on delayed bifurcations in systems with spatial…
This paper is concerned with the study of the stability of dynamical systems evolving on time scales. We first {formalize the notion of matrix measures on time scales, prove some of their key properties and make use of this notion to study…
We study the stochastic dynamics of a particle with two distinct motility states. Each one is characterized by two parameters: one represents the average speed and the other represents the persistence quantifying the tendency to maintain…
Considering stationary states of continuous-variable systems undergoing an open dynamics, we unveil the connection between properties and symmetries of the latter and the dynamical parameters. In particular, we explore the relation between…
This paper investigates the stability properties and performance of super-twisting sliding-mode control loops subject to periodic perturbations. Although there exist conditions on the control gains that guarantee finite-time stability of…
We consider a discrete time dynamic system described by a difference equation with periodic coefficients and with additive stochastic noise. We investigate the possibility of the periodicity for the solution. In particular, we found…