Related papers: Intermittency Phenomena for Mass Distributions of …
In this article we study (possibly degenerate) stochastic differential equations (SDE) with irregular (or discontiuous) coefficients, and prove that under certain conditions on the coefficients, there exists a unique almost everywhere…
For a product of i.i.d. random maps or a memoryless stochastic flow on a compact space $X$, we find conditions under which the presence of locally asymptotically stable trajectories (e.g. as given by negative Lyapunov exponents) implies…
Delattre et al. (2013) considered a system of stochastic differential equations (SDEs) in a random effects setup. Under the independent and identical (iid) situation, and assuming normal distribution of the random effects, they established…
A novel model of intermittency is presented in which the dynamics of the rates of energy transfer between successive steps in the energy cascade is described by a hierarchy of stochastic differential equations. The probability distribution…
Empirically defining some constant probabilistic orbits of f(x) and g(x) iterated high-order functions, the stability of these functions in possible entangled interaction dynamics of the environment through its orbit's connectivity (open…
We consider a discrete-time system of n coupled random vectors, a.k.a. interacting particles. The dynamics involve a vanishing step size, some random centered perturbations, and a mean vector field which induces the coupling between the…
We study the concentration phenomenon for discrete-time random dynamical systems with an unbounded state space. We develop a heuristic approach towards obtaining exponential concentration inequalities for dynamical systems using an entirely…
Superpositions of Ornstein-Uhlenbeck type (supOU) processes provide a rich class of stationary stochastic processes for which the marginal distribution and the dependence structure may be modeled independently. We show that they can also…
The rate of change of entropy $\dot S$ is measured for a system of particles floating on the surface of a fluid maintained in a turbulent steady state. The resulting coagulation of the floaters allows one to relate $\dot S$ to the velocity…
We establish that the entropy production rate of a classically chaotic Hamiltonian system coupled to the environment settles, after a transient, to a meta-stable value given by the sum of positive generalized Lyapunov exponents. A…
We consider statistical inference for a class of dynamic mixed-effect models described by stochastic differential equations whose drift and diffusion coefficients simultaneously depend on fixed- and random-effect parameters. Assuming that…
We show that under certain simple assumptions on the topology (structure) of networks of strongly interacting chaotic elements a phenomenon of long range action takes place, namely that the asymptotic (as time goes to infinity) dynamics of…
We consider particles suspended in a randomly stirred or turbulent fluid. When effects of the inertia of the particles are significant, an initially uniform scatter of particles can cluster together. We analyse this 'unmixing' effect by…
A new type of intermittent behavior is described to occur near the boundary of phase synchronization regime of coupled chaotic oscillators. This mechanism, called ring intermittency, arises for sufficiently high initial mismatches in the…
We report a numerical investigation of the fluctuations of the Lyapunov exponent of a two dimensional non-interacting disordered system. While the ratio of the mean to the variance of the Lyapunov exponent is not constant, as it is in one…
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…
Intermittency (externally induced) in the two-dimensional (2D) enstrophy cascade is shown to be able to maintain a finite enstrophy along with a vorticity conservation anomaly. Intermittency mechanisms of three-dimensional (3D) energy…
The statistics of signal increments are commonly used in order to test for possible intermittent properties in experimental or synthetic data. However, for signals with steep power spectra [i.e., $E(\omega) \sim \omega^{-n}$ with $n \geq…
Intrinsic instability of trajectories characterizes chaotic dynamical systems. We report here that trajectories can exhibit a surprisingly high degree of stability, over a very long time, in a chaotic dynamical system. We provide a detailed…
We study asymptotic stability of continuous-time systems with mode-dependent guaranteed dwell time. These systems are reformulated as special cases of a general class of mixed (discrete-continuous) linear switching systems on graphs, in…