Related papers: Asymptotic analysis for the generalized Langevin e…
Globally coupled maps (GCMs) are prototypical examples of high-dimensional dynamical systems. Interestingly, GCMs formed by an ensemble of weakly coupled identical chaotic units generically exhibit a hyperchaotic 'turbulent' state. A decade…
We study global asymptotic properties of a continuous time Leslie-Gower food chain model. We construct a Lyapunov function which enables us to establish global asymptotic stability of the unique coexisting equilibrium state.
In this paper, we investigate the asymptotic behaviors of the solutions of nonlinear dynamic systems nearby an equilibrium point, when the nominal parts are subject to non necessarily small perturbations. We show that, under some estimates…
Important problems in causal inference, economics, and, more generally, robust machine learning can be expressed as conditional moment restrictions, but estimation becomes challenging as it requires solving a continuum of unconditional…
We introduce a new class of Fokker-Planck equations associated with an effective generalized thermodynamical framework. These equations describe a gas of Langevin particles in interaction. The free energy can take various forms which can…
The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it…
A classical approach for the analysis of the longtime behavior of Markov processes is to consider suitable Lyapunov functionals like the variance or more generally $\Phi$-entropies. Via purely analytic arguments it can be shown that these…
We propose a new classical approach for describing a system composed of $n$ interacting particles with variable mass connected by a single field with no predefined form ($n$-VMVF systems). Instead of assuming any particular nature or…
The generalized Langevin equation (GLE) is a universal model for particle velocity in a viscoelastic medium. In this paper, we consider the GLE family with fractional memory kernels. We show that, in the critical regime where the memory…
Systems of classical continuous particles in the grand canonical ensemble interacting through purely attractive, yet stable, interactions are defined. By a lattice approximation, FKG ferromagnetic inequalities are shown to hold for such…
We study a Langevin equation for a particle moving in a periodic potential in the presence of viscosity $\gamma$ and subject to a further external field $\alpha$. For a suitable choice of the parameters $\alpha$ and $\gamma$ the related…
We study stability of solutions for a randomly driven and degenerately damped version of the Lorenz '63 model. Specifically, we prove that when damping is absent in one of the temperature components, the system possesses a unique invariant…
Non-Markovian stochastic Langevin-like equations of motion are compared to their corresponding Markovian (local) approximations. The validity of the local approximation for these equations, when contrasted with the fully nonlocal ones, is…
New exact completely closed homogeneous Generalized Master Equations (GMEs), governing the evolution in time of equilibrium two-time correlation functions for dynamic variables of a subsystem of s particles (s<N) selected from N>>1…
We solve the generalized Langevin equation driven by a stochastic force with power-law autocorrelation function. A stationary Markov process has been applied as a model of the noise. However, the resulting velocity variance does not…
In this paper we study the semi-global (approximate) state feedback stabilization of an infinite dimensional quantum stochastic system towards a target state. A discrete-time Markov chain on an infinite-dimensional Hilbert space is used to…
We examine a completely positive and trace preserving evolution of finite dimensional open quantum system, coupled to large environment via periodically modulated interaction Hamiltonian. We derive a corresponding Markovian Master Equation…
The probabilistic description of finite classical systems often leads to linear kinetic equations. A set of physically motivated mathematical requirements is accordingly formulated. We show that it necessarily implies that solutions of such…
In this paper, we extend well-known relationships between global asymptotic controllability, sample stabilizability, and the existence of a control Lyapunov function to a wide class of control systems with unbounded controls, which includes…
Using the framework of Colombeau algebras of generalized functions, we prove the existence and uniqueness results for global generalized solvability of semilinear hyperbolic systems with nonlinear nonlocal boundary conditions. We admit…