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We consider deterministic homogenization (convergence to a stochastic differential equation) for multiscale systems of the form \[ x_{k+1} = x_k + n^{-1} a_n(x_k,y_k) + n^{-1/2} b_n(x_k,y_k), \quad y_{k+1} = T_n y_k, \] where the fast…

Dynamical Systems · Mathematics 2022-07-19 Alexey Korepanov , Zemer Kosloff , Ian Melbourne

We consider deterministic homogenization for discrete-time fast-slow systems of the form $$ X_{k+1} = X_k + n^{-1}a_n(X_k,Y_k) + n^{-1/2}b_n(X_k,Y_k)\;, \quad Y_{k+1} = T_nY_k\;$$ and give conditions under which the dynamics of the slow…

Probability · Mathematics 2023-03-23 Ilya Chevyrev , Peter K. Friz , Alexey Korepanov , Ian Melbourne , Huilin Zhang

Consider a fast-slow system of ordinary differential equations of the form $\dot x=a(x,y)+\varepsilon^{-1}b(x,y)$, $\dot y=\varepsilon^{-2}g(y)$, where it is assumed that $b$ averages to zero under the fast flow generated by $g$. We give…

Probability · Mathematics 2017-09-01 David Kelly , Ian Melbourne

Consider a nonuniformly hyperbolic map $ T $ modelled by a Young tower with tails of the form $ O(n^{-\beta}) $, $ \beta>2 $. We prove optimal moment bounds for Birkhoff sums $ \sum_{i=0}^{n-1}v\circ T^i $ and iterated sums $ \sum_{0\le…

Dynamical Systems · Mathematics 2022-02-16 Nicholas Fleming Vázquez

We consider deterministic fast-slow dynamical systems on $\mathbb{R}^m\times Y$ of the form \[ \begin{cases} x_{k+1}^{(n)} = x_k^{(n)} + n^{-1} a(x_k^{(n)}) + n^{-1/\alpha} b(x_k^{(n)}) v(y_k)\;,\quad y_{k+1} = f(y_k)\;, \end{cases} \]…

Dynamical Systems · Mathematics 2020-10-30 Ilya Chevyrev , Peter K. Friz , Alexey Korepanov , Ian Melbourne

A fast convergence in a fixed-time of solutions of nonlinear dynamical systems, for which special requirements are satisfied on the derivative of a quadratic function calculated along the solutions of the system, is proposed. The conditions…

Systems and Control · Electrical Eng. & Systems 2025-12-24 Igor B. Furtat

Recovering properties of correlation functions is typically challenging. On one hand, experimentally, it requires measurements with a temporal resolution finer than the system's dynamics. On the other hand, analytical or numerical analysis…

Quantum Physics · Physics 2025-07-14 Wojciech Górecki , Simone Felicetti , Lorenzo Maccone , Roberto Di Candia

In this paper we study coupled fast-slow ordinary differential equations (ODEs) with small time scale separation parameter $\epsilon$ such that, for every fixed value of the slow variable, the fast dynamics are sufficiently chaotic with…

Dynamical Systems · Mathematics 2021-05-19 Maximilian Engel , Marios-Antonios Gkogkas , Christian Kuehn

A general sufficient condition for the convergence of subsequences of solutions of non-autonomous, nonlinear difference equations and systems is obtained. For higher order equations the delay sizes and patterns play essential roles in…

Dynamical Systems · Mathematics 2017-07-25 H. Sedaghat

We consider the finite-time stabilization of homogeneous quasilinear hyperbolic systems with one side controls and with nonlinear boundary condition at the other side. We present time-independent feedbacks leading to the finite-time…

Optimization and Control · Mathematics 2020-05-28 Jean-Michel Coron , Hoai-Minh Nguyen

In this paper we study the deterministic and stochastic homogenisation of free-discontinuity functionals under \emph{linear} growth and coercivity conditions. The main novelty of our deterministic result is that we work under very general…

Analysis of PDEs · Mathematics 2021-01-13 Filippo Cagnetti , Gianni Dal Maso , Lucia Scardia , Caterina Ida Zeppieri

We introduce a formalism for time-dependent correlation functions for systems whose evolutions are governed by non-Hermitian Hamiltonians of general type. It turns out that one can define two different types of time correlation functions.…

Quantum Physics · Physics 2016-10-21 Alessandro Sergi , Konstantin G. Zloshchastiev

This paper studies homogenization of stochastic differential systems. The standard example of this phenomenon is the small mass limit of Hamiltonian systems. We consider this case first from the heuristic point of view, stressing the role…

Mathematical Physics · Physics 2018-08-16 Jeremiah Birrell , Jan Wehr

The paper studies homogenization problem for a non-autonomous parabolic equation with a large random rapidly oscillating potential in the case of one dimensional spatial variable. We show that if the potential is a statistically homogeneous…

Analysis of PDEs · Mathematics 2013-05-16 E. Pardoux , A. Piatnitski

Dynamical response functions are standard tools for probing local physics near the equilibrium. They provide information about relaxation properties after the equilibrium state is weakly perturbed. In this paper we focus on systems which…

Statistical Mechanics · Physics 2020-07-08 Marko Medenjak , Tomaz Prosen , Lenart Zadnik

We derive a variational expression for the correlation time of physical observables in steady-state diffusive systems. As a consequence of this variational expression, we obtain lower bounds on the correlation time, which provide speed…

Statistical Mechanics · Physics 2023-03-24 Andreas Dechant , Jerome Garnier-Brun , Shin-ichi Sasa

We prove statistical limit laws for sequences of Birkhoff sums of the type $\sum_{j=0}^{n-1}v_n\circ T_n^j$ where $T_n$ is a family of nonuniformly hyperbolic transformations. The key ingredient is a new martingale-coboundary decomposition…

Dynamical Systems · Mathematics 2018-05-09 A. Korepanov , Z. Kosloff , I. Melbourne

We obtain the first results on convergence rates in the Prokhorov metric for the weak invariance principle (functional central limit theorem) for deterministic dynamical systems. Our results hold for uniformly expanding/hyperbolic (Axiom A)…

Dynamical Systems · Mathematics 2021-07-28 Marios Antoniou , Ian Melbourne

The correlation functions for a strongly correlated exactly solvable one-dimensional boson system on a finite chain as well as in the thermodynamic limit are calculated explicitly. This system which we call the phase model is the strong…

solv-int · Physics 2009-10-30 N. M. Bogoliubov , A. G. Izergin , N. A. Kitanine

We introduce "local uncertainty relations" in thermal many body systems. Using these relations, we derive basic bounds. These results include the demonstration of universal non-relativistic speed limits (regardless of interaction range),…

Quantum Physics · Physics 2022-07-14 Zohar Nussinov , Saurish Chakrabarty
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