Related papers: Detecting random bifurcations via rigorous enclosu…
We consider a stochastic partial differential equation close to bifurcation of pitchfork type, where a one-dimensional space changes its stability. For finite-time Lyapunov exponents we characterize regions depending on the distance from…
The interplay between bifurcations and random switching processes of vector fields is studied. More precisely, we provide a classification of piecewise deterministic Markov processes arising from stochastic switching dynamics near fold,…
A powerful tool for studying long-term convergence of a Markov process to its stationary distribution is a Lyapunov function. In some sense, this is a substitute for eigenfunctions. For a stochastically ordered Markov process on the…
Using the Feigenbaum renormalization group (RG) transformation we work out exactly the dynamics and the sensitivity to initial conditions for unimodal maps of nonlinearity $\zeta >1$ at both their pitchfork and tangent bifurcations. These…
By means of a linear scaling of the variables we convert a singular bifurcation equation in $\R^n$ into an equivalent equation to which the classical implicit function theorem can be directly applied. This allows to deduce the existence of…
This work provides a geometric approach to the study of bifurcation and rate induced transitions in a class of non-autonomous systems referred to herein as $\textit{asymptotically slow-fast systems}$, which may be viewed as 'intermediate'…
We use the uniform semiclassical approximation in order to derive the fidelity decay in the regime of large perturbations. Numerical computations are presented which agree with our theoretical predictions. Moreover, our theory allows to…
The dependence of the Lyapunov exponent on the closeness parameter, $\epsilon$, in tangent bifurcation systems is investigated. We study and illustrate two averaging procedures for defining Lyapunov exponents in such systems. First, we…
Techniques from numerical bifurcation theory are very useful to study transitions between steady fluid flow patterns and the instabilities involved. Here, we provide computational methodology to use parameter continuation in determining…
The understanding and prediction of sudden changes in flow patterns is of paramount importance in the analysis of geophysical flows as these rare events relate to critical phenomena such as atmospheric blocking, the weakening of the Gulf…
The rate function for large deviations of the finite time Lyapunov exponent for the derived process in TM corresponding to a stochastic differential equation in M is related, via the Gartner-Ellis theorem, to the p-th moment Lyapunov…
These lectures focus on bifurcation analysis as a tool for studying phase transitions that occur in models of liquid-crystalline systems. We show how this approach bridges the gap between the phenomenological Landau theory and the --- often…
Finite-time Lyapunov exponents and vectors are used to define and diagnose boundary-layer type, two-timescale behavior in the tangent linear dynamics and to determine the associated manifold structure in the flow of a finite-dimensional…
We discuss the irreversibility, nonlocality, and fluctuations, as well as the Lyapunov and hydrodynamic instabilities characterizing atomistic, smooth-particle, and finite-difference solutions of the two-dimensional Rayleigh-B\'enard…
The bifurcation transition is studied for the onset of intermittency analogous to the Pomeau-Manneville mechanism of type-I, but generalized for the presence of a quasiperiodic external force. The analysis is concentrated on the…
This work presents a review of previous articles dealing with an original turbulence theory proposed by the author, and provides new theoretical insights into some related issues. The new theoretical procedures and methodological approaches…
The goal of this paper is twofold. In the first part we discuss a general approach to determine Lyapunov exponents from ensemble- rather than time-averages. The approach passes through the identification of locally stable and unstable…
We establish an existence result of a solution to a class of probability measure-valued equations, whose solutions can be associated with stationary distributions of many McKean-Vlasov diffusions with gradient-type drifts. Coefficients of…
We rigorously show that dissipatively driven Frenkel-Kontorova models with either uniform or time-periodic driving asymptotically synchronize for a wide range of initial conditions. The main tool is a new Lyapunov function, as well as a 2D…
We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and…