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We propose a second order differential calculus to analyze the regularity and the stability properties of the distribution semigroup associated with McKean-Vlasov diffusions. This methodology provides second order Taylor type expansions…

Probability · Mathematics 2020-01-07 M Arnaudon , P del Moral

Dynamics of the driven Frenkel-Kontorova model with asymmetric deformable substrate potential is examined by analyzing response function, the largest Lyapunov exponent and Poincar\'{e} sections for two neighboring particles. The obtained…

We consider a generic diffusion on the 1D torus and give a simple representation formula for the large deviation rate functional of its invariant probability measure, in the limit of vanishing noise. Previously, this rate functional had…

Probability · Mathematics 2010-10-12 A. Faggionato , D. Gabrielli

We analyze the desynchronization bifurcation in the coupled R\"ossler oscillators. After the bifurcation the coupled oscillators move away from each other with a square root dependence on the parameter. We define system transverse Lyapunov…

Chaotic Dynamics · Physics 2015-03-17 Suman Acharyya , R. E. Amritkar

We study large deviations asymptotics for a class of unbounded additive functionals, interpreted as normalized accumulated areas, of one-dimensional Langevin diffusions with sub-linear gradient drifts. Our results provide parametric…

Probability · Mathematics 2023-10-23 Mihail Bazhba , Jose Blanchet , Roger J. A. Laeven , Bert Zwart

Decay to asymptotic steady state in one-dimensional logistic-like mappings is characterized by considering a phenomenological description supported by numerical simulations and confirmed by a theoretical description. As the control…

The normal forms up to the third order for a Hopf-steady state bifurcation of a general system of partial functional differential equations (PFDEs) is derived based on the center manifold and normal form theory of PFDEs. This is a…

Dynamical Systems · Mathematics 2018-03-01 Weihua Jiang , Qi An , Junping Shi

For the 2D Euler equations and related models of geophysical flows, minima of energy--Casimir variational problems are stable steady states of the equations (Arnol'd theorems). The same variational problems also describe sets of statistical…

Statistical Mechanics · Physics 2012-07-11 Marianne Corvellec , Freddy Bouchet

The cyclicity problem, crucial in analyzing planar vector fields, consists in estimating the number of limit cycles emanating from monodromic singularities. Traditionally, this estimation relies on Lyapunov coefficients. However, in…

Dynamical Systems · Mathematics 2024-10-01 Douglas D. Novaes , Leandro A. Silva

The stability analysis of possibly time varying positive semigroups on non necessarily compact state spaces, including Neumann and Dirichlet boundary conditions is a notoriously difficult subject. These crucial questions arise in a variety…

Probability · Mathematics 2023-04-18 Marc Arnaudon , Pierre Del Moral , El Maati Ouhabaz

An algorithm is presented here, for discovering Hopf-Bifurcation varieties of polynomial dynamical systems. It is based on the expression of specific polynomials, as sums of products of first degree polynomials, with parametrical…

Chaotic Dynamics · Physics 2008-07-29 Stelios Kotsios

Bifurcations are one of the most remarkable features of dynamical systems. Corral et al. [Sci. Rep. 8(11783), 2018] showed the existence of scaling laws describing the transient (finite-time) dynamics in discrete dynamical systems close to…

Statistical Mechanics · Physics 2024-05-31 Alvaro Corral

In this paper mechanisms of reversion - momentum transition are considered. Two basic nonlinear mechanisms are highlighted: a slow and fast bifurcation. A slow bifurcation leads to the equilibrium evolution, preceded by stability loss delay…

Statistical Finance · Quantitative Finance 2016-01-06 Sergey Kamenshchikov

We study the dimension spectrum for Lyapunov exponents for rational maps acting on the Riemann sphere and characterize it by means of the Legendre-Fenchel transform of the hidden variational pressure. This pressure is defined by means of…

Dynamical Systems · Mathematics 2010-12-14 Katrin Gelfert , Feliks Przytycki , Michal Rams , Juan Rivera-Letelier

We construct both normal and anomalous deterministic biased diffusions to obtain the Einstein relation for their time-averaged transport coefficients. We find that the difference of the generalized Lyapunov exponent between biased and…

Statistical Mechanics · Physics 2013-05-30 Takuma Akimoto

Recently, research on the complex periodic behavior of multi-scale systems has become increasingly popular. Krupa et al. \cite{krupa2} provided a way to obtain relaxation oscillations in slow-fast systems through singular Hopf bifurcations…

Dynamical Systems · Mathematics 2024-06-07 Jun Li , Shimin Li , Mingju Ma , Kuilin Wu

We extend the theory of quasipotentials in dynamical systems by calculating, within a broad class of period-doubling maps, an exact potential for the critical fluctuations of pitchfork bifurcations in the weak noise limit. These…

Statistical Mechanics · Physics 2017-01-23 Andrew E. Noble , Saba Karimeddiny , Alan Hastings , Jonathan Machta

Recently a method which employs computing of fluctuations in a measure of nonlinear similarity based on local recurrence properties in a univariate time series, was introduced to identify distinct dynamical regimes and transitions between…

Chaotic Dynamics · Physics 2014-06-24 Nishant Malik , Norbert Marwan , Yong Zou , Peter J. Mucha , Jürgen Kurths

In $M$-estimation under standard asymptotics, the weak convergence combined with the polynomial type large deviation estimate of the associated statistical random field Yoshida (2011) provides us with not only the asymptotic distribution of…

Statistics Theory · Mathematics 2017-04-18 Hiroki Masuda , Yusuke Shimizu

This is a review of Glauber's asymptotic diffraction theory, in which diffractive scattering is described in terms of interference between semiclassical amplitudes, resulting from a stationary-phase approximation. Typically two such…

Nuclear Theory · Physics 2019-10-17 Per Osland
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