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Variational integrators are derived for structure-preserving simulation of stochastic Hamiltonian systems with a certain type of multiplicative noise arising in geometric mechanics. The derivation is based on a stochastic discrete…

Numerical Analysis · Mathematics 2019-07-31 Darryl D. Holm , Tomasz M. Tyranowski

Both the porous medium equation and the system of isentropic Euler equations can be considered as steepest descents on suitable manifolds of probability measures in the framework of optimal transport theory. By discretizing these…

Numerical Analysis · Mathematics 2015-03-13 Michael Westdickenberg , Jon Wilkening

We study distribution dependent stochastic differential equation driven by a continuous process, without any specification on its law, following the approach initiated in [16]. We provide several criteria for existence and uniqueness of…

Probability · Mathematics 2022-03-07 Lucio Galeati , Fabian A. Harang , Avi Mayorcas

We consider discrete-time switching systems composed of a finite family of affine sub-dynamics. First, we recall existing results and present further analysis on the stability problem, the existence and characterization of compact…

Systems and Control · Electrical Eng. & Systems 2021-09-24 Matteo Della Rossa , Zheming Wang , Lucas N. Egidio , Raphaël M. Jungers

Recent work in dynamical systems theory has shown that many properties that are associated with irreversible processes in fluids can be understood in terms of the dynamical properties of reversible, Hamiltonian systems. That is,…

chao-dyn · Physics 2015-06-24 J. R. Dorfman

In this paper we introduce the concept of \emph{multivector functionals.} We study some possible kinds of derivative operators that can act in interesting ways on these objects such as, e.g., the $A$-directional derivative and the…

General Mathematics · Mathematics 2016-08-16 A. M. Moya , V. V. Fernández , W. A. Rodrigues

This note states and proves an integral representation formula of the ``variation-of-constant'' type for continuous solutions of linear non-autonomous difference delay systems, in terms of a Lebesgue-Stieltjes integral involving a…

Dynamical Systems · Mathematics 2024-10-07 Laurent Baratchart , Sébastien Fueyo , Jean-Baptiste Pomet

This paper studies the asymptotic behaviour of the solution of a differential equation perturbed by a fast flow preserving an infinite measure. This question is related with limit theorems for non-stationary Birkhoff integrals. We…

Dynamical Systems · Mathematics 2024-08-07 Maxence Phalempin

Recently, the theory concerning piecewise smooth vector fields (PSVFs for short) have been undergoing important improvements. In fact, many results obtained do not have an analogous for smooth vector fields. For example, the chaoticity of…

Dynamical Systems · Mathematics 2021-12-07 Andre Amaral Antunes , Tiago Carvalho

The paper surveys the basic properties of generalized Stieltjes functions including some new ones. We introduce the notion of the exact Stieltjes order and give a criterion of exactness, simple sufficient conditions and some prototypical…

Classical Analysis and ODEs · Mathematics 2012-02-14 Dmitry Karp , Elena Prilepkina

We extend the spectral method for proving limit theorems to random non-uniformly expanding dynamical systems. This yields the CLT and moderate deviations principles (MDP). We show that as the amount of non-uniformity decreases the CLT rates…

Dynamical Systems · Mathematics 2024-08-14 Yeor Hafouta

Random invariant manifolds are geometric objects useful for understanding complex dynamics under stochastic influences. Under a nonuniform hyperbolicity or a nonuniform exponential dichotomy condition, the existence of random pseudo-stable…

Dynamical Systems · Mathematics 2009-01-06 Tomas Caraballo , Jinqiao Duan , Kening Lu , Bjorn Schmalfuss

A permutation is said to be cycle-alternating if it has no cycle double rises, cycle double falls or fixed points; thus each index $i$ is either a cycle valley ($\sigma^{-1}(i)>i<\sigma(i)$) or a cycle peak ($\sigma^{-1}(i)<i>\sigma(i)$).…

Combinatorics · Mathematics 2024-12-16 Bishal Deb , Alan D. Sokal

We prove global well-posedness for a class of dissipative semilinear stochastic evolution equations with singular drift and multiplicative Wiener noise. In particular, the nonlinear term in the drift is the superposition operator associated…

Analysis of PDEs · Mathematics 2018-10-03 Carlo Marinelli , Luca Scarpa

We previously demonstrated that the bulk transport coefficients of uniaxial polycrystalline materials, including electrical and thermal conductivity, diffusivity, complex permittivity, and magnetic permeability, have Stieltjes integral…

Mathematical Physics · Physics 2024-12-05 N. Benjamin Murphy , Daniel Hallman , Elena Cherkaev , Kenneth M. Golden

It is obtained necessary and sufficient conditions of dependence on $\aleph$ coordinates for functions of several variables, each of which is a product of metrizable factors. The set of discontinuity points of such functions is…

General Topology · Mathematics 2015-12-31 V. K. Maslyuchenko , V. V. Mykhaylyuk

A key feature of a general nonlinear partially hyperbolic dynamical system is the absence of differentiability of its invariant splitting. In this paper, we show that often partial derivatives of the splitting exist and the splitting…

Dynamical Systems · Mathematics 2007-05-23 Charles Pugh , Michael Shub , Amie Wilkinson

In this paper we study a system of stochastic differential equations with dissipative nonlinearity which arise in certain neurobiology models. Besides proving existence, uniqueness and continuous dependence on the initial datum, we shall be…

Probability · Mathematics 2008-01-16 Stefano Bonaccorsi , Elisa Mastrogiacomo

An explicit first-order drift-randomized Milstein scheme for a regime switching stochastic differential equation is proposed and its bi-stability and rate of strong convergence are investigated for a non-differentiable drift coefficient.…

Probability · Mathematics 2025-03-11 Divyanshu Vashistha , Chaman Kumar

There are two distinct regimes commonly used to model traveling waves in stratified water: continuous stratification, where the density is smooth throughout the fluid, and layer-wise continuous stratification, where the fluid consists of…

Analysis of PDEs · Mathematics 2016-01-27 Robin Ming Chen , Samuel Walsh