Related papers: A parameterization method for quasi-periodic syste…
The statistical problem of parameter estimation in partially observed hypoelliptic diffusion processes is naturally occurring in many applications. However, due to the noise structure, where the noise components of the different coordinates…
We consider long-time behavior of dynamical systems perturbed by a small noise. Under certain conditions, a slow component of such a motion, which is most important for long- time evolution, can be described as a motion on the cone of…
Determining the existence of compact invariant manifolds is a central quest in the qualitative theory of differential equations. Singularities, periodic solutions, and invariant tori are examples of such invariant manifolds. A classical and…
This paper presents a novel method to synthesize stochastic control Lyapunov functions for a class of nonlinear, stochastic control systems. In this work, the classical nonlinear Hamilton-Jacobi-Bellman partial differential equation is…
We consider a class of a priori stable quasi-integrable analytic Hamiltonian systems and study the regularity of low-dimensional hyperbolic invariant tori as functions of the perturbation parameter. We show that, under natural nonresonance…
We study the problem of solving fixed-point equations for seminorm-contractive operators and establish foundational results on the non-asymptotic behavior of iterative algorithms in both deterministic and stochastic settings. Specifically,…
We consider a Kuramoto-Shivashinsky like equation close to the threshold of instability with additive white noise and spatially periodic boundary conditions which simultaneously exhibit Turing bifurcations with a spatial 1:3 resonance of…
This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…
We consider a stochastic lattice Cahn-Hilliard equation with nonautonomous nonlinear noise. First, we prove the existence of pullback random attractors in $\ell^2$ for the generated nonautonomous random dynamical system. Then, we construct…
We introduce new machine-learning techniques for analyzing chaotic dynamical systems. The primary objectives of the study include the development of a new and simple method for calculating the Lyapunov exponent using only two trajectory…
In Part I of this paper, we have used spectral submanifold (SSM) theory to construct reduced-order models for harmonically excited mechanical systems with internal resonances. In that setting, extracting forced response curves formed by…
An averaging method for getting uniformly valid asymptotic approximations of the solution of hyperbolic systems of equations is presented. The averaged system of equations disintegrates into independent equations for non-resonance systems.…
In this paper, based on real-time nonlinear receding horizon control methodology, a novel approach is developed for parameter estimation of time invariant and time varying nonlinear dynamical systems in chaotic environments. Here, the…
We investigate chaos in mixed-phase-space Hamiltonian systems using time series of the finite- time Lyapunov exponents. The methodology we propose uses the number of Lyapunov exponents close to zero to define regimes of ordered…
We study a class of semi-implicit Taylor-type numerical methods that are easy to implement and designed to solve multidimensional stochastic differential equations driven by a general rough noise, e.g. a fractional Brownian motion. In the…
An inverse problem of the determination of an initial condition in a hyperbolic equation from the lateral Cauchy data is considered. This problem has applications to the thermoacoustic tomography, as well as to linearized coefficient…
We present an algorithm for the construction of lower dimensional elliptic tori in parametric Hamiltonian systems by means of the parametrization method with the tangent and normal frequencies being prescribed. This requires that the…
This work deals with the dynamics of a class of stochastic dynamical systems with a multiplicative non-Gaussian Levy noise. We first establish the existence of stable and unstable foliations for this system via the Lyapunov-Perron method.…
We consider statistical inference for a class of mixed-effects models with system noise described by a non-Gaussian integrated Ornstein-Uhlenbeck process. Under the asymptotics where the number of individuals goes to infinity with possibly…
We use the variational approach to investigate periodic measures for a class of SPDEs with regime-switching. The hybrid system is driven by degenerate L\'{e}vy noise. We use the Lyapunov function method to study the existence of periodic…