English
Related papers

Related papers: Ergodic theorem for the differential equations wit…

200 papers

We consider a class of multi-layer interacting particle systems and characterize the set of ergodic measures with finite moments. The main technical tool is duality combined with successful coupling.

Probability · Mathematics 2024-03-13 Frank Redig , Hidde van Wiechen

We study a simple stochastic differential equation that models the dispersion of close heavy particles moving in a turbulent flow. In one and two dimensions, the model is closely related to the one-dimensional stationary Schroedinger…

Mathematical Physics · Physics 2014-07-16 Krzysztof Gawedzki , David P. Herzog , Jan Wehr

We discuss some classical and recent results and open problems on the statistical behavior of ergodic sums above toral translations, and their applications to Diophantine approximations and to ergodic properties of systems related to…

Dynamical Systems · Mathematics 2020-06-23 Dmitry Dolgopyat , Bassam Fayad

We study nonlinear Neumann type boundary value problems related to ergodic phenomenas. The particularity of these problems is that the ergodic constant appears in the (possibly nonlinear) Neumann boundary conditions. We provide, for bounded…

Analysis of PDEs · Mathematics 2015-06-26 Guy Barles , Francesca Da Lio

Bellman equations of ergodic type related to risk-sensitive control are considered. We treat the case that the nonlinear term is positive quadratic form on first-order partial derivatives of solution, which includes linear exponential…

Probability · Mathematics 2007-05-23 Hidehiro Kaise , Shuenn-Jyi Sheu

We introduce the heat equation relative to a positive dd-bar-closed current and apply it to the invariant currents associated with Riemann surface laminations possibly with singularities. The main examples are holomorphic foliations by…

Dynamical Systems · Mathematics 2010-04-23 Tien-Cuong Dinh , Viet-Anh Nguyen , Nessim Sibony

It is argued that a diffusion may be ergodic even though the drift field has unbounded outward-directed parts. The discussion employs stochastic and numerical methods.

Dynamical Systems · Mathematics 2012-05-23 Horst Thaler

In this paper, we investigate the ergodicity in total variation of the process $X_t$ related to some integro-differential operator with unbounded coefficients and describe the speed of convergence to the respective invariant measure. Some…

Probability · Mathematics 2025-09-24 Yana Mokanu

This paper deals with some self-interacting diffusions $(X_t,t\geq 0)$ living on $\mathbb{R}^d$. These diffusions are solutions to stochastic differential equations: \[\mathrm{d}X_t=\mathrm{d}B_t-g(t)\nabla…

Probability · Mathematics 2012-01-05 Sébastien Chambeu , Aline Kurtzmann

We will present several examples in which ideas from ergodic theory can be useful to study some problems in arithmetic and algebraic geometry.

Number Theory · Mathematics 2007-05-23 Emmanuel Ullmo

The spectra of parallel flows (that is, flows governed by first-order differential operators parallel to one direction) are investigated, on both $L^2$ spaces and weighted-$L^2$ spaces. As a consequence, an example of a flow admitting a…

Spectral Theory · Mathematics 2013-10-29 Jonathan Ben-Artzi

We develop a Galois theory for systems of linear difference equations with an action of an endomorphism {\sigma}. This provides a technique to test whether solutions of such systems satisfy {\sigma}-polynomial equations and, if yes, then…

Commutative Algebra · Mathematics 2020-11-17 Alexey Ovchinnikov , Michael Wibmer

This paper studies ergodic properties of certain measures arising in the dynamics of holomorphic correspondences. These measures, in general, are not invariant in the classical sense of ergodic theory. We define a notion of ergodicity, and…

Dynamical Systems · Mathematics 2024-12-11 Mayuresh Londhe

We utilize an ergodic theory framework to explore sublinear expectation theory. Specifically, we investigate the pointwise Birkhoff's ergodic theorem for invariant sublinear expectation systems. By further assuming that these sublinear…

Probability · Mathematics 2024-12-03 Wen Huang , Chunlin Liu , Shige Peng , Baoyou Qu

We prove the equivariant divergence formula for the axiom A flow attractors, which is a recursive formula for perturbation of transfer operators of physical measures along center-unstable manifolds. Hence the linear response acquires an…

Dynamical Systems · Mathematics 2023-12-20 Angxiu Ni , Yao Tong

The ergodic hypothesis is examined for energetically open fluid systems represented by the barotropic Navier--Stokes equations with general inflow/outflow boundary conditions. We show that any globally bounded trajectory generates a…

Analysis of PDEs · Mathematics 2021-05-19 Francesco Fanelli , Eduard Feireisl , Martina Hofmanová

We study ergodic properties of stochastic geometric wave equations on a particular model with the target being the 2D sphere while considering the space variable-independent solutions only. This simplification leads to a degenerate…

We study the ergodic properties (recurrence, discrepancy, diffusion coefficients and ergodicity itself) of a class of $\mathbb Z$-extensions over infinite interval exchange transformations called rotated odometers. The choice of a…

Dynamical Systems · Mathematics 2025-03-18 Henk Bruin , Olga Lukina

We strengthen the maximal ergodic theorem for actions of groups of polynomial growth to a form involving jump quantity, which is the sharpest result among the family of variational or maximal ergodic theorems. As a consequence, we deduce in…

Dynamical Systems · Mathematics 2026-01-14 Guixiang Hong , Wei Liu

In this paper a concentration inequality is proved for the deviation in the ergodic theorem in the case of discrete time observations of diffusion processes. The proof is based on the geometric ergodicity property for diffusion processes.…

Probability · Mathematics 2011-09-16 Leonid Galtchouk , Serguei Pergamenchtchikov
‹ Prev 1 2 3 10 Next ›