Related papers: Moment stability and large deviations for random d…
The Lyapunov exponents and the KS entropy for a two dimensional Lorentz gas at low densities are defined for general non-equilibrium states and calculated with the use of a Lorentz-Boltzmann type equation. In equilibrium the density…
Consider a sequence of continuous-time Markov chains $(X^{(n)}_t:t\ge 0)$ evolving on a fixed finite state space $V$. Let $I_n$ be the level two large deviations rate functional for $X^{(n)}_t$, as $t\to\infty$. Under a hypothesis on the…
Let $(\mu_{\alpha})$ be a net of Radon sub-probability measures on the real line, and $(t_{\alpha})$ be a net in $]0,+\infty[$ converging to 0. Assuming that the generalized log-moment generating function $L(\lambda)$ exists for all…
In this paper we show that if large jumps of an It\^o-semimartingale $X$ have a finite $p$-moment, $p>0$, the radial part of its drift is dominated by $-|X|^\kappa$ for some $\kappa\geq -1$, and the balance condition $p+\kappa>1$ holds…
A simple example that I have been requested illustrates the statement in E-print nlin.CD/0201060 that solutions of a smooth first order dynamic equation can be made Lyapunov stable at will by the choice of an appropriate time-dependent…
In this paper, we consider Caputo type fractional stochastic time-delay system with permutable matrices. We derive stochastic analogue of variation of constants formula via a newly defined delayed Mittag-Leffer type matrix function. Thus,…
Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…
We analyse the problem of stability of a continuous time linear switching system (LSS) versus the stability of its Euler discretization. It is well-known that the existence of a positive {\tau} for which the corresponding discrete time…
Boltzmann-Sanov and Cramer-Chernoff's theorems provide large deviation probabilities, entropy, and rate functions for the spatial distribution of systems and the total internal energy of an ensemble respectively. By the method of Lagrange's…
This work aims to prove the small time large deviation principle (LDP) for a class of stochastic partial differential equations (SPDEs) with locally monotone coefficients in generalized variational framework. The main result could be…
Several different problems make the study of the so called Lyapunov type inequalities of great interest, both in pure and applied mathematics. Although the original historical motivation was the study of the stability properties of the Hill…
Some microscopic dynamics are also macroscopically irreversible, dissipating energy and producing entropy. For many-particle systems interacting with deterministic thermostats, the rate of thermodynamic entropy dissipated to the environment…
This paper studies a nonlinear plate equation with internal fractional damping and a time-delay term, driven by a polynomial-type nonlinear source. Such a model arises naturally in the description of viscoelastic and feedback-controlled…
We compute a closed-form expression for the moment generating function $\hat{f}(x;\lambda,\alpha)=\frac{1}{\lambda}\mathbb{E}_x(e^{\alpha L_{\tau}})$, where $L_t$ is the local time at zero for standard Brownian motion with reflecting…
We study long-time dynamics of a class of abstract second order in time evolution equations in a Hilbert space with the damping term depending both on displacement and velocity. This damping represents the nonlinear strong dissipation…
The main goal of this article is to study the effect of small, highly nonlinear, unbounded drifts (small time large deviation principle (LDP) based on exponential equivalence arguments) for a class of stochastic partial differential…
Lyapunov's second theorem is an essential tool for stability analysis of differential equations. The paper provides an analog theorem for incremental stability analysis by lifting the Lyapunov function to the tangent bundle. The Lyapunov…
We study singularly perturbed systems that exhibit input-to-state stability (ISS) with fixed-time properties in the presence of bounded disturbances. In these systems, solutions converge to the origin within a time frame independent of…
Switched linear hyperbolic partial differential equations are considered in this paper. They model infinite dimensional systems of conservation laws and balance laws, which are potentially affected by a distributed source or sink term. The…
Graphical continuous Lyapunov models offer a new perspective on modeling causally interpretable dependence structure in multivariate data by treating each independent observation as a one-time cross-sectional snapshot of a temporal process.…