English
Related papers

Related papers: Moment stability and large deviations for random d…

200 papers

We propose and analyze a new candidate Lyapunov function for relaxation towards general nonequilibrium steady states. The proposed functional is obtained from the large time asymptotics of time-symmetric fluctuations. For driven Markov jump…

Statistical Mechanics · Physics 2015-05-27 Christian Maes , Karel Netocny , Bram Wynants

We provide Lyapunov-like characterizations of boundedness and convergence of non-trivial solutions for a class of systems with unstable invariant sets. Examples of systems to which the results may apply include interconnections of stable…

Dynamical Systems · Mathematics 2013-06-12 A. Gorban , I. Tyukin , E. Steur , H. Nijmeijer

For differentiable dynamical systems with dominated splittings, we give upper estimates on the measure-theoretic tail entropy in terms of Lyapunov exponents. As our primary application, we verify the upper semi-continuity of metric entropy…

Dynamical Systems · Mathematics 2019-01-08 Yongluo Cao , Gang Liao , Zhiyuan You

We consider generalized linear stochastic dynamical systems with second-order state transition matrices. The entries of the matrix are assumed to be either independent and exponentially distributed or equal to zero. We give an overview of…

Optimization and Control · Mathematics 2012-12-27 Nikolai Krivulin

In this paper, we study the long-time stability behavior of a class of linear stochastic evolution equations in a Hilbert space with multiplicative noise. Explicit sufficient conditions for $p$-th moment and almost sure exponential…

Analysis of PDEs · Mathematics 2026-05-21 Abdellatif Elgrou , Abdelaziz Rhandi , Jawad Salhi

We compute Lyapunov vectors (LVs) corresponding to the largest Lyapunov exponents in delay-differential equations with large time delay. We find that characteristic LVs, and backward (Gram-Schmidt) LVs, exhibit long-range correlations,…

Chaotic Dynamics · Physics 2011-01-17 Diego Pazó , Juan M. López

This paper studies the stability of sampled and networked control systems with sampling and communication times governed by probabilistic clocks. The clock models have few restrictions, and can be used to model numerous phenomena such as…

Systems and Control · Computer Science 2014-10-09 Andrew Lamperski

The Lyapunov exponent is used to characterize the stability of the dynamic response of the system, and it is often employed to verify if a system is chaotic. Since its discovery in the nineteenth century, various methods have been proposed…

This work is to investigate the (top) Lyapunov exponent for a class of Hamiltonian systems under small non-Gaussian L\'evy noise. In a suitable moving frame, the linearisation of such a system can be regarded as a small perturbation of a…

Dynamical Systems · Mathematics 2021-08-25 Ying Chao , Pingyuan Wei , Jinqiao Duan

In this paper, we investigate the asymptotic behaviors of the solutions of nonlinear dynamic systems nearby an equilibrium point, when the nominal parts are subject to non necessarily small perturbations. We show that, under some estimates…

Dynamical Systems · Mathematics 2020-08-07 Mondher Benjemaa , Wided Gouadri , Mohamed Ali Hammami

Techniques are developed for decoupling dissipative differential equations. The approach considered is based upon obtaining a sufficient gap in the time dependent linear portion of the equation that corresponds to the linear variational…

Numerical Analysis · Mathematics 2015-12-01 Yu-Min Chung , Andrew J. Steyer , Erik S. Van Vleck

In this paper, a necessary and sufficient condition for the stability of Lyapunov exponents of linear differential system are proved in the sense that the equations satisfy the weaker form of integral separation instead of its classical…

Dynamical Systems · Mathematics 2019-02-13 H. Zhu , Z. Li , X. He

This article proposes an approach to construct a Lyapunov function for a linear coupled impulsive system consisting of two time-invariant subsystems. In contrast to various variants of small-gain stability conditions for coupled systems,…

Dynamical Systems · Mathematics 2023-08-11 Vitalii Slynko , Sergey Dashkovskiy , Ivan Atamas

The H-theorem is an extension of the Second Law to a time-sequence of states that need not be equilibrium ones. In this paper we review and we rigorously establish the connection with macroscopic autonomy. If for a Hamiltonian dynamics for…

Statistical Mechanics · Physics 2015-06-25 W. De Roeck , C. Maes , K. Netocny

The main purpose of this paper is to obtain necessary and sufficient conditions under which a nonautonomous, finite-dimensional and two-sided dynamics generated by a sequence of matrices or a linear ODE exhibits Hyers-Ulam stability.…

Classical Analysis and ODEs · Mathematics 2024-01-10 Davor Dragičević

We consider a parabolic partial differential equation with Dirichlet boundary conditions and measure or $L^1$ data. The key difficulty consists in a presence of a monotone operator~$A$ subjected to a non-standard growth condition,…

Analysis of PDEs · Mathematics 2023-08-07 Miroslav Bulíček , Jakub Woźnicki

Nonlinear partial differential equations are central to physics, engineering, and finance. Except in a limited number of integrable cases, their solution generally requires numerical methods whose cost becomes prohibitive in…

Fluid Dynamics · Physics 2026-03-30 Javier Gonzalez-Conde , Daniel Isla , Sergiy Zhuk , Mikel Sanz

We prove a large deviation principle for the expectation of macroscopic observables in quantum (and classical) Gibbs states. Our proof is based on Ruelle-Lanford functions and direct subadditivity arguments, as in the classical case,…

Mathematical Physics · Physics 2010-09-24 Yoshiko Ogata , Luc Rey-Bellet

The deterministic equations describing the dynamics of the atmosphere (and of the climate system) are known to display the property of sensitivity to initial conditions. In the ergodic theory of chaos this property is usually quantified by…

Chaotic Dynamics · Physics 2017-04-26 Stéphane Vannitsem

In this paper, we present a class of random Schr\"odinger cocycles showing that, for random cocycles with non-compact support, the presence of certain finite moment conditions is essential for establishing a specific modulus of continuity…

Dynamical Systems · Mathematics 2025-10-08 Pedro Duarte , Tomé Graxinha