Related papers: Drift in phase space: a new variational mechanism …

Global diffusion of Hamiltonian dynamical systems is investigated by using a coupled standard maps. Arnold web is visualized in the frequency space, using local rotation numbers, while Arnold diffusion and resonance overlaps are…

In this paper, we prove the existence of full dimensional invariant tori for a non-autonomous, almost-periodically forced nonlinear beam equation with a periodic boundary condition via KAM theory.

We find that Anderson localization ceases to exist when a random medium begins to move, but another type of fundamental quantum effect, Planckian diffusion $D = \alpha\hbar/m$, rises to replace it, with $\alpha $ of order of unity.…

Let $X$ be a one-dimensional diffusion and let $g\colon[0,T]\times\mathbb{R}\to\mathbb{R}$ be a payoff function depending on time and the value of $X$. The paper analyzes the inverse optimal stopping problem of finding a time-dependent…

This paper summarises a numerical investigation of phase mixing in time-independent Hamiltonian systems that admit a coexistence of regular and chaotic phase space regions, allowing also for low amplitude perturbations idealised as periodic…

This paper investigates the effect of random perturbations, in particular multiplicative noise, on the integrable structure of Hamiltonian systems, with a particular focus on KAM theory for stochastic Hamiltonian dynamics. We prove that,…

The paper studies a class of multidimensional optimal stopping problems with infinite horizon for linear switching diffusions. There are two main novelties in the optimal problems considered: the underlying stochastic process has…

We consider a Hamiltonian $H=H^{0}(p)+\kappa H^{1}(p,q,t)$, $(p,q)\in {\mathbb{R}}^{n} \times {\mathbb{T}}^n$, $t\in{\mathbb{R}}$ where $\kappa \in {\mathbb{R}}$ is a small perturbation parameter and $p$, $q$ are the action and angle…

This paper focuses on providing the high order algorithms for the space-time tempered fractional diffusion-wave equation. The designed schemes are unconditionally stable and have the global truncation error $\mathcal{O}(\tau^2+h^2)$, being…

We analyze diffusion-driven (Turing) instability of a reaction-diffusion system. The innovation is that we replace the traditional Laplacian diffusion operator with a combination of the fourth order bi-Laplacian operator and the second…

We prove the optimal rate of quantitative propagation of chaos, uniformly in time, for interacting diffusions. Our main examples are interactions governed by convex potentials and models on the torus with small interactions. We show that…

We describe a mechanism for transport of energy in a mechanical system consisting of a pendulum and a rotator subject to a random perturbation. The perturbation that we consider is the product of a Hamiltonian vector field and a scalar,…

We show the existence and uniqueness of invariant foliations about invariant tori in analytic discrete-time dynamical systems. The parametrisation method is used prove the result. Our theory is a foundational block of data-driven model…

In this article, it is proved that for any cumulative distribution function with compact support and a specified t > 0, there exists a diffusion martingale which has this law at time t. The article proves existence; no claims are made about…

Poincar\'e's work more than one century ago, or Laskar's numerical simulations from the 1990's on, have irrevocably impaired the long-held belief that the Solar System should be stable. But mathematical mechanisms explaining this…

We study nonlinear stability of spatially homogeneous oscillations in reaction-diffusion systems. Assuming absence of unstable linear modes and linear diffusive behavior for the neutral phase, we prove that spatially localized perturbations…

The Arnold diffusion constitutes a dynamical phenomenon which may occur in the phase space of a non-integrable Hamiltonian system whenever the number of the system degrees of freedom is $M \geq 3$. The diffusion is mediated by a web-like…

We study energy propagation in locally time-periodically driven disordered nonlinear chains. For frequencies inside the band of linear Anderson modes, three different regimes are observed with increasing driver amplitude: 1) Below…

We review V.I. Arnold's 1963 celebrated paper \cite{ARV63} {\sl Proof of A.N. Kolmogorov's theorem on the conservation of conditionally periodic motions with a small variation in the Hamiltonian}, and prove that, optimizing Arnold's scheme,…

Given $l>2\nu>2d\geq 4$, we prove the persistence of a Cantor--family of KAM tori of measure $O(\varepsilon^{1/2-\nu/l})$ for any non--degenerate nearly integrable Hamiltonian system of class $C^l(\mathscr D\times\mathbb{T}^d)$, where…