Related papers: An ergodic theorem for filtering with applications…
State filtering is a key problem in many signal processing applications. From a series of noisy measurement, one would like to estimate the state of some dynamic system. Existing techniques usually adopt a Gaussian noise assumption which…
We discuss an invertible version of Furstenberg's `Ergodic CP Shift Systems'. We show that the explicit regularity of these dynamical systems with respect to magnification of measures, implies certain regularity with respect to translation…
We develop a framework for the study of the limiting behavior of multiple ergodic averages with commuting transformations when all iterates are given by the same sparse sequence; this enables us to partially resolve several longstanding…
In many scenarios, a state-space model depends on a parameter which needs to be inferred from data. Using stochastic gradient search and the optimal filter (first-order) derivative, the parameter can be estimated online. To analyze the…
Wavenumber selection in pattern forming systems remains a long standing puzzle in physics. Previous studies have shown that external noise is a possible mechanism for wavenumber selection. We conduct an extensive numerical study of the…
We study measure preserving systems, called Furstenberg systems, that model the statistical behavior of sequences defined by smooth functions with at most polynomial growth. Typical examples are the sequences $(n^\frac{3}{2})$,…
This paper concerns the inverse source problems for the time-harmonic elastic and electromagnetic wave equations. The goal is to determine the external force and the electric current density from boundary measurements of the radiated wave…
The stability features of steady states of the spherically symmetric Einstein-Vlasov system are investigated numerically. We find support for the conjecture by Zeldovich and Novikov that the binding energy maximum along a steady state…
As a stationary solution of the Vlasov-Fokker-Planck equation, the Haissinski equation predicts the equilibrium line density of a bunch that circulates in a storage ring for a given wake function. This paper shows that some equations…
The stability of static solutions of the spherically symmetric, asymptotically flat Einstein-Vlasov system is studied using a Hamiltonian approach based on energy-Casimir functionals. The main result is a coercivity estimate for the…
We compute the fractal dimension of clusters of inertial particles in mixing flows at finite values of Kubo (Ku) and Stokes (St) numbers, by a new series expansion in Ku. At small St, the theory includes clustering by Maxey's non-ergodic…
We present a perturbation method for determining the moment stability of linear ordinary differential equations with parametric forcing by colored noise. In particular, the forcing arises from passing white noise through an $n$th order…
We establish convergence in norm and pointwise almost everywhere for the non-conventional (in the sense of Furstenberg) bilinear polynomial ergodic averages \[ A_N(f,g)(x) := \frac{1}{N} \sum_{n =1}^N f(T^nx) g(T^{P(n)}x)\] as $N \to…
We study the large time behavior of solutions to a linear transmission problem in one space dimension. The problem at hand models a thermoelastic material with second sound confined by a purely elastic one. We shall characterize all…
A simple generalization of the Swift-Hohenberg equation is proposed as a model for the pattern-forming dynamics of a two-dimensional field with two unstable length scales. The equation is used to study the dynamics of surface waves in a…
It has been observed that an interesting class of non-Gaussian stationary processes is obtained when in the harmonics of a signal with random amplitudes and phases, frequencies can also vary randomly. In the resulting models, the…
We consider the incompressible 2D Navier-Stokes equations with periodic boundary conditions driven by a deterministic time periodic forcing and a degenerate stochastic forcing. We show that the system possesses a unique ergodic periodic…
We consider the 2D stochastic Navier-Stokes equations driven by noise that has the regularity of space-time white noise but doesn't exactly coincide with it. We show that, provided that the intensity of the noise is sufficiently weak at…
The purpose of this work is to investigate the exponential stability of a second order coupled wave equations by laplacian with one locally internal viscous damping. Firstly, using a unique continuation theorem combined with a Carleman…
Extending investigations of Yarahmadian and Zumbrun in the strictly parabolic case, we study time-asymptotic stability of arbitrary (possibly large) amplitude noncharacteristic boundary layers of a class of hyperbolic-parabolic systems…