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In this paper, we obtain almost sure invariance principles with rate of order $n^{1/p}\log^\beta n$, $2< p\le 4$, for sums associated to a sequence of reverse martingale differences. Then, we apply those results to obtain similar…

Probability · Mathematics 2012-09-18 Christophe Cuny , Florence Merlevede

Consider a strictly hyperbolic $n\times n$ system of conservation laws, where each characteristic field is either genuinely nonlinear or linearly degenerate. In this standard setting, it is well known that there exists a Lipschitz semigroup…

Analysis of PDEs · Mathematics 2023-05-19 Alberto Bressan , Graziano Guerra

We obtain the first results on convergence rates in the Prokhorov metric for the weak invariance principle (functional central limit theorem) for deterministic dynamical systems. Our results hold for uniformly expanding/hyperbolic (Axiom A)…

Dynamical Systems · Mathematics 2021-07-28 Marios Antoniou , Ian Melbourne

We prove the existence of normally hyperbolic invariant cylinders in nearly integrable hamiltonian systems.

Dynamical Systems · Mathematics 2015-05-14 Patrick Bernard

We start by reviewing recent probabilistic results on ergodic sums in a large class of (non-uniformly) hyperbolic dynamical systems. Namely, we describe the central limit theorem, the almost-sure convergence to the gaussian and other stable…

Dynamical Systems · Mathematics 2012-05-09 J. -R. Chazottes

We investigate superdiffusion for stochastic processes generated by nonuniformly hyperbolic system models, in terms of the convergence of rescaled distributions to the normal distribution following the abnormal central limit theorem, which…

Dynamical Systems · Mathematics 2017-09-05 Luke Mohr , Hong-Kun Zhang

This paper is devoted to hyperbolic systems of balance laws with non local source terms. The existence, uniqueness and Lipschitz dependence proved here comprise previous results in the literature and can be applied to physical models, such…

Analysis of PDEs · Mathematics 2007-12-13 Rinaldo M. Colombo , Graziano Guerra

This paper addresses the three concepts of \textit{ consistency, stability and convergence } in the context of compact finite volume schemes for systems of nonlinear hyperbolic conservation laws. The treatment utilizes the framework of…

Numerical Analysis · Mathematics 2020-03-17 Matania Ben-Artzi , Jiequan Li

We obtain an almost sure limit theorem for the maximum of nonstationary random fields under some dependence conditions.

Probability · Mathematics 2016-01-07 Luísa Pereira , Zhongquan Tan

Nonlinear dispersionless equations arise as the dispersionless limit of well know integrable hierarchies of equations or by construction, such as the system of hydrodynamic type. Some of these equations are integrable in the Hamiltonian…

Exactly Solvable and Integrable Systems · Physics 2015-06-26 J. C. Brunelli

Impulsive dynamical systems, modeled by a continuous semiflow and an impulse function, may be discontinuous and may have non-intuitive topological properties, as the non-invariance of the non-wandering set or the non-existence of invariant…

Dynamical Systems · Mathematics 2024-05-09 Jaqueline Siqueira , Maria Joana Torres , Paulo Varandas

We study an intermittent quasistatic dynamical system composed of nonuniformly hyperbolic Pomeau--Manneville maps with time-dependent parameters. We prove an ergodic theorem which shows almost sure convergence of time averages in a certain…

Dynamical Systems · Mathematics 2016-06-22 Juho Leppänen , Mikko Stenlund

This paper considers systems of balance law with a dissipative non local source. A global in time well posedness result is obtained. Estimates on the dependence of solutions from the flow and from the source term are also provided. The…

Analysis of PDEs · Mathematics 2007-12-12 Rinaldo M. Colombo , Graziano Guerra

Within the class of nonlinear hyperbolic balance laws posed on a curved spacetime (endowed with a volume form), we identify a hyperbolic balance law that enjoys the same Lorentz invariance property as the one satisfied by the Euler…

Analysis of PDEs · Mathematics 2012-08-08 Philippe G. LeFloch , Hasan Makhlof , Baver Okutmustur

This paper deals with the controllability of linear one-dimensional hyperbolic systems. Reformulating the problem in terms of linear difference equations and making use of infinite-dimensional realization theory, we obtain both necessary…

Optimization and Control · Mathematics 2024-05-14 Yacine Chitour , Sébastien Fueyo , Guilherme Mazanti , Mario Sigalotti

We consider solutions of two-dimensional $m \times m$ systems hyperbolic conservation laws that are constant in time and along rays starting at the origin. The solutions are assumed to be small $L^\infty$ perturbations of a constant state…

Analysis of PDEs · Mathematics 2013-05-07 Volker Elling , Joseph Roberts

We develop a direct Lyapunov method for the almost sure open-loop stabilizability and asymptotic stabilizability of controlled degenerate diffusion processes. The infinitesimal decrease condition for a Lyapunov function is a new form of…

Optimization and Control · Mathematics 2007-05-23 Martino Bardi , Annalisa Cesaroni

Inspired by \citet{Berkes14} and \citet{Wu07}, we prove an almost sure invariance principle for stationary $\beta-$mixing stochastic processes defined on Hilbert space. Our result can be applied to Markov chain satisfying Meyn-Tweedie type…

Probability · Mathematics 2022-10-21 Jianya Lu , Wei Biao Wu , Zhijie Xiao , Lihu Xu

We consider self-similar approximations of nonlinear hyperbolic systems in one space dimension with Riemann initial data and general diffusion matrix. We assume that the matrix of the system is strictly hyperbolic and the diffusion matrix…

Analysis of PDEs · Mathematics 2008-12-16 K. T. Joseph , Philippe G. LeFloch

We obtain invariance principles for a wide class of fractionally integrated nonlinear processes. The limiting distributions are shown to be fractional Brownian motions. Under very mild conditions, we extend earlier ones on long memory…

Probability · Mathematics 2007-06-13 Wei Biao Wu , Xiaofeng Shao