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Using the method of Krylov's estimates, we prove the existence of weak solutions of stochastic differential equations driven by purely discontinuous Levy processes satisfying an additional assumption. The diffusion coefficient is assumed to…

Probability · Mathematics 2007-05-23 V. P. Kurenok

This paper is concerned with the existence of optimal controls for backward stochastic partial differential equations with random coefficients, in which the control systems are represented in an abstract evolution form, i.e. backward…

Optimization and Control · Mathematics 2016-12-07 Qingxin Meng , Yang Shen , Peng Shi

The Lyapunov exponent is well-known in deterministic dynamical systems as a measure for quantifying chaos and detecting coherent regions in physically evolving systems. In this Letter, we show how the Lyapunov exponent can be unified with…

Dynamical Systems · Mathematics 2024-03-14 Liam Blake , John Maclean , Sanjeeva Balasuriya

Linear nonautonomous/random parabolic partial differential equations are considered under the Dirichlet, Neumann or Robin boundary conditions, where both the zero order coefficients in the equation and the coefficients in the boundary…

Analysis of PDEs · Mathematics 2017-08-23 Janusz Mierczyński , Wenxian Shen

We investigate some classical evolution model in the discrete 2+1 space-time. A map, giving an one-step time evolution, may be derived as the compatibility condition for some systems of linear equations for a set of auxiliary linear…

solv-int · Physics 2015-06-26 Sergei M. Sergeev

We prove that (local) input-to-state stability ((L)ISS) and integral input-to-state stability (iISS) of time-varying infinite-dimensional systems in abstract spaces follows from the existence of a {corresponding} Lyapunov function. In…

Optimization and Control · Mathematics 2025-10-17 Rahma Heni , Andrii Mironchenko , Fabian Wirth , Hanen Damak , Mohamed Ali Hammami

We use recent advances in the machine learning area known as 'reservoir computing' to formulate a method for model-free estimation from data of the Lyapunov exponents of a chaotic process. The technique uses a limited time series of…

Chaotic Dynamics · Physics 2018-01-17 Jaideep Pathak , Zhixin Lu , Brian R. Hunt , Michelle Girvan , Edward Ott

The method of Lyapunov functions is one of the most effective ones for the investigation of stability of dynamical systems, in particular, of stochastic differential systems. The main purpose of the paper is the analysis of the stability of…

Analysis of PDEs · Mathematics 2015-03-13 Tomas Caraballo , Mohamed Ali Hammami , Lasaad Mchiri

Stability analysis plays a crucial role in studying the behavior of dynamical systems with theoretical and engineering applications. Among various kinds of stability, the stability of equilibrium points is of the greatest importance which…

Dynamical Systems · Mathematics 2019-01-25 Arash Mehrjou , Bernhard Schölkopf

The aim of this paper is to give an explicit formula in order to compute the Maslov index of the fundamental solution of a linear autonomous Hamiltonian system, in terms of the Conley-Zehnder index and the time one flow.

Dynamical Systems · Mathematics 2008-01-17 Alessandro Portaluri

In this paper we study the large-time behavior of classical solutions to the two-species Vlasov-Maxwell-Boltzmann system in the whole space $\R^3$. The existence of global in time nearby Maxwellian solutions is known from [34] in 2006.…

Analysis of PDEs · Mathematics 2016-02-22 Renjun Duan , Robert M. Strain

We consider the statistical properties of a non-falling trajectory in the Whitney problem of an inverted pendulum excited by an external force. In the case when the external force is white noise, we recently found the instantaneous…

Statistical Mechanics · Physics 2020-10-28 Nikolai A. Stepanov , Mikhail A. Skvortsov

The distributional form of the Maxwell-Vlasov equations are formulated. Submanifold distributions are analysed and the general submanifold distributional solutions to the Vlasov equations are given. The properties required so that these…

Accelerator Physics · Physics 2011-03-31 Jonathan Gratus

We propose to integrate the Vlasov-Poisson equations giving the evolution of a dynamical system in phase-space using a continuous set of local basis functions. In practice, the method decomposes the density in phase-space into small smooth…

Astrophysics · Physics 2009-11-10 C. Alard , S. Colombi

Recurrent neural networks (RNNs) with random, but sufficiently strong and balanced coupling display a well known high-dimensional chaotic dynamics. Here, we investigate if externally applied inputs to these RNNs can stabilize globally…

Chaotic Dynamics · Physics 2024-06-11 Jordan Culp , Wilten Nicola

In chaotic dynamical systems such as the weather, prediction errors grow faster in some situations than in others. Real-time knowledge about the error growth could enable strategies to adjust the modelling and forecasting infrastructure…

Computational Physics · Physics 2023-04-26 Daniel Ayers , Jack Lau , Javier Amezcua , Alberto Carrassi , Varun Ojha

By identifying a norm capturing the effect of the forcing governed by the Poisson equation, we give a detailed spectrum analysis on the linearized Vlasov-Poisson-Boltzmann system around a global Maxwellian. It is shown that the electric…

Analysis of PDEs · Mathematics 2014-02-18 Hailiang Li , Tong Yang , Mingying Zhong

We analyze the stability of stationary solutions of a singular Vlasov type hydrodynamic equation (HE). This equation was derived (under suitable assumptions) as the hydrodynamical scaling limit of the Hamiltonian evolution of a system…

Statistical Mechanics · Physics 2009-11-10 E. Caglioti , N. Chernov , J. L. Lebowitz

The Vlasov-Fokker-Planck equation describes the evolution of the probability density of the position and velocity of particles under the influence of external confinement, interaction, friction, and stochastic force. It is well-known that…

Analysis of PDEs · Mathematics 2025-01-16 Sangmin Park

We apply the maximum entropy principle to construct the natural invariant density and Lyapunov exponent of one-dimensional chaotic maps. Using a novel function reconstruction technique that is based on the solution of Hausdorff moment…

Chaotic Dynamics · Physics 2015-05-14 Parthapratim Biswas , H. Shimoyama , L. R. Mead