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An asymptotic solution is derived for the motion of inertial particles exposed to Stokes drag in an unsteady random flow. This solution provides the finite-time Lyapunov exponents as a function of Stokes number and Lagrangian strain- and…

流体动力学 · 物理学 2016-12-28 Mahdi Esmaily-Moghadam , Ali Mani

The dynamical instability of rough hard-disk fluids in two dimensions is characterized through the Lyapunov spectrum and the Kolmogorov-Sinai entropy, $h_{KS}$, for a wide range of densities and moments of inertia $I$. For small $I$ the…

混沌动力学 · 物理学 2009-04-03 Jacobus A. van Meel , Harald A. Posch

This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…

概率论 · 数学 2023-05-22 Taras Lukashiv , Igor V. Malyk , Maryna Chepeleva , Petr V. Nazarov

We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into a safe or target set and its exterior, and the dynamics of…

最优化与控制 · 数学 2011-03-09 Debasish Chatterjee , Soumik Pal

We consider advection of small inertial particles by a random fluid flow with a strong steady shear component. It is known that inertial particles suspended in a random flow can exhibit clusterization even if the flow is incompressible. We…

混沌动力学 · 物理学 2013-05-30 Grigory A. Sizov

We consider a stochastic partial differential equation (SPDE) model for chemorepulsion, with non-linear sensitivity on the one-dimensional torus. We show that for any suitable initial data there exists a pathwise unique, global solution to…

概率论 · 数学 2023-08-22 Ilya Chevyrev , Ben Hambly , Avi Mayorcas

In this paper we focus on the pathwise stability of mild solutions for a class of stochastic partial differential equations which are driven by switching-diffusion processes with jumps. In comparison to the existing literature, we show…

概率论 · 数学 2015-03-13 Chenggui Yuan , Jianhai Bao

In this article we study (possibly degenerate) stochastic differential equations (SDE) with irregular (or discontiuous) coefficients, and prove that under certain conditions on the coefficients, there exists a unique almost everywhere…

概率论 · 数学 2009-08-18 Xicheng Zhang

The clustering of small heavy inertial particles subjected to Stokes drag in turbulence is known to be minimal at small and large Stokes number and substantial at $\rm St = \mathcal O(1)$. This non-monotonic trend, which has been shown…

流体动力学 · 物理学 2020-08-19 Mahdi Esmaily-Moghadam , Ali Mani

Intrinsic instability of trajectories characterizes chaotic dynamical systems. We report here that trajectories can exhibit a surprisingly high degree of stability, over a very long time, in a chaotic dynamical system. We provide a detailed…

混沌动力学 · 物理学 2017-07-17 Greg Huber , Marc Pradas , Alain Pumir , Michael Wilkinson

We consider a stochastic electroconvection model describing the nonlinear evolution of a surface charge density in a two-dimensional fluid with additive stochastic forcing. We prove the existence and uniqueness of solutions and we show that…

偏微分方程分析 · 数学 2022-04-12 Elie Abdo , Mihaela Ignatova

The main purpose of this work is to characterize the almost sure local structure stability of solutions to a class of linear stochastic partial functional differential equations (SPFDEs) by investigating the Lyapunov exponents and invariant…

动力系统 · 数学 2023-10-20 Wenjie Hu , Tomás Caraballo

Stochastic convergence of discrete time Markov processes has been analysed based on a dual Lyapunov approach. Using some existing results on ergodic theory of Markov processes, it has been shown that existence of a properly subinvariant…

动力系统 · 数学 2024-02-20 Özkan Karabacak , Horia Cornean , Rafael Wisniewski

In this paper, we revisit asymptotic stability for the two-dimensional incompressible porous media equation and the Stokes transport system in a periodic channel. It is well-known that a stratified density, which strictly decreases in the…

偏微分方程分析 · 数学 2024-04-02 Jaemin Park

We study the notion of stochastic stability with respect to diffusive perturbations for flows with smooth invariant measures. We investigate the question fully for non-singular flows on the circle. We also show that volume-preserving flows…

动力系统 · 数学 2011-12-02 Sergiu Aizicovici , Todd Young

In this paper, we consider the classical spin systems on unbounded lattices given by infinite-dimensional stochastic differential equations (SDEs). We assume that the stochastic forcing acts only on one particle. The other particles are not…

概率论 · 数学 2026-04-16 Tong Lu , Huaizhong Zhao

We prove the existence of local stable, unstable, and center manifolds for stochastic semiflows induced by rough differential equations driven by rough paths valued stochastic processes around random fixed points of the equation. Examples…

概率论 · 数学 2025-07-15 Mazyar Ghani Varzaneh , Sebastian Riedel

In this article, we propose a Lyapunov stability approach to analyze the convergence of the density operator of a quantum system. In analog to the classical probability measure for Markovian processes, we show that the set of invariant…

最优化与控制 · 数学 2020-08-05 Muhammad F. Emzir , Matthew J. Woolley , Ian R. Petersen

We prove existence of (at most denumerable many) absolutely continuous invariant probability measures for random one-dimensional dynamical systems with asymptotic expansion. If the rate of expansion (Lyapunov exponents) is bounded away from…

动力系统 · 数学 2014-11-18 Vitor Araujo , Javier Solano

We study the concentration phenomenon for discrete-time random dynamical systems with an unbounded state space. We develop a heuristic approach towards obtaining exponential concentration inequalities for dynamical systems using an entirely…

机器学习 · 统计学 2022-12-08 Muhammad Abdullah Naeem , Miroslav Pajic
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