相关论文: A mechanism for ejecting a horseshoe from a partia…

Complex valued systems with an indefinite matrix term arise in important applications such as for certain time-harmonic partial differential equations such as the Maxwell's equation and for the Helmholtz equation. Complex systems with…

Cyclic reduction is a method for the solution of (block-)tridiagonal linear systems. In this note we review the method tailored to hermitian positive definite banded linear systems. The reviewed method has the following advantages: It is…

The equivariant Hopf bifurcation dynamics of a class of system of partial differential equations is carefully studied. The connections between the current dynamics and fundamental concepts in hyperbolic conservation laws are explained. The…

In order to understand the dynamical mechanism of the friction phenomena, we heavily rely on the numerical analysis using various methods: molecular dynamics, Langevin equation, lattice Boltzmann method, Monte Carlo, e.t.c.. We propose a…

We prove the saturation of a generalized partially hyperbolic attractor of a $C^2$ map. As a consequence, we show that any generalized partially hyperbolic horseshoe-like attractor of a $C^1$-generic diffeomorphism has zero volume. In…

In this paper we present an algorithm for pricing barrier options in one-dimensional Markov models. The approach rests on the construction of an approximating continuous-time Markov chain that closely follows the dynamics of the given…

A result on $C^0$ linearization which is differentiable at the hyperbolic fixed point is known. In this paper, we further investigate a partially hyperbolic diffeomorphism $F$ to find a local $C^0$ conjugacy, which is $C^1$ on the center…

The main goal of the paper is to develop an estimate for the conditional probability function of random stationary ergodic symbolic sequences with elements belonging to a finite alphabet. We elaborate a decomposition procedure for the…

We propose a method based on continuous time Markov chain approximation to compute the distribution of Parisian stopping times and price Parisian options under general one-dimensional Markov processes. We prove the convergence of the method…

This paper is devoted to the study of hyperbolic systems of linear partial differential equations perturbed by a Brownian motion. The existence and uniqueness of solutions are proved by an energy method. The specific features of this class…

We describe a new mechanism that triggers periodic orbits in smooth dynamical systems. To this end, we introduce the concept of hybrid bifurcations: Such bifurcations occur when a line of equilibria with an exchange point of normal…

In this paper, we construct Hamilton-Jacobi equations for a great variety of mechanical systems (nonholonomic systems subjected to linear or affine constraints, dissipative systems subjected to external forces, time-dependent mechanical…

In this paper we propose an asymptotic preserving scheme for a family of Friedrichs systems on unstructured meshes based on a decomposition between the hyperbolic heat equation and a linear hyperbolic which not involved in the di usive…

In this paper, we revisit the well-known perturbed Duffing system and investigate its chaotic dynamics by means of numerical Runge--Kutta method based on topological horseshoe theory. Precisely, we investigate chaos through the topological…

This paper deals with the optimal stopping problem under partial observation for piecewise-deterministic Markov processes. We first obtain a recursive formulation of the optimal filter process and derive the dynamic programming equation of…

For flows, the singular cycles connecting saddle periodic orbit and saddle equilibrium can poten- tially result in the so-called singular horseshoe, which means the existence of a non-uniformly hyperbolic chaotic invariant set. However, it…

We construct automorphisms of $\mathbb{C}^2$ with a cycle of escaping Fatou components, on which there are exactly two limit functions, both of rank 1. On each such Fatou component, the limit sets for these limit functions are two disjoint…

We study bifurcation behavior in periodic perturbations of two-dimensional symmetric systems exhibiting codimension-two bifurcations with a double eigenvalue when the frequencies of the perturbation terms are small. We transform the…

We consider a ranking and selection (R&S) problem with the goal to select a system with the largest or smallest expected performance measure among a number of simulated systems with a pre-specified probability of correct selection. Fully…

We develop a rotational hyperbolic theory for surface homeomorphisms. We use the equivalence relation on ergodic measures that have nontrivial rotational behaviour defined in [arXiv:2312.06249] to define a rotational counterpart of…