相关论文: Lyapunov exponents and invariant manifolds for sto…
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…
We study a system of Skorokhod stochastic differential equations (SDEs) modeling the pairwise dispersion (in spatial dimension $d=2$) of heavy particles transported by a rough self-similar, turbulent flow with H\"{o}lder exponent $h\in…
In this paper, we investigate a class of nonlinear impulsive stochastic differential evolution equations with infinite delay in Banach space. Based on the Krasnoselskii's fixed point theorem, sufficient conditions of the existence of the…
In this paper, the stability behaviors of stochastic differential equations (SDEs) driven by time-changed Brownian motions are discussed. Based on the generalized Lyapunov method and stochastic analysis, necessary conditions are provided…
We consider a mechanism for area preserving Hamiltonian systems which leads to the enhanced probability, $P(\lambda, t)$, to find small values of the finite time Lyapunov exponent, $\lambda$. In our investigation of chaotic dynamical…
In this paper, by using a characterization of functions having fractional derivative, we propose a rigorous fractional Lyapunov function candidate method to analyze stability of fractional-order nonlinear systems. First, we prove an…
We consider the problem of stability and approximability of Oseledets splittings and Lyapunov exponents for Perron-Frobenius operator cocycles associated to random dynamical systems. By developing a random version of the perturbation theory…
The current paper is devoted to the asymptotic behavior of a class of stochastic PDE. More precisely, with the help of the theory of integrated semigroups and a crucial estimate of the random Stieltjes convolution, we study the existence…
In this paper we study properties of solutions to stochastic differential equations with Sobolev diffusion coefficients and singular drifts. The properties we study include stability with respect to the coefficients, weak differentiability…
This paper introduces time-continuous numerical schemes to simulate stochastic differential equations (SDEs) arising in mathematical finance, population dynamics, chemical kinetics, epidemiology, biophysics, and polymeric fluids. These…
This paper investigates the robustness of exponential stability of a class of switched systems described by linear functional differential equations under arbitrary switching. We will measure the stability robustness of such a system,…
In this paper, we establish the Stroock-Varadhan type support theorems for stochastic differential equations (SDEs) under Lyapunov conditions, which significantly improve the existing results in the literature where the coefficients of the…
We study the Allen-Cahn equation with a cubic-quintic nonlinear term and a stochastic $Q$-trace-class stochastic forcing in two spatial dimensions. This stochastic partial differential equation (SPDE) is used as a test case to understand,…
In this note we provide conditions for local invariance of finite dimensional submanifolds for solutions to stochastic partial differential equations (SPDEs) in the framework of the variational approach. For this purpose, we provide a…
This paper concerns the stability of analytical and numerical solutions of nonlinear stochastic delay differential equations (SDDEs). We derive sufficient conditions for the stability, contractivity and asymptotic contractivity in mean…
We study the convergence analysis for general degenerate and non-reversible stochastic differential equations (SDEs). We apply the Lyapunov method to analyze the Fokker-Planck equation, in which the Lyapunov functional is chosen as a…
We introduce the concept of sos-convex Lyapunov functions for stability analysis of both linear and nonlinear difference inclusions (also known as discrete-time switched systems). These are polynomial Lyapunov functions that have an…
This paper studies the uniformly asymptotic stability of nonautonomous systems on Riemannian manifolds. We establish corresponding Lyapunov-type theorems (Theorems 2.1 and 2.2), extending classical Euclidean results (e.g., [9, Theorems 4.9…
We study the relationship between the Lyapunov exponents of the geodesic flow of a closed negatively curved manifold and the geometry of the manifold. We show that if each periodic orbit of the geodesic flow has exactly one Lyapunov…
We obtain a local stable manifold theorem for perturbations of nonautonomous linear difference equations possessing a very general type of nonuniform dichotomy, possibly with different growth rates in the uniform and nonuniform parts. We…