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Global diffusion of Hamiltonian dynamical systems is investigated by using a coupled standard maps. Arnold web is visualized in the frequency space, using local rotation numbers, while Arnold diffusion and resonance overlaps are…

混沌动力学 · 物理学 2007-05-23 Seiichiro Honjo , Kunihiko Kaneko

In this paper, we prove the existence of full dimensional invariant tori for a non-autonomous, almost-periodically forced nonlinear beam equation with a periodic boundary condition via KAM theory.

动力系统 · 数学 2021-03-17 Shujuan Liu , Guanghua Shi

We find that Anderson localization ceases to exist when a random medium begins to move, but another type of fundamental quantum effect, Planckian diffusion $D = \alpha\hbar/m$, rises to replace it, with $\alpha $ of order of unity.…

量子物理 · 物理学 2024-12-02 Yubo Zhang , Anton M. Graf , Alhun Aydin , Joonas Keski-Rahkonen , Eric J. Heller

Let $X$ be a one-dimensional diffusion and let $g\colon[0,T]\times\mathbb{R}\to\mathbb{R}$ be a payoff function depending on time and the value of $X$. The paper analyzes the inverse optimal stopping problem of finding a time-dependent…

最优化与控制 · 数学 2017-08-08 Thomas Kruse , Philipp Strack

This paper summarises a numerical investigation of phase mixing in time-independent Hamiltonian systems that admit a coexistence of regular and chaotic phase space regions, allowing also for low amplitude perturbations idealised as periodic…

天体物理学 · 物理学 2007-05-23 Henry E. Kandrup , Steven J. Novotny

This paper investigates the effect of random perturbations, in particular multiplicative noise, on the integrable structure of Hamiltonian systems, with a particular focus on KAM theory for stochastic Hamiltonian dynamics. We prove that,…

动力系统 · 数学 2026-05-20 Xinze Zhang , Yong Li

The paper studies a class of multidimensional optimal stopping problems with infinite horizon for linear switching diffusions. There are two main novelties in the optimal problems considered: the underlying stochastic process has…

概率论 · 数学 2021-08-02 Philip Ernst , Hongwei Mei

We consider a Hamiltonian $H=H^{0}(p)+\kappa H^{1}(p,q,t)$, $(p,q)\in {\mathbb{R}}^{n} \times {\mathbb{T}}^n$, $t\in{\mathbb{R}}$ where $\kappa \in {\mathbb{R}}$ is a small perturbation parameter and $p$, $q$ are the action and angle…

可精确求解与可积系统 · 物理学 2007-05-23 A. Martinez , S. Wiggins

This paper focuses on providing the high order algorithms for the space-time tempered fractional diffusion-wave equation. The designed schemes are unconditionally stable and have the global truncation error $\mathcal{O}(\tau^2+h^2)$, being…

数值分析 · 数学 2017-01-31 Minghua Chen , Weihua Deng

We analyze diffusion-driven (Turing) instability of a reaction-diffusion system. The innovation is that we replace the traditional Laplacian diffusion operator with a combination of the fourth order bi-Laplacian operator and the second…

谱理论 · 数学 2018-07-04 Jooyeon Chung

We prove the optimal rate of quantitative propagation of chaos, uniformly in time, for interacting diffusions. Our main examples are interactions governed by convex potentials and models on the torus with small interactions. We show that…

概率论 · 数学 2023-01-23 Daniel Lacker , Luc Le Flem

We describe a mechanism for transport of energy in a mechanical system consisting of a pendulum and a rotator subject to a random perturbation. The perturbation that we consider is the product of a Hamiltonian vector field and a scalar,…

动力系统 · 数学 2024-09-06 Anna Maria Cherubini , Marian Gidea

We show the existence and uniqueness of invariant foliations about invariant tori in analytic discrete-time dynamical systems. The parametrisation method is used prove the result. Our theory is a foundational block of data-driven model…

动力系统 · 数学 2024-03-25 Robert Szalai

In this article, it is proved that for any cumulative distribution function with compact support and a specified t > 0, there exists a diffusion martingale which has this law at time t. The article proves existence; no claims are made about…

概率论 · 数学 2012-10-01 John M. Noble

Poincar\'e's work more than one century ago, or Laskar's numerical simulations from the 1990's on, have irrevocably impaired the long-held belief that the Solar System should be stable. But mathematical mechanisms explaining this…

动力系统 · 数学 2022-10-21 Andrew Clarke , Jacques Fejoz , Marcel Guardia

We study nonlinear stability of spatially homogeneous oscillations in reaction-diffusion systems. Assuming absence of unstable linear modes and linear diffusive behavior for the neutral phase, we prove that spatially localized perturbations…

偏微分方程分析 · 数学 2008-07-01 Thierry Gallay , Arnd Scheel

The Arnold diffusion constitutes a dynamical phenomenon which may occur in the phase space of a non-integrable Hamiltonian system whenever the number of the system degrees of freedom is $M \geq 3$. The diffusion is mediated by a web-like…

混沌动力学 · 物理学 2011-12-22 A. Seibert , S. Denisov , A. V. Ponomarev , P. Hänggi

We study energy propagation in locally time-periodically driven disordered nonlinear chains. For frequencies inside the band of linear Anderson modes, three different regimes are observed with increasing driver amplitude: 1) Below…

斑图形成与孤子 · 物理学 2009-05-12 Magnus Johansson , Georgios Kopidakis , Stefano Lepri , Serge Aubry

We review V.I. Arnold's 1963 celebrated paper \cite{ARV63} {\sl Proof of A.N. Kolmogorov's theorem on the conservation of conditionally periodic motions with a small variation in the Hamiltonian}, and prove that, optimizing Arnold's scheme,…

动力系统 · 数学 2020-01-08 Luigi Chierchia , Comlan Edmond Koudjinan

Given $l>2\nu>2d\geq 4$, we prove the persistence of a Cantor--family of KAM tori of measure $O(\varepsilon^{1/2-\nu/l})$ for any non--degenerate nearly integrable Hamiltonian system of class $C^l(\mathscr D\times\mathbb{T}^d)$, where…

动力系统 · 数学 2020-04-06 Comlan Edmond Koudjinan