相关论文: Conley index for random dynamical systems

We construct a new family of chance constrained directional models in stochastic data envelopment analysis, generalizing the deterministic directional models and the chance constrained radial models. We prove that chance constrained…

Index theory revealed its outstanding role in the study of periodic orbits of Hamiltonian systems and the dynamical consequences of this theory are enormous. Although the index theory in the periodic case is well-established, very few…

We show that a class of dynamical systems induces an associated operator system in Hilbert space. The dynamical systems are defined from a fixed finite-to-one mapping in a compact metric space, and the induced operators form a covariant…

Differential equations are a ubiquitous tool to study dynamics, ranging from physical systems to complex systems, where a large number of agents interact through a graph with non-trivial topological features. Data-driven approximations of…

The aim of this paper is to study the relationship between Hamiltonian dynamics and constrained variational calculus. We describe both using the notion of Lagrangian submanifolds of convenient symplectic manifolds and using the so-called…

We revisit the problem of well-defining rotation numbers for discrete random dynamical systems on the circle. We show that, contrasting with deterministic systems, the topological (i.e. based on Poincar\'{e} lifts) approach does depend on…

For random piecewise linear systems T of the interval that are expanding on average we construct explicitly the density functions of absolutely continuous T-invariant measures. In case the random system uses only expanding maps our…

This paper is about statistical properties of quasistatic dynamical systems. These are a class of non-stationary systems that model situations where the dynamics change very slowly over time due to external influence. We focus on the case…

Recently, we have demonstrated that our approach is a highly effective tool while analysing complex phenomena existing in networks of coupled nonlinear systems. In the present article we present the results of our investigations into a…

In this paper we introduce the concept of conic martingales}. This class refers to stochastic processes having the martingale property, but that evolve within given (possibly time-dependent) boundaries. We first review some results about…

We introduce two numerical conjugacy invariants for dynamical systems -- the complexity and weak complexity indices -- which are well-suited for the study of "completely integrable" Hamiltonian systems. These invariants can be seen as "slow…

Random walks are used for modeling various dynamics in, for example, physical, biological, and social contexts. Furthermore, their characteristics provide us with useful information on the phase transition and critical phenomena of even…

We investigate the relationship between the structure of a discrete graphical model and the support of the inverse of a generalized covariance matrix. We show that for certain graph structures, the support of the inverse covariance matrix…

While invariant measures are widely employed to analyze physical systems when a direct study of pointwise trajectories is intractable, e.g., due to chaos or noise, they cannot uniquely identify the underlying dynamics. Our first result…

The Conley theory has a tool to guarantee the existence of periodic trajectories in isolating neighborhoods of semi-dynamical systems. We prove that the positive trajectories generated by a piecewise-smooth vector field $Z=(X, Y)$ defined…

A degenerate dynamical system is characterized by a state-dependent multiplier of the time derivative of the state in the time evolution equation. It can give rise to Hamiltonian systems whose symplectic structure possesses a non-constant…

We investigate the dependence of Poincar\'e recurrence-times statistics on the choice of recurrence-set, by sampling the dynamics of two- and four-dimensional Hamiltonian maps. We derive a method that allows us to visualize the direct…

We review recent advances on the record statistics of strongly correlated time series, whose entries denote the positions of a random walk or a L\'evy flight on a line. After a brief survey of the theory of records for independent and…

A procedure to predict the occurrence of periodic clusters in a system of globally coupled maps displaying a constant mean field is presented. The method employs the analogy between a system of globally coupled maps and a single map driven…

Real-world dynamical systems with retardation effects are described in general not by a single, precisely defined time delay, but by a range of delay times. An exact mapping onto a set of $N+1$ ordinary differential equations exists when…