相关论文: On the Lyapunov Exponent of a Multidimensional Sto…

We study the statistics of the relative separation between two fluid particles in a spatially smooth and temporally random flow. The Lagrangian strain is modelled by a telegraph noise, which is a stationary random Markov process that can…

A set of exact integrals of motion is found for systems driven by homogenous isotropic stochastic flow. The integrals of motion describe the evolution of (hyper-)surfaces of different dimensions transported by the flow, and can be expressed…

Turbulent flows are strongly chaotic and unpredictable, with a Lyapunov exponent that increases with the Reynolds number. Here, we study the chaoticity of the Surface Quasi-geostrophic system, a two-dimensional model for geophysical flows…

While modern representation learning relies heavily on global error signals, decentralized algorithms driven by local interactions offer a fundamental distributed alternative. However, the macroscopic convergence properties of these…

We consider a stochastic process in which independent identically distributed random matrices are multiplied and where the Lyapunov exponent of the product is positive. We continue multiplying the random matrices as long as the norm,…

The advection-diffusion equation is studied via a global Lagrangian coordinate transformation. The metric tensor of the Lagrangian coordinates couples the dynamical system theory rigorously into the solution of this class of partial…

Fix a smooth Morse function $U\colon \mathbb{R}^{d}\to\mathbb{R}$ with finitely many critical points, and consider the solution of the stochastic differential equation \[ d\boldsymbol{x}_{\epsilon}(t)=-\nabla…

We consider the setting of multiscale overdamped Langevin stochastic differential equations, and study the problem of learning the drift function of the homogenized dynamics from continuous-time observations of the multiscale system. We…

The entropy production rate is a central quantity in non-equilibrium statistical physics, scoring how far a stochastic process is from being time-reversible. In this paper, we compute the entropy production of diffusion processes at…

The Lagrangian derivatives of finite-time Lyapunov exponents and the corresponding characteristic directions are shown to satisfy time-asymptotic differential constraints in chaotic flows. The constraints are valid for any metric tensor,…

Let $v:[0,T]\times \R^d \to \R$ be the solution of the parabolic backward equation $ \partial_t v + (1/2) \sum_{i,l} [\sigma \sigma^\perp]_{il} \partial_{x_i \partial_{x_l} v + \sum_{i} b_i \partial_{x_i}v + kv =0$ with terminal condition…

We study densities of two-dimensional diffusion processes with one non-negative component. For such diffusions, the density may explode at the boundary, thus making a precise specification of the boundary condition in the corresponding…

On a smooth, compact and oriented manifold without boundary, we give a complete description of the correlation function of a Morse-Smale gradient flow satisfying a certain nonresonance assumption. This is done by analyzing precisely the…

We show that for a contact Anosov flow on a compact manifold $ M $, the solutions to $ \partial_t u + X u = \nu \Delta u $, $ \nu > 0 $, where $ X $ is the generator of the flow and $ \Delta $, a (negative) Laplacian for some Riemannian…

We show that Langevin$-$Smoluchowski measure on path space is invariant under time-reversal, followed by stochastic control of the drift with a novel entropic-type criterion. Repeated application of these forward-backward steps leads to a…

The paper contains sufficient conditions on the function $f$ and the stochastic process $X$ that supply the rate of divergence of the integral functional $\int_0^Tf(X_t)^2dt$ at the rate $T^{1-\epsilon}$ as $T\to\infty$ for every…

We consider a SDE with a smooth multiplicative non-degenerate noise and a possibly unbounded Holder continuous drift term. We prove existence of a global flow of diffeomorphisms by means of a special transformation of the drift of…

In this paper, we are interested in the following one dimensional forward stochastic differential equation (SDE) \[ d X_{t}=b(t,X_{t},\omega)d t +\sigma d B_{t},\quad 0\leq t\leq T,\quad X_{0}=\,x\in \mathbb{R}, \] where the driving noise…

The paper is devoted to the isotropic realizability of a regular gradient field u or a more general vector field b, namely the existence of a continuous positive function $\sigma$ such that $\sigma$b is divergence free in R d or in an open…

Take a random variable X with some finite exponential moments. Define an exponentially weighted expectation by E^t(f) = E(e^{tX}f)/E(e^{tX}) for admissible values of the parameter t. Denote the weighted expectation of X itself by r(t) =…