A deterministic discretisation-step upper bound for state estimation via Clark transformations.
A lattice gas model for the incompressible Navier–Stokes equation
We recover the Navier–Stokes equation as the incompressible limit of a stochastic lattice gas in which particles are allowed to jump over a mesoscopic scale. The result holds in any dimension assuming the existence of a smooth solution of the Navier–Stokes equation in a fixed time interval. The proof does not use nongradient methods or the multi-scale analysis due to the long range jumps.
A note on γ-radonifying and summing operators
In this note, we discuss certain generalizations of γ-radonifying operators and their applications to the regularity for linear stochastic evolution equations on some special Banach spaces. Furthermore, we also consider a more general class of operators, namely the so-called summing operators and discuss the application to the compactness of the heat semi-group between weighted -spaces.
Averaging method for differential equations perturbed by dynamical systems
In this paper, we are interested in the asymptotical behavior of the error between the solution of a differential equation perturbed by a flow (or by a transformation) and the solution of the associated averaged differential equation. The main part of this redaction is devoted to the ascertainment of results of convergence in distribution analogous to those obtained in [10] and [11]. As in [11], we shall use a representation by a suspension flow over a dynamical system. Here, we make an assumption...
Averaging method for differential equations perturbed by dynamical systems
In this paper, we are interested in the asymptotical behavior of the error between the solution of a differential equation perturbed by a flow (or by a transformation) and the solution of the associated averaged differential equation. The main part of this redaction is devoted to the ascertainment of results of convergence in distribution analogous to those obtained in [10] and [11]. As in [11], we shall use a representation by a suspension flow over a dynamical system. Here, we make an assumption...
Discrete dynamics of complex systems.
Exponential convergence to the stationary measure and hyperbolicity of the minimisers for random Lagrangian Systems
We consider a class of 1d Lagrangian systems with random forcing in the spaceperiodic setting: These systems have been studied since the 1990s by Khanin, Sinai and their collaborators [7, 9, 11, 12, 15]. Here we give an overview of their results and then we expose our recent proof of the exponential convergence to the stationary measure [6]. This is the first such result in a classical setting, i.e. in the dual-Lipschitz metric with respect to the Lebesgue space for finite , partially answering...
Functional integro-differential stochastic evolution equations in Hilbert space.
General theorems for numerical approximation of stochastic processes on the Hilbert space .
Geometry of non-holonomic diffusion
We study stochastically perturbed non-holonomic systems from a geometric point of view. In this setting, it turns out that the probabilistic properties of the perturbed system are intimately linked to the geometry of the constraint distribution. For -Chaplygin systems, this yields a stochastic criterion for the existence of a smooth preserved measure. As an application of our results we consider the motion planning problem for the noisy two-wheeled robot and the noisy snakeboard.
Global asymptotic stability of solutions of cubic stochastic difference equations.
Identification of stochastic loads applied to a nonlinear dynamical system using an uncertain computational model.
Initial data stability and admissibility of spaces for Itô linear difference equations
The admissibility of spaces for Itô functional difference equations is investigated by the method of modeling equations. The problem of space admissibility is closely connected with the initial data stability problem of solutions for Itô delay differential equations. For these equations the -stability of initial data solutions is studied as a special case of admissibility of spaces for the corresponding Itô functional difference equation. In most cases, this approach seems to be more constructive...
Invariant densities of random maps have lower bounds on their supports.
Kermack-McKendrick epidemic model revisited
This paper proposes a stochastic diffusion model for the spread of a susceptible-infective-removed Kermack–McKendric epidemic (M1) in a population which size is a martingale that solves the Engelbert–Schmidt stochastic differential equation (). The model is given by the stochastic differential equation (M2) or equivalently by the ordinary differential equation (M3) whose coefficients depend on the size . Theorems on a unique strong and weak existence of the solution to (M2) are proved and computer...
Lyapunov functionals construction for stochastic difference second-kind Volterra equations with continuous time.
Mean square summability of solution of stochastic difference second-kind Volterra equation with small nonlinearity.
Mean stability of a stochastic difference equation
A simple personal saving model with interest rate based on random fluctuation of national growth rate is considered. We establish connections between the mean stochastic stability of our model and the deterministic stability of related partial difference equations. Then the asymptotic behavior of our stochastic model is studied. Although the model is simple, the techniques for obtaining its properties are not, and we make use of the theory of abstract Banach algebras and weighted spaces. It is hoped...
Necessary and sufficient conditions for global-in-time existence of solutions of ordinary, stochastic, and parabolic differential equations.
On gradient-like random dynamical systems
This paper deals with some characterizations of gradient-like continuous random dynamical systems (RDS). More precisely, we establish an equivalence with the existence of random continuous section or with the existence of continuous and strict Liapunov function. However and contrary to the deterministic case, parallelizable RDS appear as a particular case of gradient-like RDS.The obtained results are generalizations of well-known analogous theorems in the framework of deterministic dynamical systems....