Ergodicity of PCA: equivalence between spatial and temporal mixing conditions.
Estimates for Principal Lyapunov Exponents: A Survey
This is a survey of known results on estimating the principal Lyapunov exponent of a timedependent linear differential equation possessing some monotonicity properties. Equations considered are mainly strongly cooperative systems of ordinary differential equations and parabolic partial differential equations of second order. The estimates are given either in terms of the principal (dominant) eigenvalue of some derived time-independent equation or in terms of the parameters of the equation itself....
Existence of non-uniform cocycles on uniquely ergodic 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...
Exposants caractéristiques de l'algorithme de Jacobi-Perron et de la transformation associée
On montre que les exposants de Lyapunov de l’algorithme de Jacobi-Perron, en dimension quelconque, sont tous différents et que la somme des exposants extrêmes est strictement positive. En particulier, si , le deuxième exposant est strictement négatif.
Flows for the stochastic Navier-Stokes equation.
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.
Higher period stochastic bifurcation of nonlinear airfoil fluid-structure interaction.
Hyperbolicité des polynômes fibrés
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...
Intermittency properties in a hyperbolic Anderson problem
We study the asymptotics of the even moments of solutions to a stochastic wave equation in spatial dimension 3 with linear multiplicative spatially homogeneous gaussian noise that is white in time. Our main theorem states that these moments grow more quickly than one might expect. This phenomenon is well known for parabolic stochastic partial differential equations, under the name of intermittency. Our results seem to be the first example of this phenomenon for hyperbolic equations. For comparison,...
Invariant densities of random maps have lower bounds on their supports.
Invariant jets of a smooth dynamical system
The local deformations of a submanifold under the effect of a smooth dynamical system are studied with the help of Oseledets’ multiplicative ergodic theorem. Equivalence classes of submanifolds, called jets, are introduced in order to describe these local deformations. They identify submanifolds having the same approximations up to some order at a given point. For every order , a condition on the Lyapunov exponents of the dynamical system is established insuring the convergence of the -jet of...
Invariant measures for position dependent random maps with continuous random parameters
We consider a family of transformations with a random parameter and study a random dynamical system in which one transformation is randomly selected from the family and applied on each iteration. The parameter space may be of cardinality continuum. Further, the selection of the transformation need not be independent of the position in the state space. We show the existence of absolutely continuous invariant measures for random maps on an interval under some conditions.
Isomorphic random Bernoulli shifts
We develop a relative isomorphism theory for random Bernoulli shifts by showing that any random Bernoulli shifts are relatively isomorphic if and only if they have the same fibre entropy. This allows the identification of random Bernoulli shifts with standard Bernoulli shifts.
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...