No Arabic abstract
Exponential dichotomy of a strongly continuous cocycle $bFi$ is proved to be equivalent to existence of a Ma~{n}e sequence either for $bFi$ or for its adjoint. As a consequence we extend some of the classical results to general Banach bundles. The dynamical spectrum of a product of two cocycles, one of which is scalar, is investigated and applied to describe the essential spectrum of the Euler equation in an arbitrary spacial dimension.
The conservative sequence of a set $A$ under a transformation $T$ is the set of all $n in mathbb{Z}$ such that $T^n A cap A ot = varnothing$. By studying these sequences, we prove that given any countable collection of nonsingular transformations with no finite invariant measure ${T_i}$, there exists a rank-one transformation $S$ such that $T_i times S$ is not ergodic for all $i$. Moreover, $S$ can be chosen to be rigid or have infinite ergodic index. We establish similar results for $mathbb{Z}^d$ actions and flows. Then, we find sufficient conditions on rank-one transformations $T$ that guarantee the existence of a rank-one transformation $S$ such that $T times S$ is ergodic, or, alternatively, conditions that guarantee that $T times S$ is conservative but not ergodic. In particular, the infinite Chacon transformation satisfies both conditions. Finally, for a given ergodic transformation $T$, we study the Baire categories of the sets $E(T)$, $bar{E}C(T)$ and $bar{C}(T)$ of transformations $S$ such that $T times S$ is ergodic, ergodic but not conservative, and conservative, respectively.
Many systems in life sciences have been modeled by reaction-diffusion equations. However, under some circumstances, these biological systems may experience instantaneous and periodic perturbations (e.g. harvest, birth, release, fire events, etc) such that an appropriate formalism is necessary, using, for instance, impulsive reaction-diffusion equations. While several works tackled the issue of traveling waves for monotone reaction-diffusion equations and the computation of spreading speeds, very little has been done in the case of monotone impulsive reaction-diffusion equations. Based on vector-valued recursion equations theory, we aim to present in this paper results that address two main issues of monotone impulsive reaction-diffusion equations. First, they deal with the existence of traveling waves for monotone systems of impulsive reaction-diffusion equations. Second, they allow the computation of spreading speeds for monotone systems of impulsive reaction-diffusion equations. We apply our methodology to a planar system of impulsive reaction-diffusion equations that models tree-grass interactions in fire-prone savannas. Numerical simulations, including numerical approximations of spreading speeds, are finally provided in order to illustrate our theoretical results and support the discussion.
We study the dependence of mild solutions to linear stochastic evolution equations on Hilbert space driven by Wiener noise, with drift having linear part of the type $A+varepsilon G$, on the parameter $varepsilon$. In particular, we study the limit and the asymptotic expansions in powers of $varepsilon$ of these solutions, as well as of functionals thereof, as $varepsilon to 0$, with good control on the remainder. These convergence and series expansion results are then applied to a parabolic perturbation of the Musiela SPDE of mathematical finance modeling the dynamics of forward rates.
We study two-dimensional stochastic differential equations (SDEs) of McKean--Vlasov type in which the conditional distribution of the second component of the solution given the first enters the equation for the first component of the solution. Such SDEs arise when one tries to invert the Markovian projection developed by Gyongy (1986), typically to produce an It^o process with the fixed-time marginal distributions of a given one-dimensional diffusion but richer dynamical features. We prove the strong existence of stationary solutions for these SDEs, as well as their strong uniqueness in an important special case. Variants of the SDEs discussed in this paper enjoy frequent application in the calibration of local stochastic volatility models in finance, despite the very limited theoretical understanding.
We study the dynamics arising when two identical oscillators are coupled near a Hopf bifurcation where we assume a parameter $epsilon$ uncouples the system at $epsilon=0$. Using a normal form for $N=2$ identical systems undergoing Hopf bifurcation, we explore the dynamical properties. Matching the normal form coefficients to a coupled Wilson-Cowan oscillator network gives an understanding of different types of behaviour that arise in a model of perceptual bistability. Notably, we find bistability between in-phase and anti-phase solutions that demonstrates the feasibility for synchronisation to act as the mechanism by which periodic inputs can be segregated (rather than via strong inhibitory coupling, as in existing models). Using numerical continuation we confirm our theoretical analysis for small coupling strength and explore the bifurcation diagrams for large coupling strength, where the normal form approximation breaks down.