ترغب بنشر مسار تعليمي؟ اضغط هنا

Robustness of nonuniform mean-square exponential dichotomies

115   0   0.0 ( 0 )
 نشر من قبل Hailong Zhu
 تاريخ النشر 2019
  مجال البحث
والبحث باللغة English
 تأليف Hailong Zhu




اسأل ChatGPT حول البحث

For linear stochastic differential equations (SDEs) with bounded coefficients, we establish the robustness of nonuniform mean-square exponential dichotomy (NMS-ED) on $[t_{0},+oo)$, $(-oo,t_{0}]$ and the whole $R$ separately, in the sense that such an NMS-ED persists under a sufficiently small linear perturbation. The result for the nonuniform mean-square exponential contraction (NMS-EC) is also discussed. Moreover, in the process of proving the existence of NMS-ED, we use the observation that the projections of the exponential growing solutions and the exponential decaying solutions on $[t_{0},+oo)$, $(-oo,t_{0}]$ and $R$ are different but related. Thus, the relations of three types of projections on $[t_{0},+oo)$, $(-oo,t_{0}]$ and $R$ are discussed.



قيم البحث

اقرأ أيضاً

82 - Hailong Zhu , Li Chen , Xiuli He 2019
In this paper, the existence conditions of nonuniform mean-square exponential dichotomy (NMS-ED) for a linear stochastic differential equation (SDE) are established. The difference of the conditions for the existence of a nonuniform dichotomy between an SDE and an ordinary differential equation (ODE) is that the first one needs an additional assumption, nonuniform Lyapunov matrix, to guarantee that the linear SDE can be transformed into a decoupled one, while the second does not. Therefore, the first main novelty of our work is that we establish some preliminary results to tackle the stochasticity. This paper is also concerned with the mean-square exponential stability of nonlinear perturbation of a linear SDE under the condition of nonuniform mean-square exponential contraction (NMS-EC). For this purpose, the concept of second-moment regularity coefficient is introduced. This concept is essential in determining the stability of the perturbed equation, and hence we deduce the lower and upper bounds of this coefficient. Our results imply that the lower and upper bounds of the second-moment regularity coefficient can be expressed solely by the drift term of the linear SDE.
401 - Miaomiao Fu , Zhenxin Liu 2010
The concept of square-mean almost automorphy for stochastic processes is introduced. The existence and uniqueness of square-mean almost automorphic solutions to some linear and non-linear stochastic differential equations are established provided the coefficients satisfy some conditions. The asymptotic stability of the unique square-mean almost automorphic solution in square-mean sense is discussed.
It was recently shown by the authors that a semilinear elliptic equation can be represented as an infinite-dimensional dynamical system in terms of boundary data on a shrinking one-parameter family of domains. The resulting system is ill-posed, in th e sense that solutions do not typically exist forward or backward in time. In this paper we consider a radial family of domains and prove that the linearized system admits an exponential dichotomy, with the unstable subspace corresponding to the boundary data of weak solutions to the linear PDE. This generalizes the spatial dynamics approach, which applies to infinite cylindrical (channel) domains, and also generalizes previous work on radial domains as we impose no symmetry assumptions on the equation or its solutions.
Reconstructing a band-limited function from its finite sample data is a fundamental task in signal analysis. A simple Gaussian or hyper-Gaussian regularized Shannon sampling series has been proved to be able to achieve exponential convergence for uni form sampling. In this paper, we prove that exponential approximation can also be attained for general nonuniform sampling. The analysis is based on the the residue theorem to represent the truncated error by a contour integral. Several concrete examples of nonuniform sampling with exponential convergence will be presented.
We study the ergodic theory of non-conservative C^1-generic diffeomorphisms. First, we show that homoclinic classes of arbitrary diffeomorphisms exhibit ergodic measures whose supports coincide with the homoclinic class. Second, we show that generic (for the weak topology) ergodic measures of C^1-generic diffeomorphisms are nonuniformly hyperbolic: they exhibit no zero Lyapunov exponents. Third, we extend a theorem by Sigmund on hyperbolic basic sets: every isolated transitive set L of any C^1-generic diffeomorphism f exhibits many ergodic hyperbolic measures whose supports coincide with the whole set L. In addition, confirming a claim made by R. Mane in 1982, we show that hyperbolic measures whose Oseledets splittings are dominated satisfy Pesins Stable Manifold Theorem, even if the diffeomorphism is only C^1.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا