Time-periodic measures, random periodic orbits, and the linear response for dissipative non-autonomous stochastic differential equations
DOI10.1007/s40687-021-00256-5zbMath1480.37060arXiv2009.07147OpenAlexW3174267264WikidataQ115372638 ScholiaQ115372638MaRDI QIDQ2042083
Publication date: 28 July 2021
Published in: Research in the Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.07147
ergodicitydissipative stochastic differential equationsrandom periodic orbitstime-periodic probability measures
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Periodic orbits of vector fields and flows (37C27) General theory of random and stochastic dynamical systems (37H05) Nonautonomous smooth dynamical systems (37C60) Stability theory for random and stochastic dynamical systems (37H30)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Correlation structure of the corrector in stochastic homogenization
- Random periodic solutions of SPDEs via integral equations and Wiener-Sobolev compact embedding
- Lessons in uncertainty quantification for turbulent dynamical systems
- Pathwise random periodic solutions of stochastic differential equations
- A theory of hypoellipticity and unique ergodicity for semilinear stochastic PDEs
- Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson
- On Malliavin's proof of Hörmander's theorem
- Asymptotic coupling and a general form of Harris' theorem with applications to stochastic delay equations
- Fluctuations in the heterogeneous multiscale methods for fast-slow systems
- Lectures on stochastic differential equations and Malliavin calculus
- Response theory for equilibrium and non-equilibrium statistical mechanics: Causality and generalized Kramers-Kronig relations
- Compact locally maximal hyperbolic sets for smooth maps: Fine statistical properties
- New approximations and tests of linear fluctuation-response for chaotic nonlinear forced-dissipative dynamical systems
- Linear response theory for statistical ensembles in complex systems with time-periodic forcing
- Random periodic solutions of random dynamical systems
- The Fokker-Planck equation. Methods of solution and applications.
- Smooth dynamics and new theoretical ideas in nonequilibrium statistical mechanics
- On the spectra of randomly perturbed expanding maps
- Perfect cocycles through stochastic differential equations
- Differentiation of SRB states
- Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes
- Statistical physics II. Nonequilibrium statistical mechanics.
- Extremal exponents of random dynamical systems do not vanish
- Integration by parts and time reversal for diffusion processes
- A test model for fluctuation-dissipation theorems with time-periodic statistics
- General linear response formula in statistical mechanics, and the fluctuation-dissipation theorem far from equilibrium
- Random periodic processes, periodic measures and ergodicity
- Mathematical foundation of nonequilibrium fluctuation-dissipation theorems for inhomogeneous diffusion processes with unbounded coefficients
- Coarse-graining molecular dynamics: stochastic models with non-Gaussian force distributions
- Existence, stability and bifurcation of random complete and periodic solutions of stochastic parabolic equations
- Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
- Approximate linear response for slow variables of dynamics with explicit time scale separation
- Quantifying uncertainty for predictions with model error in non-Gaussian systems with intermittency
- Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients
- Existence of random invariant periodic curves via random semiuniform ergodic theorem
- High skill in low-frequency climate response through fluctuation dissipation theorems despite structural instability
- Stability of Markovian processes II: continuous-time processes and sampled chains
- Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
- The Malliavin Calculus and Related Topics
- Linear response despite critical points
- A simple framework to justify linear response theory
- Nonequilibrium statistical mechanics near equilibrium: computing higher-order terms
- Lyapunov functions and non-trivial stationary solutions of stochastic differential equations
- Optimal prediction and the Mori–Zwanzig representation of irreversible processes
- A mathematical framework for stochastic climate models
- Construction of the linear response operator of an atmospheric general circulation model to small external forcing
- Ergodicity for Infinite Dimensional Systems
- Linear response in neuronal networks: From neurons dynamics to collective response
- Linear and nonlinear statistical response theories with prototype applications to sensitivity analysis and statistical control of complex turbulent dynamical systems
- A random dynamical systems perspective on stochastic resonance
- Corrector Estimates for Elliptic Systems with Random Periodic Coefficients
- Introduction to Stochastic Analysis and Malliavin Calculus
- Blended response algorithms for linear fluctuation-dissipation for complex nonlinear dynamical systems
- Linear response formula for piecewise expanding unimodal maps
- An applied mathematics perspective on stochastic modelling for climate
- Information Theory and Stochastics for Multiscale Nonlinear Systems
- Asymptotic Properties of Markoff Transition Probabilities