The extremal index,hitting time statistics and periodicity

The extremal index appears as a parameter in Extreme Value Laws for stochastic processes, characterising the clustering of extreme events. We apply this idea in a dynamical systems context to analyse the possible Extreme Value Laws for the stochastic process generated by observations taken along dynamical orbits with respect to various measures. We derive new, easily checkable, conditions which identify Extreme Value Laws with particular extremal indices. In the dynamical context we prove that the extremal index is associated with periodic behaviour. The analogy of these laws in the context of hitting time statistics, as studied in the authors’ previous works on this topic, is explained and exploited extensively allowing us to prove, for the first time, the existence of hitting time statistics for balls around periodic points. Moreover, for very well behaved systems (uniformly expanding) we completely characterise the extremal behaviour by proving that either we have an extremal index less than 1 at periodic points or equal to 1 at any other point. This theory then also applies directly to general stochastic processes, adding both useful tools to identify the extremal index and giving deeper insight into the periodic behaviour it suggests.     

A generalization of Vinograd's theorem for dynamical systems

The theory of dynamical systems has been expanded by the introduction of local dynamical systems [10, 4, 9] and local semidynamical systems [1]. Using integral curves of autonomous ordinary differential equations to illustrate these generalizations, we find that, roughly, the integral curves form a local dynamical system if solutions exist and are unique without requiring existence for all time, and the integral curves form a local semidynamical system if solutions exist and are unique in the positive sense but need not exist for all positive time. In addition to autonomous ordinary differential equations, the enlarged theory of dynamical systems has applications to nonautonomous ordinary differential equations, certain partial differential equations, functional differential equations, and Volterra Integral equations [9, 1, 2, 8], respectively. All of these have metric phase spaces. Since many dynamic considerations are invariant to reparameterizations, it is of interest to known when a local dynamical (or semidynamical) system can be reparameterized to yield a “global” dynamical (or semidynamical) system. For autonomous ordinary differential equations, Vinograd [7] has shown that the local dynamical system on an open subset ofRⁿ formed by integral curves is isomorphic (in the sense of Nemytskii and Stepanov) to a global dynamical system. In an extensive study of isomorphisms, Ura [12] has expanded the Gottschalk-Hedlund notion of an isomorphism and restated Vinograd's result in terms of a reparameterization. In this paper we study the problem of finding a global dynamical (or semidynamical) system which is isomorphic to a given local system. A necessary and sufficient condition is found which is then used to show that the Vinograd result holds on metric spaces.     

Tangential extremal principles for finite and infinite systems of sets, I: basic theory

In this paper we develop new extremal principles in variational analysis that deal with finite and infinite systems of convex and nonconvex sets. The results obtained, unified under the name of tangential extremal principles, combine primal and dual approaches to the study of variational systems being in fact first extremal principles applied to infinite systems of sets. The first part of the paper concerns the basic theory of tangential extremal principles while the second part presents applications to problems of semi-infinite programming and multiobjective optimization.     

Relativization of dynamical properties

In the past twenty years,great achievements have been made by many researchers in the studies of chaotic behavior and local entropy theory of dynamical systems.Most of the results have been generalized to the relative case in the sense of a given factor map.In this survey we offer an overview of these developments.     

Positions of convex bodies associated to extremal problems and isotropic measures

We show that there are close relations between extremal problems in dual Brunn-Minkowski theory and isotropic-type properties for some Borel measures on the sphere. The methods we use allow us to obtain similar results in the context of Firey-Brunn-Minkowski theory. We also study reverse inequalities for dual mixed volumes which are related with classical positions, such as ?-position or isotropic position.     

Problems and methods of averaged optimization

Typical extremal problems containing the mean values of unknowns or of some functions of unknowns are considered. Relationships between these problems and cyclic modes of dynamical systems are revealed, and optimality conditions for such modes are found.     

Shift ergodicity for stationary Markov processes

In this paper shift ergodicity and related topics are studied for certain stationary processes. We first present a simple proof of the conclusion that every stationary Markov process is a generalized convex combination of stationary ergodic Markov processes. A direct consequence is that a stationary distribution of a Markov process is extremal if and only if the corresponding stationary Markov process is time ergodic and every stationary distribution is a generalized convex combination of such extremal ones. We then consider space ergodicity for spin flip particle systems. We prove space shift ergodicity and mixing for certain extremal invariant measures for a class of spin systems, in which most of the typical models, such as the Voter Models and the Contact Models, are included. As a consequence of these results we see that for such systems, under each of those extremal invariant measures, the space and time means of an observable coincide, an important phenomenon in statistical physics. Our results provide partial answers to certain interesting problems in spin systems.     

Lyapunov function method in input reconstruction problems of systems with aftereffect

For certain classes of systems described by differential-functional equations, the author gives a review of algorithms for dynamical input reconstruction. The proposed algorithms are stable with respect to informational disturbances and computational errors and are based on the Lyapunov function methods and also on modification of the N. N. Krasovskii extremal aiming principle known in guaranteed control theory. __________ Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 26, Nonlinear Dynamics, 2005.     

Generic bifurcations of low codimension of planar Filippov Systems

In this article some qualitative and geometric aspects of non-smooth dynamical systems theory are discussed. The main aim of this article is to develop a systematic method for studying local (and global) bifurcations in non-smooth dynamical systems. Our results deal with the classification and characterization of generic codimension-2 singularities of planar Filippov Systems as well as the presentation of the bifurcation diagrams and some dynamical consequences.     

Book Review

Dynamics of One—Dimensional Maps by A. N. Sharkovsky, S. F. Kolyada, A. G. Sivak and Y. V. Fedorenko, Publisher: Kluwer Academic Publishers, Format: Hardcover, Publication Date: April 1997, 260 Pages. ISBN: 07923-4532-0, Price: $196=00. This is a nice and interesting introductory book on the dynamics of 1—dimensional maps. As stated by the authors, the book has two main goals. The first is to introduce the readers to the fundamentals of the theory of 1—dimensional dynamical systems. The second is to provide to the readers a comprehensive view of the problems appearing in the theory of dynamical systems and to describe the methods used to solve these problems in the case of 1—dimensional maps. The first chapter of this book is an elementary introduction to the theory of 1—dimensional maps. It contains an exposition of basic concepts of the theory of dynamical systems and a list of examples illustrating various situations encountered in the study of 1—dimensional maps. The second chapter deals with symbolic dynamics. It contains in particular a presentation of the kneading theory. The third chapter is on the Sharkovsky theorem, one of the most important early results in the theory of 1—dimensional maps. Chapter 4 contains, to a certain degree of details, a classification theory of 1—dimensional maps with zero entropy that mainly reflects the research interests of the authors. Chapter 5 is an introductory lecture to unimodal maps. Chapter 6 is on the aspect of 1—dimensional dynamics that is related to measure theory. Existence theorems on absolutely continuous invariant measures are discussed. Chapter 7 is on the problem of structure stability, and Chapter 8 is on fundamentals of 1—dimensional families of maps: bifurcation periodic doubling and universality.BOOK REVIEW This book touches a variety of topics, introduces basic concepts and presents many important early results that are fundamentally important to the study of 1—dimensional maps, Most of the materials the book covers have a distinctively topological flavor that occurs rather commonly in the study of dynamical systems up to the early 1980's. A substantial part of the text can be used directly in an introductory course on dynamical systems. On the other hand, readers should be reminded that there have been explosive new developments in the study of 1—dimensional maps since this book was written. One should definitely find books and survey articles that are more recent for an up—to—date view on this subject     

Clustering of high values in random fields

The asymptotic results that underlie applications of extreme random fields often assume that the variables are located on a regular discrete grid, identified with \(\mathbb {Z}^{2}\), and that they satisfy stationarity and isotropy conditions. Here we extend the existing theory, concerning the asymptotic behavior of the maximum and the extremal index, to non-stationary and anisotropic random fields, defined over discrete subsets of \(\mathbb {R}^{2}\). We show that, under a suitable coordinatewise mixing condition, the maximum may be regarded as the maximum of an approximately independent sequence of submaxima, although there may be high local dependence leading to clustering of high values. Under restrictions on the local path behavior of high values, criteria are given for the existence and value of the spatial extremal index which plays a key role in determining the cluster sizes and quantifying the strength of dependence between exceedances of high levels. The general theory is applied to the class of max-stable random fields, for which the extremal index is obtained as a function of well-known tail dependence measures found in the literature, leading to a simple estimation method for this parameter. The results are illustrated with non-stationary Gaussian and 1-dependent random fields. For the latter, a simulation and estimation study is performed.     

Space $$ \mathcal{L} $$( X) of local dynamical systems and the Filippov space Aceu( X)

In the present paper, we establish a relationship between continuous local dynamical systems and spaces of the class A _ceu(X) of the Filippov theory. We suggest a construction method for a space of the class A _ceu(X) on the basis of a locally given dynamical system and conversely, a dynamical system is constructed locally in a specific way on the basis of a given space of the class A _ceu(X). The suggested construction method provides a homeomorphism between the space of all local dynamical systems on a locally compact metric space X and the space A _ceu(X). The obtained results generalize the Filippov theory to locally dynamical systems.     

Some criteria for the existence of invariant measures and asymptotic stability for random dynamical systems on polish spaces

Tomasz Szarek presented interesting criteria for the existence of invariant measures and asymptotic stability of Markov operators on Polish spaces. Hans Crauel in his book presented the theory of random probabilistic measures on Polish spaces showing that notions of compactness and tightness for such measures are in one-to-one correspondence with such notions for non-random measures on Polish spaces, in addition to the criteria under which the space of random measures is itself a Polish space. This result allowed the transfer of results of Szarek to the case of random dynamical systems in the sense of Arnold. These criteria are interesting because they allow to use the existence of simple deterministic Lyapunov type function together with additional conditions to show the existence of invariant measures and asymptotic stability of random dynamical systems on general Polish spaces.     

Unifying theory for stability of continuous,discontinuous, and discrete-time dynamical systems

Continuous-time dynamical systems whose motions are continuous with respect to time (called continuous dynamical systems), may be viewed as special cases of continuous-time dynamical systems whose motions are not necessarily continuous with respect to time (called discontinuous dynamical systems, or DDS). We show that the classical Lyapunov stability results for continuous dynamical systems are embedded in the authors’ stability results for DDS (given in [H. Ye, A.N. Michel, L. Hou, Stability theory for hybrid dynamical systems, IEEE Transactions on Automatic Control 43 (4) (1998) 461–474]), in the following sense: if the hypotheses for a given Lyapunov stability result for continuous dynamical systems are satisfied, then the hypotheses of the corresponding stability result for DDS are also satisfied. This shows that the stability results for DDS in [H. Ye, A.N. Michel, L. Hou, Stability theory for hybrid dynamical systems, IEEE Transactions on Automatic Control 43 (4) (1998) 461–474] are much more general than was previously known, and that the quality of the DDS results therein is consistent with that of the classical Lyapunov stability results for continuous dynamical systems.By embedding discrete-time dynamical systems into a class of DDS with equivalent stability properties, we also show that when the hypotheses of the classical Lyapunov stability results for discrete-time dynamical systems are satisfied, then the hypotheses of the corresponding DDS stability results are also satisfied. This shows that the results for DDS in [H. Ye, A.N. Michel, L. Hou Stability theory for hybrid dynamical systems, IEEE Transactions on Automatic Control 43 (4) (1998) 461–474] are much more general than previously known, having connections even with discrete-time dynamical systems!Finally, we demonstrate by the means of a specific example that the stability results for DDS are less conservative than corresponding classical Lyapunov stability results for continuous dynamical systems.     

Extremal equilibria for monotone semigroups in ordered spaces with application to evolutionary equations

We consider monotone semigroups in ordered spaces and give general results concerning the existence of extremal equilibria and global attractors. We then show some applications of the abstract scheme to various evolutionary problems, from ODEs and retarded functional differential equations to parabolic and hyperbolic PDEs. In particular, we exhibit the dynamical properties of semigroups defined by semilinear parabolic equations in RN with nonlinearities depending on the gradient of the solution. We consider as well systems of reaction-diffusion equations in RN and provide some results concerning extremal equilibria of the semigroups corresponding to damped wave problems in bounded domains or in RN. We further discuss some nonlocal and quasilinear problems, as well as the fourth order Cahn-Hilliard equation.     

The tracking of the trajectory of a dynamical system

The problem of tracking the trajectory of a dynamical system, described by a vector differential equation, is considered. An algorithm for solving this problem, based on the Krasovskii extremal shift method, well-known in position control theory, is proposed.     

Discontinuous Dynamical Systems in Optimal Control Theory

We develop foundations of the theory of discontinuous Hamiltonian systems appearing in the problems of optimal control. We consider analogs of the classical Poisson and Liouville theorems for discontinuous Hamiltonian systems. We study the local geometry of discontinuous dynamical systems and describe singularities in general position and the behavior of integral trajectories near an elliptical submanifold (sliding mode).     

Micro/macro viability analysis of individual‐based models: Investigation into the viability of a stylized agricultural cooperative

The mathematical viability theory proposes methods and tools to study at a global level how controlled dynamical systems can be confined in a desirable subset of the state space. Multilevel viability problems are rarely studied since they induce combinatorial explosion (the set of N agents each evolving in a p‐dimensional state space, can evolve in a Np dimensional state space). In this article, we propose an original approach which consists in solving first local viability problems and then studying the real viability of the combination of the local strategies, by simulation where necessary. In this article, we consider as multilevel viability problem a stylized agricultural cooperative which has to keep a minimum of members. Members have an economical constraint and some members have a simple model of the functioning of the cooperative and make assumptions on other members' behavior, especially proviable agents which are concerned about their own viability. In this framework, the model assumptions allow us to solve the local viability problem at the agent level. At the cooperative level, considering mixture of agents, simulation results indicate if and when including proviable agents increases the viability of the whole cooperative. © 2014 Wiley Periodicals, Inc. Complexity 21: 276–296, 2015     

Disguised toric dynamical systems

We study families of polynomial dynamical systems inspired by biochemical reaction networks. We focus on complex balanced mass-action systems, which have also been called toric. They are known or conjectured to enjoy very strong dynamical properties, such as existence and uniqueness of positive steady states, local and global stability, persistence, and permanence. We consider the class of disguised toric dynamical systems, which contains toric dynamical systems, and to which all dynamical properties mentioned above extend naturally. By means of (real) algebraic geometry we show that some reaction networks have an empty toric locus or a toric locus of Lebesgue measure zero in parameter space, while their disguised toric locus is of positive measure. We also propose some algorithms one can use to detect the disguised toric locus.     

Bifurcation from periodic solutions with spatiotemporal symmetry, including resonances and mode interactions

We study local bifurcation in equivariant dynamical systems from periodic solutions with a mixture of spatial and spatiotemporal symmetries.In previous work, we focused primarily on codimension one bifurcations. In this paper, we show that the techniques used in the codimension one analysis can be extended to understand also higher codimension bifurcations, including resonant bifurcations and mode interactions. In particular, we present a general reduction scheme by which we relate bifurcations from periodic solutions to bifurcations from fixed points of twisted equivariant diffeomorphisms, which in turn are linked via normal form theory to bifurcations from equilibria of equivariant vector fields.We also obtain a general theory for bifurcation from relative periodic solutions and we show how to incorporate time-reversal symmetries into our framework.