Heteroclinic chaotic behavior driven by a Brownian motion

In this paper we study the chaotic behavior of a planar ordinary differential system with a heteroclinic loop driven by a Brownian motion, an unbounded random forcing. Unlike the case of homoclinic loops, two random Melnikov functions are needed in order to investigate the intersection of stable segments of one saddle and unstable segments of the other saddle. We prove that for almost all paths of the Brownian motion the forced system admits a topological horseshoe of infinitely many branches. We apply this result to the Josephson junction and the soft spring Duffing oscillator.     

Weak Convergence of a Numerical Method for a Stochastic Heat Equation

Weak convergence with respect to a space of twice continuously differentiable test functions is established for a discretisation of a heat equation with homogeneous Dirichlet boundary conditions in one dimension, forced by a space-time Brownian motion. The discretisation is based on finite differences in space and time, incorporating a spectral approximation in space to the Brownian motion.     

Bifurcation and chaos near sliding homoclinics

We study the chaotic behaviour of a time dependent perturbation of a discontinuous differential equation whose unperturbed part has a sliding homoclinic orbit that is a solution homoclinic to a hyperbolic fixed point with a part belonging to a discontinuity surface. We assume the time dependent perturbation satisfies a kind of recurrence condition which is satisfied by almost periodic perturbations. Following a functional analytic approach we construct a Melnikov-like function M(α) in such a way that if M(α) has a simple zero at some point, then the system has solutions that behave chaotically. Applications of this result to quasi-periodic systems are also given.     

Almost automorphic solutions for stochastic differential equations driven by fractional Brownian motion

This paper concerns a class of stochastic differential equations driven by fractional Brownian motion. The existence and uniqueness of almost automorphic solutions in distribution are established provided the coefficients satisfy some suitable conditions. To illustrate the results obtained in the paper, a stochastic heat equation driven by fractional Brownian motion is considered. 1 1 The abstract section is available on the university repository site at http://math.dlut.edu.cn/info/1019/4511.htm .
     

Hilbert's 16th problem for classical Liénard equations of even degree

Classical Liénard equations are two-dimensional vector fields, on the phase plane or on the Liénard plane, related to scalar differential equations . In this paper, we consider f to be a polynomial of degree 2l−1, with l a fixed but arbitrary natural number. The related Liénard equation is of degree 2l. We prove that the number of limit cycles of such an equation is uniformly bounded, if we restrict f to some compact set of polynomials of degree exactly 2l−1. The main problem consists in studying the large amplitude limit cycles, of which we show that there are at most l.     

Borg’s criterion for almost periodic differential equations

Borg’s criterion is used to prove the existence of an exponentially asymptotically stable periodic orbit of an autonomous differential equation and to determine its domain of attraction. In this article, this method is generalized to almost periodic differential equations. Both sufficient and necessary conditions are obtained for the existence of an exponentially stable almost periodic solution. The condition uses a Riemannian metric, and an example for the explicit construction of such a metric is presented.     

Reflected backward stochastic differential equation with jumps and RCLL obstacle

In this paper we study one-dimensional reflected backward stochastic differential equation when the noise is driven by a Brownian motion and an independent Poisson point process when the solution is forced to stay above a right continuous left limits obstacle. We prove existence and uniqueness of the solution by using a penalization method combined with a monotonic limit theorem.     

The qualitative analysis of a class of planar Filippov systems

We use the theory of differential inclusions, Filippov transformations and some appropriate Poincaré maps to discuss the special case of two-dimensional discontinuous piecewise linear differential systems with two zones. This analysis applies to uniqueness and non-uniqueness for the initial value problem, stability of stationary points, sliding motion solutions, number of closed trajectories, existence of heteroclinic trajectories connecting two saddle points forming a heteroclinic cycle and existence of the homoclinic trajectory     

Lagrangian flows and the one-dimensional Peano phenomenon for ODEs

We consider the one-dimensional ordinary differential equation with a vector field which is merely continuous and nonnegative, and satisfies a condition on the amount of zeros. Although it is classically known that this problem lacks uniqueness of classical trajectories, we show that there is uniqueness for the so-called regular Lagrangian flow (by now usual notion of flow in nonsmooth situations), as well as uniqueness of distributional solutions for the associated continuity equation. The proof relies on a space reparametrization argument around the zeros of the vector field.     

Periodic and homoclinic solutions generated by impulses for asymptotically linear and sublinear Hamiltonian system

In this paper, we get the existence of periodic and homoclinic solutions for a class of asymptotically linear or sublinear Hamiltonian systems with impulsive conditions via variational methods. However, without impulses, there is no homoclinic or periodic solution for the system considered in this paper. Moreover, our results can be used to study the existence of periodic and homoclinic solutions of difference equations.     

Solutions of second-order and fourth-order ODEs on the half-line

We start by studying the existence of positive solutions for the differential equation

u^″=a(x)u−g(u),     

A cohomological index of Fuller type for set-valued dynamical systems

In the paper we develop the theory of a cohomological index of the Fuller type detecting periodic orbits of a set-valued dynamical system generated by a differential inclusion or a differential equation without the uniqueness of solutions. The theory presented is applied to establish a general result on the existence of bifurcation of periodic orbits from an equilibrium point of a differential inclusion.     

Configurations of limit cycles in Liénard equations

We show that every finite configuration of disjoint simple closed curves in the plane is topologically realizable as the set of limit cycles of a polynomial Liénard equation. The related vector field X is Morse–Smale. Moreover it has the minimum number of singularities required for realizing the configuration in a Liénard equation. We provide an explicit upper bound on the degree of X, which is lower than the results obtained before, obtained in the context of general polynomial vector fields.     

Coloured noise for dispersion of contaminants in shallow waters

In this article, we explore the application of a set of stochastic differential equations called particle model in simulating the advection and diffusion of pollutants in shallow waters. The Fokker–Planck equation associated with this set of stochastic differential equations is interpreted as an advection–diffusion equation. This enables us to derive an underlying particle model that is exactly consistent with the advection–diffusion equation. Still, neither the advection–diffusion equation nor the related traditional particle model accurately takes into account the short-term spreading behaviour of particles. To improve the behaviour of the model shortly after the deployment of contaminants, a particle model forced by a coloured noise process is developed in this article. The use of coloured noise as a driving force unlike Brownian motion, enables to us to take into account the short-term correlated turbulent fluid flow velocity of the particles. Furthermore, it is shown that for long-term simulations of the dispersion of particles, both the particle due to Brownian motion and the particle model due to coloured noise are consistent with the advection–diffusion equation.     

Invariant manifolds around equilibria of Newtonian equations: Some pathological examples

Let the equation be periodic in time, and let the equilibrium x_∗≡0 be a periodic minimizer. If it is hyperbolic, then the set of asymptotic solutions is a smooth curve in the plane ; this is stated by the Stable Manifold Theorem. The result can be extended to nonhyperbolic minimizers provided only that they are isolated and the equation is analytic (Ureña, 2007 [6]). In this paper we provide an example showing that one cannot say the same for C² equations. Our example is pathological both in a global sense (the global stable manifold is not arcwise connected), and in a local sense (the local stable manifolds are not locally connected and have points which are not accessible from the exterior).     

Algebraic travelling waves for the generalized Burgers-Fisher equation

Abstract

Using the definition of algebraic travelling wave solution for general 2-th order differential equations given in [9], we provide the only possible algebraic travelling wave solutions for the celebrated generalized Burgers-Fisher equation.     

Homoclinic bifurcation with nonhyperbolic equilibria

The problem of homoclinic bifurcation is studied for a high dimensional system with nonhyperbolic equilibria. By constructing local coordinate systems near the unperturbed homoclinic orbit, Poincaré maps for the new system are established. Then the persistence of the homoclinic orbit and the bifurcation of the periodic orbit for the system accompanied with pitchfork bifurcation are obtained. Some known results are extended.     

Convergence on cooperative cascade systems with length one

Motivated by the open problems on the generic convergence of cooperative systems without the assumption of irreducibility independently proposed by Smith and Sontag, this paper investigates the generic convergence for the solutions of cooperative cascade systems with length one. First, by fixing a solution of a base system converging to an equilibrium, we establish both the Nonordering of Limit Sets and the Limit Set Dichotomy for the solutions of the cascade system. Combining these tools with the idea of limiting equation, we then prove the Sequential Limit Set Trichotomy and hence the quasiconvergence in generic meaning. The generic convergent result is finally obtained by improving the Limit Set Dichotomy.     

Stochastic Schrodinger Equation for a Quantum Oscillator with Dissipation

In this paper, we construct an exact solution of the stochastic Schrodinger equation for a quantum oscillator with possible dissipation of energy taken into account. Using the explicit form of the solution, we calculate estimates for the characteristic damping time of free damped oscillations. In the case of forced oscillations, we obtain formulas for the Q-factor of the system and for the variance of the coordinate and momentum of a quantum oscillator with dissipation. We obtain the quantum analog of the classical diffusion equation and explicitly show that the equations of motion for the mean value of the momentum operator following from the solution of the stochastic Schrodinger equation play the role of the quantum Langevin equation describing Brownian motion under the action of a stochastic force.