Absolutely continuous invariant measures for random non-uniformly expanding maps

We prove existence of (at most denumerable many) absolutely continuous invariant probability measures for random one-dimensional dynamical systems with asymptotic expansion. If the rate of expansion (Lyapunov exponents) is bounded away from zero, we obtain finitely many ergodic absolutely continuous invariant probability measures, describing the asymptotics of almost every point. We also prove a similar result for higher-dimensional random non-uniformly expanding dynamical systems. The results are consequences of the construction of such measures for skew-products with essentially arbitrary base dynamics and asymptotic expansion along the fibers. In both cases our method deals with either critical o singular points for the random maps.     

Blow-up and regularity problems of hypoviscous fluid equations

We consider 1D Burgers equation with hypoviscosity at a critical exponent under periodic boundary conditions. Assuming global (in time) regularity, we derive an asymptotic equation by a simple transformation. It turned out that it has exactly the same form as the one obtained by applying Moore's asymptotic analysis, originally developed for the Birkhoff-Rott equation, to the inviscid Burgers equation. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Dynamics of the Stochastic Chemostat Model with Monod-Haldane Response Function

This paper is devoted to the asymptotic dynamics of stochastic chemostat model with Monod-Haldane response function. We first prove the existence of random attractors by means of the conjugacy method and further construct a general condition for internal structure of the random attractor, implying extinction of the species even with small noise. Moreover, we show that the attractors of Wong-Zakai approximations converges to the attractor of the stochastic chemostat model in an appropriate sense.     

Burgers equation with random boundary conditions

We prove an existence and uniqueness theorem for stationary solutions of the inviscid Burgers equation on a segment with random boundary conditions. We also prove exponential convergence to the stationary distribution.

     

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.     

Large deviations and the equivalence of ensembles for Gibbsian particle systems with superstable interaction

Summary For Gibbsian systems of particles inR ^d , we investigate large deviations of the translation invariant empirical fields in increasing boxes. The particle interaction is given by a superstable, regular pair potential. The large deviation principle is established for systems with free or periodic boundary conditions and, under a stronger stability hypothesis on the potential, for systems with tempered boundary conditions, and for tempered (infinite-volume) Gibbs measures. As a by-product we obtain the Gibbs variational formula for the pressure. We also prove the asymptotic equivalence of microcanonical and grand canonical Gibbs distributions and establish a variational expression for the thermodynamic entropy density.     

Displacement exponent for loop-erased random walk on the Sierpiński gasket

We prove that loop-erased random walks on the finite pre-Sierpiński gaskets can be extended to a loop-erased random walk on the infinite pre-Sierpiński gasket by using the ‘erasing-larger-loops-first’ method, and obtain the asymptotic behavior of the walk as the number of steps increases, in particular, the displacement exponent and a law of the iterated logarithm.     

Asymptotic direction for random walks in random environments

In this paper we study the existence of an asymptotic direction for random walks in random i.i.d. environments (RWRE). We prove that if the set of directions where the walk is transient contains a non-empty open set, the walk admits an asymptotic direction. The main tool to obtain this result is the construction of a renewal structure with cones. We also prove that RWRE admits at most two opposite asymptotic directions.     

Existence of Random Attractors for 2D-Stochastic Nonclassical Diffusion Equations on Unbounded Domains

In this article, we prove the existence of a random attractor for stochastic nonclassical diffusion equations on unbounded domains, and the asymptotic compactness of the random dynamical system is established by a tail-estimates method.     

Local degree distributions: Examples and counterexamples

In several scale free graph models the asymptotic degree distribution and the characteristic exponent change when only a smaller set of vertices is considered. After recalling the sufficient conditions for the existence of asymptotic local degree distribution [1], several random graph models are presented that satisfy these assumptions. We show the necessity of the main conditions by constructing counterexamples.     

Asymptotic behavior of solutions of equations of the Emden-Fowler type at infinity

We obtain an asymptotic representation of solutions of equations of the Emden-Fowler type with “supercritical” exponent and prove the existence of solutions with a given asymptotics. The methods used include the construction of supersolutions for deriving a priori estimates and the use of Kondrat’ev’s results for weighted spaces. The existence of solutions is proved by the Leray-Schauder method.     

Stability for a random evolution equation with Gaussian perturbation

In this paper we consider a random evolution equation which is perturbed by Gaussian type noise, and show how to construct its coupled solutions. On the basis of the coupling results, we discuss the asymptotic flatness and the stability in total variation norm for the solutions of the equation. In addition, we also prove the Feller continuity, and the existence and uniqueness of invariant measures of the solutions.     

Asymptotic normality and efficiency of the maximum likelihood estimator for the parameter of a ballistic random walk in a random environment

We consider a one-dimensional ballistic random walk evolving in a parametric independent and identically distributed random environment. We study the asymptotic properties of the maximum likelihood estimator of the parameter based on a single observation of the path till the time it reaches a distant site. We prove asymptotic normality for this consistent estimator as the distant site tends to infinity and establish that it achieves the Cramér-Rao bound. We also explore in a simulation setting the numerical behavior of asymptotic confidence regions for the parameter value.     

Random attractor for stochastic second-order non-autonomous stochastic lattice equations with dispersive term

In this paper, we consider the asymptotic behaviour of solutions to second-order non-autonomous stochastic lattice equations with dispersive term and additive white noises in the space of infinite sequences. We first transfer the stochastic lattice equations into random lattice equations, and prove the existence and uniqueness of solutions that generate a random dynamical system. Second, we prove the existence of a tempered random absorbing set and a random attractor for the system. Finally, we establish the upper semi-continuity of the random attractors as the coefficient of the white noise term tends to zero.     

Travelling waves for a non-local Korteweg–de Vries–Burgers equation

We study travelling wave solutions of a Korteweg–de Vries–Burgers equation with a non-local diffusion term. This model equation arises in the analysis of a shallow water flow by performing formal asymptotic expansions associated to the triple-deck regularisation (which is an extension of classical boundary layer theory). The resulting non-local operator is a fractional derivative of order between 1 and 2. Travelling wave solutions are typically analysed in relation to shock formation in the full shallow water problem. We show rigorously the existence of these waves. In absence of the dispersive term, the existence of travelling waves and their monotonicity was established previously by two of the authors. In contrast, travelling waves of the non-local KdV–Burgers equation are not in general monotone, as is the case for the corresponding classical KdV–Burgers equation. This requires a more complicated existence proof compared to the previous work. Moreover, the travelling wave problem for the classical KdV–Burgers equation is usually analysed via a phase-plane analysis, which is not applicable here due to the presence of the non-local diffusion operator. Instead, we apply fractional calculus results available in the literature and a Lyapunov functional. In addition we discuss the monotonicity of the waves in terms of a control parameter and prove their dynamic stability in case they are monotone.     

Stationary measures for a randomly forced burgers equation

We study a randomly forced Burgers equation and its corresponding Hamilton‐Jacobi equation on the line. The forcing is of the form of a randomly modulated and shifted potential. We prove the existence of invariant probability measures and provide examples for which these measures are not unique. These measures do exhibit certain ergodic behavior. The methods we use are closely connected to the Lax‐Ole?inik variational principle. © 2004 Wiley Periodicals, Inc.     

Elliptic equations for measures on infinite dimensional spaces and applications

We introduce and study a new concept of a weak elliptic equation for measures on infinite dimensional spaces. This concept allows one to consider equations whose coefficients are not globally integrable. By using a suitably extended Lyapunov function technique, we derive a priori estimates for the solutions of such equations and prove new existence results. As an application, we consider stochastic Burgers, reaction-diffusion, and Navier-Stokes equations and investigate the elliptic equations for the corresponding invariant measures. Our general theorems yield a priori estimates and existence results for such elliptic equations. We also obtain moment estimates for Gibbs distributions and prove an existence result applicable to a wide class of models. Received: 23 January 2000 / Revised version: 4 October 2000 / Published online: 5 June 2001     

Nonlinear Hamiltonian waves with constant frequency and surface waves on vorticity discontinuities

Waves with constant, nonzero linearized frequency form an interesting class of nondispersive waves whose properties differ from those of nondispersive hyperbolic waves. We propose an inviscid Burgers‐Hilbert equation as a model equation for such waves and give a dimensional argument to show that it models Hamiltonian surface waves with constant frequency. Using the method of multiple scales, we derive a cubically nonlinear, quasi‐linear, nonlocal asymptotic equation for weakly nonlinear solutions. We show that the same asymptotic equation describes surface waves on a planar discontinuity in vorticity in two‐dimensional inviscid, incompressible fluid flows. Thus, the Burgers‐Hilbert equation provides an effective equation for these waves. We describe the Hamiltonian structure of the Burgers‐Hilbert and asymptotic equations, and show that the asymptotic equation can also be derived by means of a near‐identity transformation. We derive a semiclassical approximation of the asymptotic equation and show that spatially periodic, harmonic traveling waves are linearly and modulationally stable. Numerical solutions of the Burgers‐Hilbert and asymptotic equations are in excellent agreement in the appropriate regime. In particular, the lifespan of small‐amplitude smooth solutions of the Burgers‐Hilbert equation is given by the cubically nonlinear timescale predicted by the asymptotic equation. © 2009 Wiley Periodicals, Inc.     

Random attractors for the stochastic Benjamin-Bona-Mahony equation on unbounded domains

We prove the existence of a compact random attractor for the stochastic Benjamin-Bona-Mahony equation defined on an unbounded domain. This random attractor is invariant and attracts every pulled-back tempered random set under the forward flow. The asymptotic compactness of the random dynamical system is established by a tail-estimates method, which shows that the solutions are uniformly asymptotically small when space and time variables approach infinity.     

Random attractors for stochastic sine-Gordon lattice systems with multiplicative white noise

We study the asymptotic behavior of solutions to the stochastic sine-Gordon lattice equations with multiplicative white noise. We first prove the existence and uniqueness of solutions, and then establish the existence of tempered random bounded absorbing sets and global random attractors.