Stochastic stability in some chaotic dynamical systems

For a certain class of piecewise monotonic transformations it is shown using a spectral decomposition of the Perron-Frobenius-operator ofT that invariant measures depend continuously on 3 types of perturbations: 1) deterministic perturbations, 2) stochastic perturbations, 3) randomly occuring deterministic perturbations. The topology on the space of perturbed transformations is derived from a metric on the space of Perron-Frobenius-operators.With 1 Figure     

Reconstruction of the Hermitian matrix by its spectrum and spectra of some number of its perturbations

Explicit formulas for matrix elements of the Hermitian matrix are found through a spectrum of this matrix and spectra of some number of its perturbations. A dependence of sufficient number of perturbations from the structure of the matrix and the kind of perturbations is established. It is shown that for arbitrary matrix needed number of perturbations is of N², where N is an order of the matrix. In the case, when the number and locations of zero elements of the matrix is known, needed number of perturbations decreases essentially.     

Perturbations of Invertible Operators and Stability of g-Frames in Hilbert Spaces

In this paper, we study the perturbations of invertible operators and stability of g-frames in Hilbert spaces. In particular, we obtain some conditions under which the perturbations of an invertible operator are still an invertible operator, the perturbations of a right invertible operator or a surjective operator are still a right invertible operator or surjective operator. Then we apply the perturbations of invertible operators to study the stability of g-frames which is close related with the invertibility (or right invertibility) property of operators.     

Stability of a flame front in a divergent flow

We study the evolution of perturbations on the surface of a stationary plane flame front in a divergent flow of a combustible mixture incident on a plane wall perpendicular to the flow. The flow and its perturbations are assumed to be two-dimensional; i.e., the velocity has two Cartesian components. It is also assumed that the front velocity relative to the gas is small; therefore, the fluid can be considered incompressible on both sides of the front; in addition, it is assumed that in the presence of perturbations the front velocity relative to the gas ahead of it is a linear function of the front curvature. It is shown that due to the dependence (in the unperturbed flow) of the tangential component of the gas velocity on the combustion front on the coordinate along the front, the amplitude of the flame front perturbation does not increase infinitely with time, but the initial growth of perturbations stops and then begins to decline. We evaluate the coefficient of the maximum growth of perturbations, which may be large, depending on the problem parameters. It is taken into account that the characteristic spatial scale of the initial perturbations may be much greater than the wavelengths of the most rapidly growing perturbations, whose length is comparable with the flame front thickness. The maximum growth of perturbations is estimated as a function of the characteristic spatial scale of the initial perturbations.     

Global well-posedness for the KP-II equation on the background of a non-localized solution

Motivated by transverse stability issues, we address the time evolution under the KP-II flow of perturbations of a solution which does not decay in all directions, for instance the KdV-line soliton. We study two different types of perturbations: perturbations that are square integrable in R×T and perturbations that are square integrable in R². In both cases we prove the global well-posedness of the Cauchy problem associated with such initial data.     

Random C 0 homeomorphism perturbations of hyperbolic sets

In this note we consider random C ⁰ homeomorphism perturbations of a hyperbolic set of a C ¹ diffeomorphism. We show that the hyperbolic set is semi-stable under such perturbations, in particular, the topological entropy will not decrease under such perturbations.     

About stability of difference equations with square summable level of stochastic perturbations

Abstract

This article continues stability investigation of systems with fading stochastic perturbations. In recent results for systems with the continuous time, it was shown that if stochastic perturbations fade on the infinity quickly enough then asymptotically stable deterministic system remains to be an asymptotically mean square stable independently of the magnitude of the intensity maximum of these stochastic perturbations. Here similar statements are obtained for systems with the discrete time by the condition that the level of stochastic perturbations is given by a square summable sequence. Besides the unsolved problem is proposed: is it possible to get analogous results with not so quickly fading stochastic perturbations. This problem is an open problem and for systems with the continuous time too.     

Stability in delay difference equations with nonuniform exponential behavior

We study the stability under perturbations for delay difference equations in Banach spaces. Namely, we establish the (nonuniform) stability of linear nonuniform exponential contractions under sufficiently small perturbations. We also obtain a stable manifold theorem for perturbations of linear delay difference equations admitting a nonuniform exponential dichotomy, and show that the stable manifolds are Lipschitz in the perturbation.     

Stable manifolds for nonuniform polynomial dichotomies

We establish the existence of smooth stable manifolds in Banach spaces for sufficiently small perturbations of a new type of dichotomy that we call nonuniform polynomial dichotomy. This new dichotomy is more restrictive in the “nonuniform part” but allow the “uniform part” to obey a polynomial law instead of an exponential (more restrictive) law. We consider two families of perturbations. For one of the families we obtain local Lipschitz stable manifolds and for the other family, assuming more restrictive conditions on the perturbations and its derivatives, we obtain C¹ global stable manifolds. Finally we present an example of a family of nonuniform polynomial dichotomies and apply our results to obtain stable manifolds for some perturbations of this family.     

Stability for linearly constrained optimization problems

We deal with finite dimensional differentiable optimization problems under linear constraints. Stability of stationary solutions under restricted perturbations of the constraints will be characterized. The restriction on the constraint perturbations is given by means of a certain rank condition; in particular, righthandside perturbations are allowed.Corresponding author.     

The effect of a small background inhomogeneity on the asymptotic properties of linear perturbations

General regularities in the evolution of one-dimensional unstable linear perturbations on a weakly inhomogeneous background are studied when, at the initial instant, the perturbations are concentrated in the δ-neighbourhood of a certain point. Times are considered when these perturbations do not fall outside the limits of a certain domain of size l such that δ ? l ? L, where L is the large characteristic size of the background inhomogeneity. With contain assumptions, the effect of the background inhomogeneity on the asymptotic behaviour of the perturbations at long times is taken into account in a general form. The first corrections to the well known asymptotic relation for the evolution of perturbations on a homogeneous background, that arise because of background inhomogeneity, are obtained using Hamilton's method. An example of the use of the proposed approximate method is considered and the error in the approximation is estimated.     

Magnetically created instability in a collisionless plasma

In the Vlasov–Maxwell theory we prove that there are homogeneous equilibria that are monotone decreasing in every direction and are arbitrarily close to a Maxwellian. They are unstable under certain electromagnetic perturbations, but are stable under purely electric perturbations as well as under electromagnetic perturbations of sufficiently short period. These statements are valid both in the linear and nonlinear senses.     

Robustness of controllability under some unbounded perturbations

In this work, we prove that the exact controllability of linear autonomous systems are conserved with “small” Desch-Schappacher perturbations arising, e.g., from the perturbations of dynamic operator's domain. Our results are illustrated by an application to controlled systems with dynamic and boundary perturbations.     

A note on backward perturbations for the hermitian eigenvalue problem

Through different orthogonal decompositions of computed eigenvectors we can define different Hermitian backward perturbations for a Hermitian eigenvalue problem. Certain optimal Hermitian backward perturbations are studied. The results show that not all the optimal Hermitian backward perturbations are small when the computed eigenvectors have a small residual and are close to orthonormal.Dedicated to Åke Björck on the occasion of his 60th birthdayThis work was supported by the Swedish Natural Science Research Council under Contract F-FU 6952-302 and the Department of Computing Science, Umeå University.     

Computer difference scheme for a singularly perturbed elliptic convection–diffusion equation in the presence of perturbations

A grid approximation of a boundary value problem for a singularly perturbed elliptic convection–diffusion equation with a perturbation parameter ε, ε ∈ (0,1], multiplying the highest order derivatives is considered on a rectangle. The stability of a standard difference scheme based on monotone approximations of the problem on a uniform grid is analyzed, and the behavior of discrete solutions in the presence of perturbations is examined. With an increase in the number of grid nodes, this scheme does not converge -uniformly in the maximum norm, but only conditional convergence takes place. When the solution of the difference scheme converges, which occurs if N ₁ ^-1 N ₂ ^-1 ? ε, where N ₁ and N ₂ are the numbers of grid intervals in x and y, respectively, the scheme is not -uniformly well-conditioned or ε-uniformly stable to data perturbations in the grid problem and to computer perturbations. For the standard difference scheme in the presence of data perturbations in the grid problem and/or computer perturbations, conditions imposed on the “parameters” of the difference scheme and of the computer (namely, on ε, N ₁,N ₂, admissible data perturbations in the grid problem, and admissible computer perturbations) are obtained that ensure the convergence of the perturbed solutions as N ₁,N ₂ → ∞, ε ∈ (0,1]. The difference schemes constructed in the presence of the indicated perturbations that converges as N ₁,N ₂ → ∞ for fixed ε, ε ∈ (0,1, is called a computer difference scheme. Schemes converging ε-uniformly and conditionally converging computer schemes are referred to as reliable schemes. Conditions on the data perturbations in the standard difference scheme and on computer perturbations are also obtained under which the convergence rate of the solution to the computer difference scheme has the same order as the solution of the standard difference scheme in the absence of perturbations. Due to this property of its solutions, the computer difference scheme can be effectively used in practical computations.     

Levitin–Polyak well-posedness by perturbations of inverse variational inequalities

The purpose of this paper is to investigate Levitin–Polyak type well-posedness for inverse variational inequalities. We establish some metric characterizations of Levitin–Polyak α-well-posedness by perturbations. Under suitable conditions, we prove that Levitin–Polyak well-posedness by perturbations of an inverse variational inequality is equivalent to the existence and uniqueness of its solution. Moreover, we show that Levitin–Polyak well-posedness by perturbations of an inverse variational inequality is equivalent to Levitin–Polyak well-posedness by perturbations of an enlarged classical variational inequality.     

One-dimensional perturbations of the shift

The structure of isometries on a Hilbert space are well studied. In this paper we study contractions which are one-dimensional perturbations of isometries, in particular, perturbations of the shift operator onH ².     

Convergence Analysis of Perturbed Feasible Descent Methods

We develop a general approach to convergence analysis of feasible descent methods in the presence of perturbations. The important novel feature of our analysis is that perturbations need not tend to zero in the limit. In that case, standard convergence analysis techniques are not applicable. Therefore, a new approach is needed. We show that, in the presence of perturbations, a certain -approximate solution can be obtained, where depends linearly on the level of perturbations. Applications to the gradient projection, proximal minimization, extragradient and incremental gradient algorithms are described.     

General random perturbations of hyperbolic and expanding transformations

Small random perturbations of a general form of diffeomorphisms having hyperbolic invariant sets and expanding maps are considered. The convergence of invariant measures of perturbations to the Sinaî-Bowen-Ruelle measure in the case of a hyperbolic attractor and to the smooth invariant measure in the expanding case are proved. The convergence of corresponding entropy characteristics and the approximation of the topological pressure by means of perturbations is considered as well.     

Stability radius of linear parameter-varying systems and applications

In this paper, we present a unifying approach to the problems of computing of stability radii of positive linear systems. First, we study stability radii of linear time-invariant parameter-varying differential systems. A formula for the complex stability radius under multi perturbations is given. Then, under hypotheses of positivity of the system matrices, we prove that the complex, real and positive stability radii of the system under multi perturbations (or affine perturbations) coincide and they are computed via simple formulae. As applications, we consider problems of computing of (strong) stability radii of linear time-invariant time-delay differential systems and computing of stability radii of positive linear functional differential equations under multi perturbations and affine perturbations. We show that for a class of positive linear time-delay differential systems, the stability radii of the system under multi perturbations (or affine perturbations) are equal to the strong stability radii. Next, we prove that the stability radii of a positive linear functional differential equation under multi perturbations (or affine perturbations) are equal to those of the associated linear time-invariant parameter-varying differential system. In particular, we get back some explicit formulas for these stability radii which are given recently in [P.H.A. Ngoc, Strong stability radii of positive linear time-delay systems, Internat. J. Robust Nonlinear Control 15 (2005) 459-472; P.H.A. Ngoc, N.K. Son, Stability radii of positive linear functional differential equations under multi perturbations, SIAM J. Control Optim. 43 (2005) 2278-2295]. Finally, we give two examples to illustrate the obtained results.