The stable manifold theorem for non-linear stochastic systems with memory. I. Existence of the semiflow

We consider non-linear stochastic functional differential equations (sfde's) on Euclidean space. We give sufficient conditions for the sfde to admit locally compact smooth cocycles on the underlying infinite-dimensional state space. Our construction is based on the theory of finite-dimensional stochastic flows and a non-linear variational technique. In Part II of this article, the above result will be used to prove a stable manifold theorem for non-linear sfde's.     

Stochastic functional differential equations on manifolds

In this paper, we study stochastic functional differential equations (sfde's) whose solutions are constrained to live on a smooth compact Riemannian manifold. We prove the existence and uniqueness of solutions to such sfde's. We consider examples of geometrical sfde's and establish the smooth dependence of the solution on finite-dimensional parameters. Received: 6 July 1999 / Revised version: 19 April 2000 /?Published online: 14 June 2001     

A new proof of the stable manifold theorem

We give a new proof of the stable manifold theorem for hyperbolic fixed points of smooth maps. This proof shows that the local stable and unstable manifolds are projections of a relation obtained as a limit of the graphs of the iterates of the map. The same proof generalizes to the setting of stable and unstable manifolds for smooth relations.     

The Wong–Zakai approximations of invariant manifolds and foliations for stochastic evolution equations

In this paper, we study the Wong–Zakai approximations given by a stationary process via the Wiener shift and their associated dynamics of a class of stochastic evolution equations with a multiplicative white noise. We prove that the solutions of Wong–Zakai approximations almost surely converge to the solutions of the Stratonovich stochastic evolution equation. We also show that the invariant manifolds and stable foliations of the Wong–Zakai approximations converge to the invariant manifolds and stable foliations of the Stratonovich stochastic evolution equation, respectively.     

Invariant manifolds for stochastic wave equations

In this paper, we consider a class of stochastic wave equations with nonlinear multiplicative noise. We first show that these stochastic wave equations generate random dynamical systems (or stochastic flows) by transforming the stochastic wave equations to random wave equations through a stationary random homeomorphism. Then, we establish the existence of random invariant manifolds for the random wave equations. Due to the temperedness of the nonlinearity, we obtain only local invariant manifolds no matter how large the spectral gap is unlike the deterministic cases. Based on these random dynamical systems, we prove the existence of random invariant manifolds in a tempered neighborhood of an equilibrium. Finally, we show that the images of these invariant manifolds under the inverse stationary transformation give invariant manifolds for the stochastic wave equations.     

Unstable invariant manifolds for stochastic PDEs driven by a fractional Brownian motion

In this paper, we consider a class of stochastic partial differential equations (SPDEs) driven by a fractional Brownian motion (fBm) with the Hurst parameter bigger than 1/2. The existence of local random unstable manifolds is shown if the linear parts of these SPDEs are hyperbolic. For this purpose we introduce a modified Lyapunov-Perron transform, which contains stochastic integrals. By the singularities inside these integrals we obtain a special Lyapunov-Perron's approach by treating a segment of the solution over time interval [0,1] as a starting point and setting up an infinite series equation involving these segments as time evolves. Using this approach, we establish the existence of local random unstable manifolds in a tempered neighborhood of an equilibrium.     

Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients

We prove a general theorem that the -valued solution of an infinite horizon backward doubly stochastic differential equation, if exists, gives the stationary solution of the corresponding stochastic partial differential equation. We prove the existence and uniqueness of the -valued solutions for backward doubly stochastic differential equations on finite and infinite horizon with linear growth without assuming Lipschitz conditions, but under the monotonicity condition. Therefore the solution of finite horizon problem gives the solution of the initial value problem of the corresponding stochastic partial differential equations, and the solution of the infinite horizon problem gives the stationary solution of the SPDEs according to our general result.     

Non-autonomous perturbation of autonomous semilinear differential equations: Continuity of local stable and unstable manifolds

In this paper we prove a result on lower semicontinuity of pullback attractors for dynamical systems given by semilinear differential equations in a Banach space. The situation considered is such that the perturbed dynamical system is non-autonomous whereas the limiting dynamical system is autonomous and has an attractor given as union of unstable manifold of hyperbolic equilibrium points. Starting with a semilinear autonomous equation with a hyperbolic equilibrium solution and introducing a very small non-autonomous perturbation we prove the existence of a hyperbolic global solution for the perturbed equation near this equilibrium. Then we prove that the local unstable and stable manifolds associated to them are given as graphs (roughness of dichotomy plays a fundamental role here). Moreover, we prove the continuity of this local unstable and stable manifolds with respect to the perturbation. With that result we conclude the lower semicontinuity of pullback attractors.     

A stable manifold theorem for the curve shortening equation

We present a family of homothetic solutions to the equation for a planar curve and prove the existence of nonlinear stable and unstable manifolds about each such solution.     

指数型二分性与不变流形

该文证明了非线性微分方程组在对应的齐次方程具有指数型二分性、非线性部分满足适当的条件下存在稳定流形和不稳定流形；并且对所得的结果给出一个应用．     

Non-uniqueness of stationary measures for self-stabilizing processes

We investigate the existence of invariant measures for self-stabilizing diffusions. These stochastic processes represent roughly the behavior of some Brownian particle moving in a double-well landscape and attracted by its own law. This specific self-interaction leads to nonlinear stochastic differential equations and permits pointing out singular phenomena like non-uniqueness of associated stationary measures. The existence of several invariant measures is essentially based on the non-convex environment and requires generalized Laplace’s method approximations.     

Foliations by stationary disks of almost complex domains

We study the problem of existence of stationary disks for domains in almost complex manifolds. As a consequence of our results, we prove that any almost complex domain which is a small deformation of a strictly linearly convex domain D⊂Cn with standard complex structure admits a singular foliation by stationary disks passing through any given internal point. Similar results are given for foliations by stationary disks through a given boundary point.     

Behavior near hyperbolic stationary solutions for partial functional differential equations with infinite delay

The aim of this work is to investigate the asymptotic behavior of solutions near hyperbolic stationary solutions for partial functional differential equations with infinite delay. We suppose that the linear part satisfies the Hille–Yosida condition on a Banach space and it is not necessarily densely defined. Firstly, we establish a new variation of constants formula for the nonhomogeneous linear equations. Secondly, we use this formula and the spectral decomposition of the phase space to show the existence of stable and unstable manifolds. The estimations of solutions on these manifolds are obtained. For illustration, we propose to study the stability of stationary solutions for the Lotka–Volterra model with diffusion.     

On strong solutions for positive definite jump diffusions

We show the existence of unique global strong solutions of a class of stochastic differential equations on the cone of symmetric positive definite matrices. Our result includes affine diffusion processes and therefore extends considerably the known statements concerning Wishart processes, which have recently been extensively employed in financial mathematics.Moreover, we consider stochastic differential equations where the diffusion coefficient is given by the αth positive semidefinite power of the process itself with 0.5<α<1 and obtain existence conditions for them. In the case of a diffusion coefficient which is linear in the process we likewise get a positive definite analogue of the univariate GARCH diffusions.     

FBSDEs with time delayed generators: L-solutions, differentiability, representation formulas and path regularity

We extend the work of Delong and Imkeller (2010) [6] and [7] concerning backward stochastic differential equations with time delayed generators (delay BSDEs). We give moment and a priori estimates in general L^p-spaces and provide sufficient conditions for the solution of a delay BSDE to exist in L^p. We introduce decoupled systems of SDEs and delay BSDEs (delay FBSDEs) and give sufficient conditions for their variational differentiability. We connect these variational derivatives to the Malliavin derivatives of delay FBSDEs via the usual representation formulas. We conclude with several path regularity results, in particular we extend the classic L²-path regularity to delay FBSDEs.     

The evolution of invariant manifolds in Hamiltonian-Hopf bifurcations

We consider the evolution of the stable and unstable manifolds of an equilibrium point of a Hamiltonian system of two degrees of freedom which depends on a parameter, ν. The eigenvalues of the linearized system are complex for ν<0 and pure imaginary for ν>0. Thus, for ν<0 the equilibrium has a two-dimensional stable manifold and a two-dimensional unstable manifold, but for ν>0 these stable and unstable manifolds are gone. If the sign of a certain term in the normal form is positive then for small negative ν the stable and unstable manifolds of the system are either identical or must have transverse intersection. Thus, either the system is totally degenerate or the system admits a suspended Smale horseshoe as an invariant set.     

The equivalence between uniqueness and continuous dependence of solutions for FBSDEs with continuous monotone coefficients

In this paper we study one kind of coupled forward-backward stochastic differential equation. With some particular choice for the coefficients, if one of them satisfies a uniform growth condition and they are accordingly monotone, then we obtain the equivalence between the uniqueness of solution and its continuous dependence on x and ξ, where x is the initial value of the forward component and ξ is the terminal value of the backward component.     

Approximation of stationary solutions to SDEs driven by multiplicative fractional noise

In a previous paper, we studied the ergodic properties of an Euler scheme of a stochastic differential equation with a Gaussian additive noise in order to approximate the stationary regime of such an equation. We now consider the case of multiplicative noise when the Gaussian process is a fractional Brownian motion with Hurst parameter H>1/2$H>1/2$ and obtain some (functional) convergence properties of some empirical measures of the Euler scheme to the stationary solutions of such SDEs.     

The Laplace operator on a hyperbolic manifold I. Spectral and scattering theory

Using techniques of stationary scattering theory for the Schrödinger equation, we show absence of singular spectrum and obtain incoming and outgoing spectral representations for the Laplace-Beltrami operator on manifolds Mⁿ arising as the quotient of hyperbolic n-dimensional space by a geometrically finite, discrete group of hyperbolic isometries. We consider manifolds Mⁿ of infinite volume. In subsequent papers, we will use the techniques developed here to analytically continue Eisenstein series for a large class of discrete groups, including some groups with parabolic elements.     

Razumikhin-type theorems on general decay stability of stochastic functional differential equations with infinite delay

To the best of the authors’ knowledge, there are no results based on the so-called Razumikhin technique via a general decay stability, for any type of stochastic differential equations. In the present paper, the Razumikhin approach is applied to the study of both pth moment and almost sure stability on a general decay for stochastic functional differential equations with infinite delay. The obtained results are extended to stochastic differential equations with infinite delay and distributed infinite delay. Some comments on how the considered approach could be extended to stochastic functional differential equations with finite delay are also given. An example is presented to illustrate the usefulness of the theory.