On the asymptotic stability of discontinuous systems analysed via the averaging method

The averaging method is one of the most powerful methods used to analyse differential equations appearing in the study of nonlinear problems. The idea behind the averaging method is to replace the original equation by an averaged equation with simple structure and close solutions. A large number of practical problems lead to differential equations with discontinuous right-hand sides. In a rigorous theory of such systems, developed by Filippov, solutions of a differential equation with discontinuous right-hand side are regarded as being solutions to a special differential inclusion with upper semi-continuous right-hand side. The averaging method was studied for such inclusions by many authors using different and rather restrictive conditions on the regularity of the averaged inclusion. In this paper we prove natural extensions of Bogolyubov’s first theorem and the Samoilenko-Stanzhitskii theorem to differential inclusions with an upper semi-continuous right-hand side. We prove that the solution set of the original differential inclusion is contained in a neighbourhood of the solution set of the averaged one. The extension of Bogolyubov’s theorem concerns finite time intervals, while the extension of the Samoilenko-Stanzhitskii theorem deals with solutions defined on the infinite interval. The averaged inclusion is defined as a special upper limit and no additional condition on its regularity is required.     

An existence result for non-smooth vibro-impact problems

We are interested in mechanical systems with a finite number of degrees of freedom submitted to frictionless unilateral constraints. We consider the case of a convex, non-smooth set of admissible positions given by , ν?1, and we assume inelastic shocks at impacts. We propose a time-discretization of the measure differential inclusion which describes the dynamics and we prove the convergence of the approximate solutions to a limit motion which satisfies the constraints. Moreover, if the geometric properties ensuring continuity on data hold at the limit, we show that the transmission of velocities at impacts follows the inelastic shocks rule.     

Stochastic recursive inclusions with non-additive iterate-dependent Markov noise

In this paper we study the asymptotic behaviour of stochastic approximation schemes with set-valued drift function and non-additive iterate-dependent Markov noise. We show that a linearly interpolated trajectory of such a recursion is an asymptotic pseudotrajectory for the flow of a limiting differential inclusion obtained by averaging the set-valued drift function of the recursion w.r.t. the stationary distributions of the Markov noise. The limit set theorem by Benaim is then used to characterize the limit sets of the recursion in terms of the dynamics of the limiting differential inclusion. We then state two variants of the Markov noise assumption under which the analysis of the recursion is similar to the one presented in this paper. Scenarios where our recursion naturally appears are presented as applications. These include controlled stochastic approximation, subgradient descent, approximate drift problem and analysis of discontinuous dynamics all in the presence of non-additive iterate-dependent Markov noise.     

Cramér's asymptotics in systems with fast and slow motions

This paper is devoted to the averaging principle for stochastic systems with slow and intermixing fast motions. Here we (i) prove the existence of the Cramér type asymptotics for the probabilities of large deviations from an averaged motion, which implies the central limit theorem, and (ii) develop an analytic procedure for computation of this asymptotics. We use general apparatus of superregular perturbations of fiber ergodic semigroups to investigate two systems in the same way. The first of them is a cascade in which slow motions are determined by a vector field depending both on slow and fast variables, and fast motions compose a Markov chain depending on the slow variable. The second is a process defined by a system of two stochastic differential equations.     

Instantaneous limits of reversible chemical reactions in presence of macroscopic convection

Chemically reacting systems frequently involve fast reversible reactions, additional slow reactions as well as mass transport due to macroscopic convection. In this situation, the passage to infinite reaction speed is a means to reduce the complexity of the reaction kinetics and to avoid the need for explicit values of the rate constants. Thereby the large stiffness of the original system of differential equations is also removed.In the present paper this instantaneous reaction limit is studied for systems with independent fast reversible reactions, where the rate functions are given by mass-action kinetics. Under realistic assumptions the limiting dynamical system is derived and convergence of the solutions is obtained as the rate constants tend to infinity. The proof is based on Lyapunov functions techniques and exploits the structure of rate functions that results from mass-action kinetics.This approach is complementary to the quasi-steady-state approximation which is often applied in chemical engineering. The differences are illustrated by means of a classical enzyme-substrate reaction scheme.     

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     

First-order approximations for differential inclusions

It is shown, under a mere continuity assumption, that the union of affine functions generated by the right-hand side of a differential inclusion, is a little oh approximation of the attainable set. Explicit estimates are given. An application to polygonal approximations is displayed.Research supported by a grant from the Basic Research Fund, The Israel Academy of Science and Humanities.Incumbent of the Hettie H. Heineman Professorial Chair in Mathematics.     

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.     

Chaotic behavior in differential equations driven by a Brownian motion

In this paper, we investigate the chaotic behavior of ordinary differential equations with a homoclinic orbit to a saddle fixed point under an unbounded random forcing driven by a Brownian motion. We prove that, for almost all sample paths of the Brownian motion in the classical Wiener space, the forced equation admits a topological horseshoe of infinitely many branches. This result is then applied to the randomly forced Duffing equation and the pendulum equation.     

Polynomial inverse integrating factors for quadratic differential systems

We characterize all the quadratic polynomial differential systems having a polynomial inverse integrating factor and provide explicit normal forms for such systems and for their associated first integrals. We also prove that these families of quadratic systems have no limit cycles.     

Weak asymptotic stability at first approximation for periodic differential inclusions

Weak asymptotic stability of an equilibrium position for a periodic differential inclusion is studied. First the weak asymptotic stability for a discrete-time inclusion generated by the original differential inclusion is investigated with the help of first approximation techniques. Then using the results for discrete-time inclusions the weak asymptotic stability for the differential inclusion is derived from the properties of its first approximation.     

Solvability of strongly nonlinear boundary value problems for second order differential inclusions

In this paper we study a problem for a second order differential inclusion with Dirichlet, Neumann and mixed boundary conditions. The equation is driven by a nonlinear, not necessarily homogeneous, differential operator satisfying certain conditions and containing, as a particular case, the p$p$-Laplacian operator. We prove the existence of solutions both for the case in which the multivalued nonlinearity has convex values and for the case in which it has not convex values. The presence of a maximal monotone operator in the equation make the results applicable to gradient systems with non-smooth, time invariant, convex potential and differential variational inequalities.     

Slow relaxations and bifurcations of the limit sets of dynamical systems. I. Bifurcations of limit sets

We consider one-parameter semigroups of homeomorphisms depending continuously on the parameters. We study the phenomenon of slow relaxation that consists in anomalously slow motion to the limit sets. We investigate the connection between slow relaxations and bifurcations of limit sets and other singularities of the dynamics. The statements of some of the problems stem from mathematical chemistry.     

A system of ODEs with a hysteresis effect

The paper deals with a class of ordinary differential systems which contains a differential inclusion describing input–output relations of hysteresis type. Existence and uniqueness of local and global solutions of the systems under consideration are proved.     

Limit cycles for generalized Kukles polynomial differential systems

We study the limit cycles of generalized Kukles polynomial differential systems using averaging theory of first and second order.     

On the cyclicity of weight-homogeneous centers

Let W be a weight-homogeneous planar polynomial differential system with a center. We find an upper bound of the number of limit cycles which bifurcate from the period annulus of W under a generic polynomial perturbation. We apply this result to a particular family of planar polynomial systems having a nilpotent center without meromorphic first integral.     

Laplace approximation of transition densities posed as Brownian expectations

We construct the Laplace approximation of the Lebesgue density for a discrete partial observation of a multi-dimensional stochastic differential equation. This approximation may be computed integrating systems of ordinary differential equations. The construction of the Laplace approximation begins with the definition of the point of minimum energy. We show how such a point can be defined in the Cameron–Martin space as a maximum a posteriori estimate of the underlying Brownian motion given the observation of a finite-dimensional functional. The definition of the MAP estimator is possible via a renormalization of the densities of piecewise linear approximations of the Brownian motion. Using the renormalized Brownian density the Laplace approximation of the integral over all Brownian paths can be defined. The developed theory provides a method for performing approximate maximum likelihood estimation.     

Effect of fast harmonic excitation on frequency-locking in a van der Pol–Mathieu–Duffing oscillator

We study the effect of high-frequency harmonic excitation on the entrainment area of the main resonance in a van der Pol–Mathieu–Duffing oscillator. An averaging technique is used to derive a self- and parametrically driven equation governing the slow dynamic of the oscillator. The multiple scales method is then performed on the slow dynamic near the main resonance to obtain a reduced autonomous slow flow equations governing the modulation of amplitude and phase of the slow dynamic. These equations are used to determine the steady state response, bifurcation and frequency–response curves. A second multiple scales expansion is used for each of the dependent variables of the slow flow to obtain slow slow flow modulation equations. Analysis of non-trivial equilibrium of this slow slow flow provides approximation of the slow flow limit cycle corresponding to quasi-periodic motion of the slow dynamic of the original system. Results show that fast harmonic excitation can change the nonlinear characteristic spring behavior and affect significantly the entrainment region. Numerical simulations are used to confirm the analytical results.     

Lattice operators underlying dynamic systems

This paper investigates algebraic and continuity properties of increasing set operators underlying dynamic systems. We recall algebraic properties of increasing operators on complete lattices and some topologies used for the study of continuity properties of lattice operators. We apply these notions to several operators induced by a differential equation or differential inclusion. We especially focus on the operators associating with any closed subset its reachable set, its exit tube, its viability kernel or its invariance kernel. Finally, we show that morphological operators used in image processing are particular cases of operators induced by constant differential inclusion.     

Semi-classical analysis and pseudo-spectra

We prove an approximate spectral theorem for non-self-adjoint operators and investigate its applications to second-order differential operators in the semi-classical limit. This leads to the construction of a twisted FBI transform. We also investigate the connections between pseudo-spectra and boundary conditions in the semi-classical limit.