Random Dynamical Systems and Stationary Solutions of Differential Equations Driven by the Fractional Brownian Motion

Abstract

Linear and semilinear stochastic evolution equations with additive noise, where the forcing term is an infinite dimensional fractional Brownian motion are studied. Under usual dissipativity conditions the equations are shown to define random dynamical systems which have unique, exponentially attracting fixed points. The results are applied to stochastic parabolic PDE's. They are also applicable to standard finite-dimensional dissipative stochastic equation driven by fractional Brownian motion.     

Autonomous Stochastic Perturbations of Dynamical Systems

Long-time effects of autonomous stochastic perturbations of Hamiltonian systems are considered. In particular, these perturbations allow us to obtain the averaging principle for deterministic perturbations in the case of Hamiltonians with many critical points. The limiting slow motion in this case is a stochastic process even when the system and perturbations are purely deterministic.     

Fractional-Linear Transformations of Operator Balls; Applications to Dynamical Systems

The operator sets, which are the subject of this paper, have been studied in many papers where, under different restrictions on the generating operators, convexity, compactness in the weak operator topology, and nonemptiness were proved for sets of different classes under study. Then the results obtained were used in these papers to solve several applied problems. Namely, they played the key role in establishing the dichotomy of nonautonomous dynamical systems, with either continuous or discrete time. In the present paper, we generalize and sharpen the already known criteria and obtain several new criteria for convexity, compactness, and nonemptiness of several special operator sets. Then, using the assertions obtained, we construct examples of sets of the form under study which are nonconvex, noncompact in the weak operator topology, as well as empty, and are generated by ＂smooth＂ operators of a special class. The existence problem for such sets remained open until the authors of this paper announced some of its results.     

A Note on the Fractional Integrated Fractional Brownian Motion

We characterize the lower classes of the fractional integrated fractional Brownian motion by an integral test.     

Extension of the Kalman–Bucy Filter to Elementary Linear Systems with Fractional Brownian Noises

We investigate the optimal filtering problem in the simplest Gaussian linear system driven by fractional Brownian motions. At first we extend to this setting the Kalman–Bucy filtering equations which are well-known in the specific case of usual Brownian motions. Closed form Volterra type integral equations are derived both for the mean of the optimal filter and the variance of the filtering error. Then the asymptotic stability of the filter is analyzed. It is shown that the variance of the filtering error converges to a finite limit as the observation time tends to infinity. This revised version was published online in August 2006 with corrections to the Cover Date.     

Conserved Quantities and Symmetries Related to Stochastic Dynamical Systems

The present article focuses on the three topics related to the notions of "conserved quantities" and "symmetries" in stochastic dynamical systems described by stochastic differential equations of Stratonovich type. The first topic is concerned with the relation between conserved quantities and symmetries in stochastic Hamilton dynamical systems, which is established in a way analogous to that in the deterministic Hamilton dynamical theory. In contrast with this, the second topic is devoted to investigate the procedures to derive conserved quantities from symmetries of stochastic dynamical systems without using either the Lagrangian or Hamiltonian structure. The results in these topics indicate that the notion of symmetries is useful for finding conserved quantities in various stochastic dynamical systems. As a further important application of symmetries, the third topic treats the similarity method to stochastic dynamical systems. That is, it is shown that the order of a stochastic system can be reduced, if the system admits symmetries. In each topic, some illustrative examples for stochastic dynamical systems and their conserved quantities and symmetries are given.     

Selfdual Variational Principles for Periodic Solutions of Hamiltonian and Other Dynamical Systems

Selfdual variational principles are introduced in order to construct solutions for Hamiltonian and other dynamical systems which satisfy a variety of linear and nonlinear boundary conditions including many of the standard ones. These principles lead to new variational proofs of the existence of parabolic flows with prescribed initial conditions, as well as periodic, anti-periodic and skew-periodic orbits of Hamiltonian systems. They are based on the theory of anti-selfdual Lagrangians developed recently in Ghoussoub (2007a Ghoussoub , N. ( 2007a ). Anti-selfdual Lagrangians: Variational resolutions of non self-adjoint equations and dissipative evolutions . AIHP-Analyse Non Linéaire 24 : 171 – 205 . [Google Scholar] b Ghoussoub , N. ( 2007b ). Anti-selfdual Hamiltonians: Variational resolution for Navier-Stokes equations and other nonlinear evolutions . Comm. Pure & Applied Math. 60 ( 5 ): 619 – 653 .[Crossref], [Web of Science ®] , [Google Scholar] c Ghoussoub , N. ( 2007c ). Selfdual partial differential systems and their variational principals . Submitted for publication . [Google Scholar]).     

奇异耦合分数阶微分方程组Dirichlet型边值问题的正解

研究了一非线性奇异非自治耦合半正分数阶微分方程组Dirichlet型边值问题.利用Schauder不动点定理,获得了该非自治耦合分数阶微分方程组Dirichlet型边值问题的正解.     

Fractional Hamiltonian systems with positive semi-definite matrix

We study the existence of solutions for the following fractional Hamiltonian systems $$ \left\{ \begin{array}{ll} - _tD^{\alpha}_{\infty}(_{-\infty}D^{\alpha}_{t}u(t))-\lambda L(t)u(t)+\nabla W(t,u(t))=0,\\[0.1cm] u\in H^{\alpha}(\mathbb{R},\mathbb{R}^n), \end{array} \right. ~~~~~~~~~~~~~~~~~(FHS)_\lambda $$ where $\alpha\in (1/2,1)$, $t\in \mathbb{R}$, $u\in \mathbb{R}^n$, $\lambda>0$ is a parameter, $L\in C(\mathbb{R},\mathbb{R}^{n^2})$ is a symmetric matrix, $W\in C^1(\mathbb{R} \times \mathbb{R}^n,\mathbb{R})$. Assuming that $L(t)$ is a positive semi-definite symmetric matrix, that is, $L(t)\equiv 0$ is allowed to occur in some finite interval $T$ of $\mathbb{R}$, $W(t,u)$ satisfies some superquadratic conditions weaker than Ambrosetti-Rabinowitz condition, we show that (FHS)$_\lambda$ has a solution which vanishes on $\mathbb{R}\setminus T$ as $\lambda \to \infty$, and converges to some $\tilde{u}\in H^{\alpha}(\R, \R^n)$. Here, $\tilde{u}\in E_{0}^{\alpha}$ is a solution of the Dirichlet BVP for fractional systems on the finite interval $T$. Our results are new and improve recent results in the literature even in the case $\alpha =1$.     

Gyroaverage effects on nontwist Hamiltonians: Separatrix reconnection and chaos suppression

A study of finite Larmor radius (FLR) effects on E × B test particle chaotic transport in non-monotonic zonal flows with drift waves in magnetized plasmas is presented. Due to the non-monotonicity of the zonal flow, the Hamiltonian does not satisfy the twist condition. The electrostatic potential is modeled as a linear superposition of a zonal flow and the regular neutral modes of the Hasegawa-Mima equation. FLR effects are incorporated by gyro-averaging the E × B Hamiltonian. It is shown that there is a critical value of the Larmor radius for which the zonal flow transitions from a profile with one maximum to a profile with two maxima and a minimum. This bifurcation leads to the creation of additional shearless curves and resonances. The gyroaveraged nontwist Hamiltonian exhibits complex patterns of separatrix reconnection. A change in the Larmor radius can lead to heteroclinic-homoclinic bifurcations and dipole formation. For Larmor radii for which the zonal flow has bifurcated, double heteroclinic-heteroclinic, homoclinic-homoclinic and heteroclinic-homoclinic separatrix topologies are observed. It is also shown that chaotic transport is typically reduced as the Larmor radius increases. Poincare sections show that, for large enough Larmor radius, chaos can be practically suppressed. In particular, changes of the Larmor radius can restore the shearless curve.     

Spectral Properties of Hamiltonians of Charged Systems in a Homogeneous Magnetic Field: I. General Characteristic of the Spectrum

We study the spectrum of Hamiltonians of charged multiparticle systems in a homogeneous magnetic field with a fixed sum P of the pseudomomentum components and without it. We prove that if P is fixed, then the spectrum of Hamiltonians is independent of the value of P , while the spectrum without fixation of P coincides with the spectrum with fixation and differs from the latter only by some additional infinite degeneration (this is a principal difference between problems with a homogeneous magnetic field and problems without any field in which the absence of any fixation of the total angular momentum results in covering the spectrum of the relative motion by a continuous spectrum). We find the continuous spectrum of the Hamiltonians and characterize the spectrum of Hamiltonians of two-cluster mutually noninteracting systems obtained by decomposing the original system in the state with a fixed value of P . The last result is necessary for the study of the purely point spectrum.     

Chaotic Motion of the N-Vortex Problem on a Sphere: I. Saddle-Centers in Two-Degree-of-Freedom Hamiltonians

We study the motion of N point vortices with N∈ℕ on a sphere in the presence of fixed pole vortices, which are governed by a Hamiltonian dynamical system with N degrees of freedom. Special attention is paid to the evolution of their polygonal ring configuration called the N -ring, in which they are equally spaced along a line of latitude of the sphere. When the number of the point vortices is N=5n or 6n with n∈ℕ, the system is reduced to a two-degree-of-freedom Hamiltonian with some saddle-center equilibria, one of which corresponds to the unstable N-ring. Using a Melnikov-type method applicable to two-degree-of-freedom Hamiltonian systems with saddle-center equilibria and a numerical method to compute stable and unstable manifolds, we show numerically that there exist transverse homoclinic orbits to unstable periodic orbits in the neighborhood of the saddle-centers and hence chaotic motions occur. Especially, the evolution of the unstable N-ring is shown to be chaotic.      

分数阶时变广义系统稳定性分析

基于Caputo分数阶导数,研究了分数阶时变广义线性系统和分数阶时变广义非线性系统的稳定性问题.首先利用相关不等式,给出了一个时变广义线性系统无脉冲且稳定的充分条件.然后,通过慢子系统来判断快子系统的变化,并利用Riccati方程,建立了分数阶时变广义非线性系统是渐近稳定的判定准则.最后,给出了算例和Simulink仿真结果,以说明结论的正确性.     

Parameter Estimation and Optimal Filtering for Fractional Type Stochastic Systems

Stochastic systems driven by fractional Brownian motions are investigated. At first analogs of the usual representation theorems and Girsanovs formula are derived. Then the tools are applied to solve some statistical problems of parameter estimation and optimal filtering.     

Spectral Properties of Hamiltonians of Charged Systems in a Homogeneous Magnetic Field: II. The Structure of the Pure Point Spectrum

We study the pure point spectrum of the energy operator H(P ) of a many-particle charged quantum system in a homogeneous magnetic field based on the results in our previous work under fixation of the sum P of the pseudomomentum components of the system. We prove that the discrete spectrum H(P ) of a short-range system is infinite under some conditions (which, for example, hold for a system of two oppositely charged particles) even in the case of a finitely supported potential. For a long-range system of the type of a (+)-ion of an atom (including the ion), the discrete spectrum is infinite.     

Controllability of Hilfer Fractional Differential Systems with Non-Dense Domain

In this paper, some exact controllability results are investigated for an integral solution of a non-densely defined abstract fractional differential system involving Hilfer fractional derivative. We tend to implement semigroup theory, fractional calculus, and measure of noncompactness to obtain the main results by fixed point technique. Finally, an application is given to illustrate the obtained results.     

Fractional Bilinear Stochastic Equations with the Drift in the First Fractional Chaos

Abstract

In the paper we compute the explicit form of the fractional chaos decomposition of the solution of a fractional stochastic bilinear equation with the drift in the fractional chaos of order one and initial condition in a finite fractional chaos. The large deviations principle is also obtained for the one-dimensional distributions of the solution of the equation perturbed by a small noise.     

分数阶微分中立型系统的有限时间镇定性及有界性

讨论了一类分数阶微分中立型系统的有限时间状态反馈镇定性及有界性问题.利用Gronwall 不等式, 获得了使得系统有限时间状态反馈镇定及有限时间有界的充分性条件.