Chaotic behavior in differential equations driven by a Brownian motion |
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Authors: | Kening Lu Qiudong Wang |
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Affiliation: | a Department of Mathematics, Brigham Young University, Provo, UT 84602, United States b School of Mathematics, Sichuan University, Chengdu 610064, PR China c Department of Mathematics, University of Arizona, Tucson, AZ 85721, United States |
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Abstract: | 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. |
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Keywords: | 34C37 34C45 34F05 37H10 |
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