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Chaotic behavior in differential equations driven by a Brownian motion
Authors:Kening Lu  Qiudong Wang
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
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.
Keywords:34C37   34C45   34F05   37H10
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