We study two classes of dynamical systems with holes: expanding maps of the interval and Collet-Eckmann maps with singularities. In both cases, we prove that there is a natural absolutely continuous conditionally invariant measure $μ$ (a.c.c.i.m.) with the physical property that strictly positive Hölder continuous functions converge to the density of $μ$ under the renormalized dynamics of the system. In addition, we construct an invariant measure $ν$, supported on the Cantor set of points that never escape from the system, that is ergodic and enjoys exponential decay of correlations for Hölder observables. We show that $ν$ satisfies an equilibrium principle which implies that the escape rate formula, familiar to the thermodynamic formalism, holds outside the usual setting. In particular, it holds for Collet-Eckmann maps with holes, which are not uniformly hyperbolic and do not admit a finite Markov partition.
We use a general framework of Young towers with holes and first prove results about the \accim and the invariant measure on the tower. Then we show how to transfer results to the original dynamical system. This approach can be expected to generalize to other dynamical systems than the two above classes.
We study strictly ergodic Delone dynamical systems and prove an ergodic theorem for Banach space valued functions on the associated set of pattern classes. As an application, we prove existence of the integrated density of states in the sense of uniform convergence in distribution for the associated random operators.
In the realm of Delone sets in locally compact, second countable, Hausdorff groups, we develop a dynamical systems approach in order to study the continuity behavior of measured quantities arising from point sets. A special focus is both on the autocorrelation, as well as on the density of states for random bounded operators. It is shown that for uniquely ergodic limit systems, the latter measures behave continuously with respect to the Chabauty-Fell convergence of hulls. In the special situation of Euclidean spaces, our results complement recent developments in describing spectra as topologic…
We prove the asymptotic functional Poisson laws in the total variation norm and obtain estimates of the corresponding convergence rates for a large class of hyperbolic dynamical systems. These results generalize the ones obtained before in this area. Applications to intermittent solenoids, Axiom A systems, Hénon attractors and to billiards, are also considered.
We consider weak invariance principles (functional limit theorems) in the domain of a stable law. A general result is obtained on lifting such limit laws from an induced dynamical system to the original system. An important class of examples covered by our result are Pomeau-Manneville intermittency maps, where convergence for the induced system is in the standard Skorohod J_1 topology. For the full system, convergence in the J_1 topology fails, but we prove convergence in the M_1 topology.
A general sufficient condition for the convergence of subsequences of solutions of non-autonomous, nonlinear difference equations and systems is obtained. For higher order equations the delay sizes and patterns play essential roles in determining which subsequences of solutions converge. For systems the specific manner in which the equations are related is important and lead to different criteria. Applications to discrete dynamical systems, including some that model populations of certain species are discussed.
For a measure preserving dynamical system $(\mathcal{X},f, μ)$, we consider the time series of maxima $M_n=\max\{X_1,\ldots,X_n\}$ associated to the process $X_n=ϕ(f^{n-1}(x))$ generated by the dynamical system for some observable $ϕ:\mathcal{X}\to\mathbb{R}$. Using a point process approach we establish weak convergence of the process $Y_n(t)=a_n(M_{[nt]}-b_n)$ to an extremal process $Y(t)$ for suitable scaling constants $a_n,b_n\in\mathbb{R}$. Convergence here taking place in the Skorokhod space $\mathbb{D}(0,\infty)$ with the $J_1$ topology. We also establish distributional results for the r…
The present paper is concerned with large-time behavior of solutions to an outflow problem for an ideal polytropic model of compressible viscous gases in one-dimensional half space, and with a convergence rate of solutions toward a corresponding stationary solution. With the aid of center manifold theory, we prove the existence of the stationary solution, under a smallness condition on the boundary data. We also investigate, by employing an energy method, the time asymptotic stability of the stationary solution under suitable smallness assumptions, and estimate the convergence rate which coinc…
Certain dynamical models of competition have a unique invariant hypersurface to whichevery nonzero tractory is asymptotic, having simple geometry and topology.
We consider the pullback attractors for non-autonomous dynamical systems generated by stochastic lattice differential equations with non-autonomous deterministic terms. We first establish a sufficient condition for existence of pullback attractors of lattice dynamical systems with both non-autonomous deterministic and random forcing terms. As an application of the abstract theory, we prove the existence of a unique pullback attractor for the first-order lattice dynamical systems with both deterministic non-autonomous forcing terms and multiplicative white noise. Our results recover many existi…
In this paper, we consider the convergence rate with respect to Wasserstein distance in the invariance principle for deterministic nonuniformly hyperbolic systems, where both discrete time systems and flows are included. Our results apply to uniformly hyperbolic systems and large classes of nonuniformly hyperbolic systems including intermittent maps, Viana maps, finite horizon planar periodic Lorentz gases and others. Furthermore, as a nontrivial application to homogenization problem, we investigate the $\mathcal{W}_2$-convergence rate of a fast-slow discrete deterministic system to a stochast…
A succesful method to describe the asymptotic behavior of a discrete time stochastic process governed by some recursive formula is to relate it to the limit sets of a well chosen mean differential equation. Under an attainability condition, convergence to a given attractor of the flow induced by this dynamical system was proved to occur with positive probability (Benaïm, 1999) for a class of Robbins Monro algorithms. Benaïm et al. (2005) generalised this approach for stochastic approximation algorithms whose average behavior is related to a differential inclusion instead. We pursue the analogy…
We investigate the convergence towards periodic orbits in discrete dynamical systems. We examine the probability that a randomly chosen point converges to a particular neighborhood of a periodic orbit in a fixed number of iterations, and we use linearized equations to examine the evolution near that neighborhood. The underlying idea is that points of stable periodic orbit are associated with intervals. We state and prove a theorem that details what regions of phase space are mapped into these intervals (once they are known) and how many iterations are required to get there. We also construct a…
In this work we investigate dynamical systems designed to approach the solution sets of inclusion problems involving the sum of two maximally monotone operators. Our aim is to design methods which guarantee strong convergence of trajectories towards the minimum norm solution of the underlying monotone inclusion problem. To that end, we investigate in detail the asymptotic behavior of dynamical systems perturbed by a Tikhonov regularization where either the maximally monotone operators themselves, or the vector field of the dynamical system is regularized. In both cases we prove strong converge…
We investigate the convergence rates of the trajectories generated by implicit first and second order dynamical systems associated to the determination of the zeros of the sum of a maximally monotone operator and a monotone and Lipschitz continuous one in a real Hilbert space. We show that these trajectories strongly converge with exponential rate to a zero of the sum, provided the latter is strongly monotone. We derive from here convergence rates for the trajectories generated by dynamical systems associated to the minimization of the sum of a proper, convex and lower semicontinuous function …
For non-uniformly hyperbolic dynamical systems we consider the time series of maxima along typical orbits. Using ideas based upon quantitative recurrence time statistics we prove convergence of the maxima (under suitable normalization) to an extreme value distribution, and obtain estimates on the rate of convergence. We show that our results are applicable to a range of examples, and include new results for Lorenz maps, certain partially hyperbolic systems, and non-uniformly expanding systems with sub-exponential decay of correlations. For applications where analytic results are not readily av…
We study the stable behaviour of discrete dynamical systems where the map is convex and monotone with respect to the standard positive cone. The notion of tangential stability for fixed points and periodic points is introduced, which is weaker than Lyapunov stability. Among others we show that the set of tangentially stable fixed points is isomorphic to a convex inf-semilattice, and a criterion is given for the existence of a unique tangentially stable fixed point. We also show that periods of tangentially stable periodic points are orders of permutations on $n$ letters, where $n$ is the dimen…
This paper is about statistical properties of quasistatic dynamical systems. These are a class of non-stationary systems that model situations where the dynamics change very slowly over time due to external influence. We focus on the case where the time-evolution is described by intermittent interval maps (Pomeau-Manneville maps) with time-dependent parameters. In a suitable range of parameters, we obtain a description of the statistical properties as a stochastic diffusion, by solving a well-posed martingale problem. The results extend those of a related recent study due to Dobbs and Stenlund…
In ergodic optimization theory, the existence of sub-actions is an important tool in the study of the so-called optimizing measures. For transformations with regularly varying property, we highlight a class of moduli of continuity which is not compatible with the existence of continuous sub-actions. Our result relies fundamentally on the local behavior of the dynamics near a fixed point and applies to interval maps that are expanding outside an indifferent fixed point, including Manneville-Pomeau and Farey maps.
Projection-based control (PBC) systems have significant engineering impact and receive considerable scientific attention. To properly describe closed-loop PBC systems, extensions of classical projected dynamical systems are needed, because partial projection operators and irregular constraint sets (sectors) are crucial in PBC. These two features obstruct the application of existing results on existence and completeness of solutions. To establish a rigorous foundation for the analysis and design of PBC, we provide essential existence and completeness properties for this new class of discontinuo…
Consider an operator equation $F(u)=0$ in a real Hilbert space. Let us call this equation ill-posed if the operator $F'(u)$ is not boundedly invertible, and well-posed otherwise. If $F$ is monotone $C^2_{loc}(H)$ operator, then we construct a Cauchy problem, which has the following properties: 1) it has a global solution for an arbitrary initial data, 2) this solution tends to a limit as time tends to infinity, 3) the limit is the minimum norm solution to the equation $F(u)=0$. Example of applications to linear ill-posed operator equation is given.
We investigate some ergodic and spectral properties of general (discrete) $C^*$-dynamical systems $({\mathfrak A},Φ)$ made of a unital $C^*$-algebra and a multiplicative, identity-preserving $*$-map $Φ:{\mathfrak A}\to{\mathfrak A}$, particularising the situation when $({\mathfrak A},Φ)$ enjoys the property of unique ergodicity with respect to the fixed-point subalgebra. For $C^*$-dynamical systems enjoying or not the strong ergodic property mentioned above, we provide conditions on $λ$ in the unit circle $\{z\in{\mathbb C}\mid |z|=1\}$ and the corresponding eigenspace ${\mathfrak A}_λ\subset{…
This paper is devoted to the quantitative study of the attractive velocity of generalized attractors for infinite-dimensional dynamical systems. We introduce the notion of~$φ$-attractor whose attractive speed is characterized by a general non-negative decay function~$φ$, and prove that~$φ$-decay with respect to noncompactness measure is a sufficient condition for a dissipitive system to have a~$φ$-attractor. Furthermore, several criteria for~$φ$-decay with respect to noncompactness measure are provided. Finally, as an application, we establish the existence of a generalized exponential attract…
A new class of critical points, termed as perpetual points, where acceleration becomes zero but the velocity remains non-zero, are observed in dynamical systems. The velocity at these points is either maximum or minimum or of inflection behavior.These points also show the bifurcation behavior as parameters of the system vary. These perpetual points are useful for locating the hidden oscillating attractors as well as co-existing attractors. Results show that these points are important for better understanding of transient dynamics in the phase space. The existence of these points confirms wheth…
This paper investigates first-order variable metric backward forward dynamical systems associated with monotone inclusion and convex minimization problems in real Hilbert space. The operators are chosen so that the backward-forward dynamical system is closely related to the forward-backward dynamical system and has the same computational complexity. We show existence, uniqueness, and weak asymptotic convergence of the generated trajectories and strong convergence if one of the operators is uniformly monotone. We also establish that an equilibrium point of the trajectory is globally exponential…
The paper is dedicated to studying the problem of existence and uniqueness of solutions as well as existence of and exponential convergence to invariant measures for McKean-Vlasov stochastic differential equations with Markovian switching. Since the coefficients are only locally Lipschitz, we need to truncate them both in space and distribution variables simultaneously to get the global existence of solutions under the Lyapunov condition. Furthermore, if the Lyapunov condition is strengthened, we establish the exponential convergence of solutions' distributions to the unique invariant measure …
We consider the deviation of Birkhoff sums along fixed orbits of substitution dynamical systems. We show distributional convergence for the Birkhoff sums of eigenfunctions of the substitution matrix. For noncoboundary eigenfunctions with eigenvalue of modulus 1, we obtain a central limit theorem. For other eigenfunctions, we show convergence to distributions supported on Cantor sets. We also give a new criterion for such an eigenfunction to be a coboundary, as well as a new characterization of substitution dynamical systems with bounded discrepancy
Necessary conditions for existence of tensor invariants for general nonlinear dynamical systems
College of Mathematics, Jilin University(吉林大学数学学院);School of Mathematics and Statistics, Changchun University of Science and Technology(长春理工大学数学与统计学院);School of Mathematics, Sichuan University(四川大学数学学院)
This paper studies the convergence rate of a continuous-time dynamical system for L1-minimization, known as the Locally Competitive Algorithm (LCA). Solving L1-minimization} problems efficiently and rapidly is of great interest to the signal processing community, as these programs have been shown to recover sparse solutions to underdetermined systems of linear equations and come with strong performance guarantees. The LCA under study differs from the typical L1 solver in that it operates in continuous time: instead of being specified by discrete iterations, it evolves according to a system of …
LTCI, Télécom Paris, Institut polytechnique de Paris(巴黎理工学院巴黎电信学院LTCI实验室)
Adam is a popular variant of stochastic gradient descent for finding a local minimizer of a function. In the constant stepsize regime, assuming that the objective function is differentiable and non-convex, we establish the convergence in the long run of the iterates to a stationary point under a stability condition. The key ingredient is the introduction of a continuous-time version of Adam, under the form of a non-autonomous ordinary differential equation. This continuous-time system is a relevant approximation of the Adam iterates, in the sense that the interpolated Adam process converges we…