In this paper, we aim to develop the averaging principle for a slow-fast system of stochastic reaction-diffusion equations driven by Poisson random measures. The coefficients of the equation are assumed to be functions of time, and some of them are periodic or almost periodic. Therefore, the Poisson term needs to be processed, and a new averaged equation needs to be given. For this reason, the existence of time-dependent evolution family of measures associated with the fast equation is studied, and proved that it is almost periodic. Next, according to the characteristics of almost periodic functions, the averaged coefficient is defined by the evolution family of measures, and the averaged equation is given. Finally, the validity of the averaging principle is verified by using the Khasminskii method.
We consider a family of non-autonomous reaction-diffusion equations with almost periodic, rapidly oscillating principal part and nonlinear interactions. As the frequency of the oscillations tends to infinity, we prove that the solutions of the non-autonomous equations converge to the solutions of the autonomous averaged equation. If the nonlinearity is dissipative, we prove existence of compact attractors and their upper-semicontinuity at infinity.
We study a non-autonomous parabolic equation with almost-periodic, rapidly oscillating principal part and nonlinear interactions. We associate to the equation a skew-product semiflow and, for a special class of nonlinearities, we define the Conley index of an isolated invariant set. As the frequency of the oscillations tends to infinity, we prove that every isolated invariant set of the averaged autonomous equation can be continued to an isolated invariant set of the skew-product semiflow associated to the non-autonomous equation. Finally, we illustrate some examples in which the Conley index …
In this paper, we develop the averaging principle for a class of two-time-scale stochastic reaction-diffusion equations driven by Wiener processes and Poisson random measures. We assume that all coefficients of the equation have polynomial growth, and the drift term of the equation is non-Lipschitz. Hence, the classical formulation of the averaging principle under the Lipschitz condition is no longer available. To prove the validity of the averaging principle, the existence and uniqueness of the mild solution are proved firstly. Then, the existence of time-dependent evolution family of measure…
Modern methods of simulating molecular systems are based on the mathematical theory of Markov operators with a focus on autonomous equilibrated systems. However, non-autonomous physical systems or non-autonomous simulation processes are becoming more and more important. We present a representation of non-autonomous Markov jump processes as autonomous Markov chains on space-time. Augmenting the spatial information of the embedded Markov chain by the temporal information of the associated jump times, we derive the so-called augmented jump chain. The augmented jump chain inherits the sparseness o…
This paper investigates a non-autonomous slow-fast system, which is generalized by stochastic differential equations (SDEs) with locally Lipschitz coefficients, subjected to standard Brownian motion (Bm) and fractional Brownian motion (fBm) with Hurst parameter 1/2<H<1. We concentrate on how to handle both types of integrals with respect to Bm and fBm and the locally Lispchitz continuity. The pathwise approach and the Ito stochastic calculus are combined with the technique of stopping time to establish the averaging principle where the averaged equation is defined. Then, the slow component of …
In this work, we study a class of non-autonomous two-time-scale stochastic reaction-diffusion equations driven by Poisson random measures, in which the coefficients satisfy the polynomial growth condition and local Lipschitz condition. First, the existence and uniqueness of the mild solution are proved by constructing auxiliary equations and using the technique of stopping time. Then, consider that the time dependent of the coefficients, the averaged equation is redefined by studying the existence of time-dependent evolution family of measures associated with the frozen fast equation. Further,…
The article is devoted to the study of non-autonomous Navier-Stokes equations. First, the authors have proved that such systems admit compact global attractors. This problem is formulated and solved in the terms of general non-autonomous dynamical systems. Second, they have obtained conditions of convergence of non-autonomous Navier-Stokes equations. Third, a criterion for the existence of almost periodic (quasi periodic,almost automorphic, recurrent, pseudo recurrent) solutions of non-autonomous Navier-Stokes equations is given. Finally, the authors have derived a global averaging principle f…
In this paper, we investigate the problem of system identification for autonomous Markov jump linear systems (MJS) with complete state observations. We propose switched least squares method for identification of MJS, show that this method is strongly consistent, and derive data-dependent and data-independent rates of convergence. In particular, our data-independent rate of convergence shows that, almost surely, the system identification error is $\mathcal{O}\big(\sqrt{\log(T)/T} \big)$ where $T$ is the time horizon. These results show that switched least squares method for MJS has the same rat…
We prove averaging theorems for ordinary differential equations and retarded functional differential equations. Our assumptions are weaker than those required in the results of the existing literature. Usually, we require that the nonautonomous differential equation and the autonomous averaged equation are locally Lipschitz and that the solutions of both equations exist on some interval. We extend this result to the case of vector fields which are continuous in the spatial variable uniformly with respect to time and without any assumption on the interval of existence of the solutions of the no…
A conservative Feller evolution on continuous bounded functions is constructed from a weakly continuous, time-inhomogeneous transition function describing a pure jump process on a locally compact Polish space. The transition function is assumed to satisfy a Foster-Lyapunov type condition. The results are applied to interacting particle systems in continuum, in particular to general birth-and-death processes (including jumps). Particular examples such as the BDLP and Dieckmann-Law model are considered in the end.
We present the validity of stochastic averaging principle for non-autonomous slow-fast stochastic differential equations (SDEs) whose fast motions admit random periodic solutions. Our investigation is motivated by some problems arising from multi-scale stochastic dynamical systems, where configurations are time dependent due to nonlinearity of the underlying vector fields and the onset of time dependent random invariant sets. Averaging principle with respect to uniform ergodicity of the fast motion is no longer available in this scenario. Lyapunov second method together with synchronous coupli…
We investigate mean-field games from the point of view of a large number of indistinguishable players which eventually converges to infinity. The players are weakly coupled via their empirical measure. The dynamics of the states of the individual players is governed by a non-autonomous pure jump type semi group in a Euclidean space, which is not necessarily smoothing. Investigations are conducted in the framework of non-linear Markov processes. We show that the individual optimal strategy results from a consistent coupling of an optimal control problem with a forward non-autonomous dynamics. I…
The effect of multiplicative stochastic perturbations on Hamiltonian systems on the plane is investigated. It is assumed that perturbations fade with time and preserve a stable equilibrium of the limiting system. The paper investigates bifurcations associated with changes in the stability of the equilibrium and with the appearance of new stochastically stable states in the perturbed system. It is shown that depending on the structure and the parameters of the decaying perturbations the equilibrium can remain stable or become unstable. In some intermediate cases, a practical stability of the eq…
This article studies the dynamics of the strong solution of a SDE driven by a discontinuous Lévy process taking values in a smooth foliated manifold with compact leaves. It is assumed that it is \textit{foliated} in the sense that its trajectories stay on the leaf of their initial value for all times a.s.. % Such a system is called a \textit{foliated Lévy diffusion}. Under a generic ergodicity assumption for each leaf, % and a continuous variation of the ergodic measures among each others, we determine the effective behaviour of the system subject to a small smooth perturbation of order $\e>0$…
Given an autonomous system of ordinary differential equations (ODE), we consider developing practical models for the deterministic, slow/coarse behavior of the ODE system. Two types of coarse variables are considered. The first type consists of running finite time averages of phase functions. Approaches to construct the coarse evolution equation for this type are discussed and implemented on a 'Forced' Lorenz system and a singularly perturbed system whose fast flow does not necessarily converge to an equilibrium. We explore two strategies. In one, we compute (locally) invariant manifolds of th…
On a computational approach for the approximate dynamics of averaged variables in nonlinear ODE systems: toward the derivation of constitutive laws of the rate type
The averaging theory has been extensively employed for studying periodic solutions of smooth and nonsmooth differential systems. Here, we extend the averaging theory for studying periodic solutions a class of regularly perturbed non-autonomous $n$-dimensional discontinuous piecewise smooth differential system. As a fundamental hypothesis, it is assumed that the unperturbed system has a manifold $\mathcal{Z}\subset\mathbb{R}^n$ of periodic solutions satisfying $\dim(\mathcal{Z})<n.$ Then, we apply this result to study limit cycles bifurcating from periodic solutions of linear differential syste…
We consider two weakly coupled systems and adopt a perturbative approach based on the Ruelle response theory to study their interaction. We propose a systematic way to parametrize the effect of the coupling as a function of only the variables of a system of interest. Our focus is on describing the impacts of the coupling on the long-term statistics rather than on the finite-time behaviour. By direct calculation, we find that, at first order, the coupling can be surrogated by adding a deterministic perturbation to the autonomous dynamics of the system of interest. At second order, there are add…
