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Documents  Melbourne, Ian | enregistrements trouvés : 11

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Research talks;Partial Differential Equations;Probability and Statistics

We discuss some examples of the "good" effects of "very bad", "irregular" functions. In particular we will look at non-linear differential (partial or ordinary) equations perturbed by noise. By defining a suitable notion of "irregular" noise we are able to show, in a quantitative way, that the more the noise is irregular the more the properties of the equation are better. Some examples includes: ODE perturbed by additive noise, linear stochastic transport equations and non-linear modulated dispersive PDEs. It is possible to show that the sample paths of Brownian motion or fractional Brownian motion and related processes have almost surely this kind of irregularity. (joint work with R. Catellier and K. Chouk) We discuss some examples of the "good" effects of "very bad", "irregular" functions. In particular we will look at non-linear differential (partial or ordinary) equations perturbed by noise. By defining a suitable notion of "irregular" noise we are able to show, in a quantitative way, that the more the noise is irregular the more the properties of the equation are better. Some examples includes: ODE perturbed by additive noise, linear ...

35R60 ; 35Q53 ; 35D30 ; 60H15

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Research talks

​Assume that a renormalized Birkhoff sum $S_n f/B_n$ converges in distribution to a nontrivial limit. What can one say about the sequence $B_n$? Most natural statements in the literature involve sequences $B_n$ of the form $B_n = n^\alpha L(n)$, where $L$ is slowly varying. We will discuss the possible growth rate of $B_n$ both in the probability preserving case and the conservative case. In particular, we will describe examples where $B_n$ grows superpolynomially, or where $B_{n+1}/B_n$ does not tend to $1$. ​Assume that a renormalized Birkhoff sum $S_n f/B_n$ converges in distribution to a nontrivial limit. What can one say about the sequence $B_n$? Most natural statements in the literature involve sequences $B_n$ of the form $B_n = n^\alpha L(n)$, where $L$ is slowly varying. We will discuss the possible growth rate of $B_n$ both in the probability preserving case and the conservative case. In particular, we will describe examples where $B_n$ ...

37A40 ; 60F05

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Research talks;Dynamical Systems and Ordinary Differential Equations

We obtain results on mixing and rates of mixing for infinite measure semiflows and flows. The results on rates of mixing rely on operator renewal theory and a Dolgopyat-type estimate. The results on mixing hold more generally and are based on a deterministic (ie non iid) version of Erickson's continuous time strong renewal theorem.

37A25 ; 37A40 ; 37A50 ; 37D25

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Research talks;Probability and Statistics

65C30 ; 60H10

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Research talks;Partial Differential Equations;Probability and Statistics

35Q41 ; 60H15 ; 35R60

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Research talks;Dynamical Systems and Ordinary Differential Equations;Probability and Statistics

It has long been observed that multi-scale systems, particularly those in climatology, exhibit behavior typical of stochastic models, most notably in the unpredictability and statistical variability of events. This is often in spite of the fact that the underlying physical model is completely deterministic. One possible explanation for this stochastic behavior is deterministic chaotic effects. In fact, it has been well established that the statistical properties of chaotic systems can be well approximated by stochastic differential equations. In this talk, we focus on fast-slow ODEs, where the fast, chaotic variables are fed into the slow variables to yield a diffusion approximation. In particular we focus on the case where the chaotic noise is multidimensional and multiplicative. The tools from rough path theory prove useful in this difficult setting. It has long been observed that multi-scale systems, particularly those in climatology, exhibit behavior typical of stochastic models, most notably in the unpredictability and statistical variability of events. This is often in spite of the fact that the underlying physical model is completely deterministic. One possible explanation for this stochastic behavior is deterministic chaotic effects. In fact, it has been well established that the ...

60H10 ; 37D20 ; 37D25 ; 37A50

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Research talks;Partial Differential Equations;Probability and Statistics

We discuss the rough path principle and some of its applications to problems of homogenization.

60H15 ; 35B27

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Research talks

We present a convenient joint generalization of mixing and the local version of the central limit theorem (MLLT) for probability preserving dynamical systems. We verify that MLLT holds for several examples of hyperbolic systems by reviewing old results for maps and presenting new results for flows. Then we discuss applications such as proving various mixing properties of infinite measure preserving systems. Based on joint work with Dmitry Dolgopyat. We present a convenient joint generalization of mixing and the local version of the central limit theorem (MLLT) for probability preserving dynamical systems. We verify that MLLT holds for several examples of hyperbolic systems by reviewing old results for maps and presenting new results for flows. Then we discuss applications such as proving various mixing properties of infinite measure preserving systems. Based on joint work with Dmitry ...

37A50 ; 37D50 ; 60F05 ; 37D20

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Research talks

​We investigate the diffusion and statistical properties of Lorentz gas with cusps at flat points. This is a modification of dispersing billiards with cusps. The decay rates are proven to depend on the degree of the flat points, which varies from $n^{-a}$, for $ a\in (0,\infty)$. The stochastic processes driven by these systems enjoy stable law and have super-diffusion driven by Lévy process. This is a joint work with Paul Jung and Françoise Pène. ​We investigate the diffusion and statistical properties of Lorentz gas with cusps at flat points. This is a modification of dispersing billiards with cusps. The decay rates are proven to depend on the degree of the flat points, which varies from $n^{-a}$, for $ a\in (0,\infty)$. The stochastic processes driven by these systems enjoy stable law and have super-diffusion driven by Lévy process. This is a joint work with Paul Jung and Françoise ...

37D50 ; 37A25 ; 60F05 ; 37D25

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Research talks

​Consider the map $(x, z) \mapsto (x + \epsilon^{-\alpha} \sin (2\pi x) + \epsilon^{-(1+\alpha)}z, z + \epsilon \sin(2\pi x))$, which is conjugate to the Chirikov standard map with a large parameter. For suitable $\alpha$, we obtain a central limit theorem for the slow variable $z$ for a (Lebesgue) random initial condition. The result is proved by conjugating to the Chirikov standard map and utilizing the formalism of standard pairs. Our techniques also yield for the Chirikov standard map a related limit theorem and a ''finite-time'' decay of correlations result.
This is joint work with Alex Blumenthal and Ke Zhang.
​Consider the map $(x, z) \mapsto (x + \epsilon^{-\alpha} \sin (2\pi x) + \epsilon^{-(1+\alpha)}z, z + \epsilon \sin(2\pi x))$, which is conjugate to the Chirikov standard map with a large parameter. For suitable $\alpha$, we obtain a central limit theorem for the slow variable $z$ for a (Lebesgue) random initial condition. The result is proved by conjugating to the Chirikov standard map and utilizing the formalism of standard pairs. Our ...

60F05 ; 37E05 ; 37D20

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Research talks

​An almost Anosov flow is a flow having continuous flow-invariant splitting of the tangent bundle with exponential expansion/contraction in the unstable/stable direction, except for a finite number (in our case a single) periodic orbits. Roughly, almost Anosov flows are perturbed Anosov flows, where the perturbation is local around these periodic orbits, making them neutral. For this type of flows, we obtain limit theorems (stable, standard and non-standard CLT) for a large class of (unbounded) observables. I will present these results stressing on the method of proof. This is joint work with H. Bruin and M. Todd. ​An almost Anosov flow is a flow having continuous flow-invariant splitting of the tangent bundle with exponential expansion/contraction in the unstable/stable direction, except for a finite number (in our case a single) periodic orbits. Roughly, almost Anosov flows are perturbed Anosov flows, where the perturbation is local around these periodic orbits, making them neutral. For this type of flows, we obtain limit theorems (stable, standard and ...

37D35 ; 60J10 ; 37D25 ; 37A10 ; 37E05

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