Analysis, Geometry, and Dynamical Systems Seminar   RSS

11/02/2020, 15:00 — 16:00 — Room P8, Mathematics Building, IST
Yingfei Yi, University of Alberta and Jilin University

Noise Impact on Finite Dimensional Dynamical Systems

Dynamical systems are often subjected to noise perturbations either from external sources or from their own intrinsic uncertainties. While it is well believed that noises can have dramatic effects on the stability of a deterministic system at both local and global levels, mechanisms behind noise surviving or robust dynamics have not been well understood especially from distribution perspectives. This talk attempts to outline a mathematical theory for making a fundamental understanding of these mechanisms in white noise perturbed systems of ordinary differential equations, based on the study of stationary measures of the corresponding Fokker-Planck equations. New existence and non-existence results of stationary measures will be presented by relaxing the notion of Lyapunov functions. Limiting behaviors of stationary measures as noises vanish will be discussed in connection to important issues such as stochastic stability and bifurcations.

Projecto FCT UIDB/04459/2020.