arXiv subjects

Baoyou Qu

Publications and source records attributed to Baoyou Qu.

8 recordsLinked to original sources

arXiv2026

Entrance measures and dynamics for time-inhomogeneous McKean-Vlasov stochastic differential equations

In this paper, we study the entrance measures of time-inhomogeneous McKean-Vlasov SDEs. The existence is obtained in great generality, where the system can be expanding globally and/or degenerate for numerous number of time intervals. When the parameters are periodic/quasi-periodic in time, we obtain the existence of periodic/asymptotic quasi-periodic measures. In this case, a double-lift of the random dynamical system first to a dynamical system on cylinder and then on the graph of reparameterized process living on the cylinder is introduced. The double-lifted system gives to a continuous dynamical system over probability measures on the cylinder, and the lifted multi-parameter measure of the asymptotic quasi-periodic measure can then lead to an invariant measure of the lifted semigroup.

math.PR↗

arXiv2025

Theory and Design of Extended PID Control for Stochastic Systems with Structural Uncertainties

Since the classical proportional-integral-derivative (PID) controller has continued to be the most widely used feedback methods in engineering systems by far, it is crucial to investigate the working mechanism of PID in dealing with nonlinearity, uncertainty and random noises. Recently, Zhao and Guo (2022) has established the global stability of PID control for a class of uncertain nonlinear control systems with relative degree two without random perturbations. In this paper, we will consider a more general class of nonlinear stochastic systems with an arbitrary relative degree $n$, and discuss the stability and design of extended PID controller (a natural extension of PID). We demonstrate that, the closed-loop control systems will be globally stable in mean square with bounded tracking errors provided the extended PID parameters are selected from an $(n+1)$-dimensional unbounded set, even if both the system nonlinear drift and diffusion terms contain a wide range of structural uncertainties. Moreover, the steady-state tracking error is proved to be proportional to the noise intensity at the setpoint, which can also be made arbitrarily small by choosing the controller parameters suitably large.

math.OC↗

arXiv2024

Ergodicity and Mixing of Sublinear Expectation System and Applications

We utilize an ergodic theory framework to explore sublinear expectation theory. Specifically, we investigate the pointwise Birkhoff's ergodic theorem for invariant sublinear expectation systems. By further assuming that these sublinear expectation systems are ergodic, we derive stronger results. Furthermore, we relax the conditions for the law of large numbers and the strong law of large numbers under sublinear expectations from independent and identical distribution to $\alpha$-mixing. These results can be applied to a class of stochastic differential equations driven by $G$-Brownian motion (i.e., $G$-SDEs), such as $G$-Ornstein-Uhlenbeck processes. As byproducts, we also obtain a series of applications for classical ergodic theory and capacity theory.

math.PR↗

arXiv2024

Global Dynamics of Granular Media Equations via Stochastic Order

This paper studies the rich dynamics of one-dimensional granular media equations with attractive quadratic interactions. Building on the monotone dynamical systems framework developed in an earlier work, we allow for multiplicative noise, in contrast to most existing results restricted to additive noise. Within this framework, we show that, in the one-dimensional setting, invariant measures are totally ordered with respect to the stochastic order. The basins of attraction of the minimal and maximal invariant measures contain unbounded open sets in the 2-Wasserstein space, which is vacant in previous research even for additive noises. Also, our main results address the global convergence to the order interval enclosed by the minimal and maximal invariant measures, and an alternating arrangement of invariant measures in terms of stability (locally attracting) and instability (as the backward limit of a connecting orbit). Our theorems cover a wide range of classical granular media equations, such as double-well and multi-well landscapes. Specific values for the parameter ranges, explicit descriptions of attracting sets and phase diagrams are provided.

math.PR↗

arXiv2024

Connecting Orbits in Cooperative McKean-Vlasov SDEs

In this work we extend the framework of monotone dynamical systems to a broad and important class of stochastic equations, namely cooperative McKean-Vlasov SDEs with multiplicative noise. Under a locally dissipative assumption, our main theorem establishes the existence of multiple order-related invariant measures in the the Wasserstein space together with monotone connecting orbits (heteroclinic orbits) between them, with respect to the stochastic order. The presence of such connecting orbits also reveals the unstable nature of those invariant measures appearing as their backward limits, a dynamical feature that has remained largely unexplored in stochastic equations. The framework applies to a wide range of classical models, including granular media equations in double-well and multi-well confining potentials with quadratic interaction, perturbed double-well landscapes, and interacting multi-species population models. Our method is based on building a monotone dynamical system that preserves the stochastic order, achieved through a cone compatible with this order and an extension of the classical Dancer-Hess connecting orbit theorem.

math.PR↗

arXiv2023

Entrance measures for semigroups of time-inhomogeneous SDEs: possibly degenerate and expanding

In this article, we solve the problem of the long time behaviour of transition probabilities of time-inhomogeneous Markov processes and give a unified approach to stochastic differential equations (SDEs) with periodic, quasi-periodic, almost-periodic forcing and much beyond. We extend Harris's ``small set'' method to the time-inhomogeneous situation with the help of Hairer-Mattingly's refinement of Harris's recurrence to a one-step contraction of probability measures under the total variation distance $ρ_β$ weighted by some appropriate Lyapunov function and a constant $β>0$. We show that the convergence to an entrance measure under $ρ_β$ implies the convergence both in the total variation distance and the Wasserstein distance $\mathcal{W}_1$. For SDEs with locally Lipschitz and polynomial growth coefficients, in order to establish the local Doeblin condition, we obtain a nontrivial lower bound estimates for the fundamental solution of the corresponding Fokker-Planck equation. The drift term is allowed to be possibly non-weakly-dissipative, and the diffusion term can be degenerate over infinitely many large time intervals. This causes the system to be expanding over many periods of large time durations, the convergence to the entrance measure is generally only subgeometric. As an application we obtain the existence and uniqueness of quasi-periodic measure. We then lift the quasi-periodic Markovian semigroup to a cylinder on a torus and obtain a unique invariant measure and its ergodicity.

math.PR↗

arXiv2021

Random quasi-periodic paths and quasi-periodic measures of stochastic differential equations

In this paper, we define random quasi-periodic paths for random dynamical systems and quasi-periodic measures for Markovian semigroups. We give a sufficient condition for the existence and uniqueness of random quasi-periodic paths and quasi-periodic measures for stochastic differential equations and a sufficient condition for the density of the quasi-periodic measure to exist and to satisfy the Fokker-Planck equation. We obtain an invariant measure by considering lifted flow and semigroup on cylinder and the tightness of the average of lifted quasi-periodic measures. We further prove that the invariant measure is unique, and thus ergodic.

math.PR↗

arXiv2021

A Sufficient and Necessary Condition of PS-ergodicity of Periodic Measures and Generated Ergodic Upper Expectations

This paper contains two parts. In the first part, we study the ergodicity of periodic measures of random dynamical systems on a separable Banach space. We obtain that the periodic measure of the continuous time skew-product dynamical system generated by a random periodic path is ergodic if and only if the underlying noise metric dynamical system at discrete time of integral multiples of the period is ergodic. For the Markov random dynamical system case, we prove that the periodic measure of a Markov semigroup is PS-ergodic if and only if the trace of the random periodic path at integral multiples of period either entirely lies on a Poincaré section or completely outside a Poincaré section almost surely. In the second part of this paper, we construct sublinear expectations from periodic measures and obtain the ergodicity of the sublinear expectations from the ergodicity of periodic measures. We give some examples including the ergodicity of the discrete time Wiener shift of Brownian motions. The latter result would have some independent interests.

math.PR↗