SearcharxivSearch

arXiv subjects

Martin Rasmussen

Publications and source records attributed to Martin Rasmussen.

At least 19 recordsLinked to original sources

Dichotomies Faster or Slower than exponential are Irrelevant for Skew-Product Flows

We prove that dichotomies given by growth rates that are either faster or slower than exponential either do not occur or are inconsequential in the setting of skew-products with compact base. A similar conclusion is obtained for the nonuniform exponential behavior. To achieve this, we study families of translated linear nonautonomous differential equations for which we prove propagation results. We also study translations of growth rates under a comparison criteria.

math.DS

Invariant Sets and Boundary Systems of Nonautonomous Differential Inclusions

In this paper we propose a finite-dimensional and deterministic approach to the study of invariant sets of certain nonautonomous differential inclusions naturally arising in the context of random and control dynamical systems, as well as in systems modeling the dynamical propagation of uncertainty. In particular, to any such differential inclusion, we associate a finite-dimensional and deterministic system of nonautonomous ordinary differential equations, which we call the boundary system, due to its following characteristic property: invariant sets of the differential inclusion lift in a unique way to backward invariant unit normal cones of the associated boundary system, and these are even invariant if the boundary is smooth. We further illustrate the strength of this approach in the study of minimal attractors of nonautonomous linear differential inclusions. Under the natural assumption of exponential stability for the unperturbed problem, we establish existence and uniqueness of a minimal attractor for the differential inclusion with fiberwise strictly convex, closed, and continuously differentiable boundaries. We also show that the unit normal bundle is in fact the pullback attractor for the skew-product flow associated to the boundary system which extends to the global attractor when the underlying admits a compact base.

math.DS

Analytic Dependence of the Lyapunov Moment Function and the Projective Stationary Measure for Random Matrix Products

We consider the product of i.i.d. random matrices sampled according to a probability measure $\mu$ supported on a strongly irreducible and proximal subset of a compact set $S\subset GL(d,\mathbb{R})$. We establish the local analyticity of the Lyapunov moment function and the unique stationary measure on the projective space with respect to $\mu$ in the total variation topology. As a consequence, we obtain the analyticity of the asymptotic variance and all higher-order Lyapunov moments.

math.DS

$\varepsilon$-neighbourhoods in the Plane with a Nowhere-smooth Boundary

We give an example of a planar set $E\subset \mathbb{R}^2$ for which the boundary $\partial E_\varepsilon$ of its $\varepsilon$-neighbourhood $E_\varepsilon = \{x \in \mathbb{R}^2 \, : \, \textrm{dist}(x, E) \leq \varepsilon \}$ is nowhere $C^1$-smooth, in the sense that the set of singularities on the boundary is countably dense (where we note that the latter set cannot be uncountable). Furthermore, we give an example of a planar set $E$ for which $\partial E_\varepsilon$ has the same properties as above, but in addition contains an uncountable subset, with non-integer Hausdorff dimension, where curvature is not defined. Both constructions make use of a characterisation of those star-shaped sets that are an $\varepsilon$-neighbourhood of one of their subsets.

math.MG

Bifurcations of the H\'enon map with additive bounded noise

We numerically study bifurcations of attractors of the H\'enon map with additive bounded noise with spherical reach. The bifurcations are analysed using a finite-dimensional boundary map. We distinguish between two types of bifurcations: topological bifurcations and boundary bifurcations. Topological bifurcations describe discontinuous changes of attractors and boundary bifurcations occur when singularities of an attractor's boundary are created or destroyed. We identify correspondences between topological and boundary bifurcations of attractors and local and global bifurcations of the boundary map.

math.DS

The Morse spectrum for linear random dynamical systems

We prove that projectivised finite-dimensional linear random dynamical systems possess a unique finest weak Morse decomposition. Based on this result, we define the Morse spectrum and investigate its basic properties. In particular, we show that the Morse spectrum is given by a finite union of closed intervals. Furthermore we demonstrate that under a bounded growth condition, the Morse spectrum coincides with the non-uniform dichotomy spectrum.

math.DS

Rigorous enclosure of Lyapunov exponents of stochastic flows

We develop a powerful and general method to provide rigorous and accurate upper and lower bounds for Lyapunov exponents of stochastic flows. Our approach is based on computer-assisted tools, the adjoint method and established results on the ergodicity of diffusion processes. We do not require any structural assumptions on the stochastic system and work under mild hypoellipticity conditions and outside of perturbative regimes. Therefore, our method allows for the treatment of systems that were so far out of reach from existing mathematical tools. We demonstrate our method to exhibit the chaotic nature of four different systems. Finally, we show the robustness of our approach by combining it with continuation methods to produce bounds on Lyapunov exponents over large parameter regions.

math.DS

Tail behaviour of stationary densities for one-dimensional random diffeomorphisms

We study the asymptotic behaviour of stationary densities of one-dimensional random diffeomorphisms, at the boundaries of their support, which correspond to deterministic fixed points of extremal diffeomorphisms. In particular, we show how this stationary density at a boundary depends on the underlying noise distribution, as well as the linearisation of the extremal diffeomorphism at the boundary point (in case the corresponding fixed point is hyperbolic), or the leading nonlinear term of the extremal diffeomorphism (in case the corresponding fixed point is not hyperbolic).

math.PR

Attractors of Linear Maps with Bounded Noise

We consider invertible linear maps with additive spherical bounded noise. We show that minimal attractors of such random dynamical systems are unique, strictly convex and have a continuously differentiable boundary. Moreover, we present an auxiliary finite-dimensional deterministic boundary map for which the unit normal bundle of this boundary is globally attracting.

math.DS

On the quasi-ergodicity of absorbing Markov chains with unbounded transition densities, including random logistic maps with escape

In this paper, we consider absorbing Markov chains $X_n$ admitting a quasi-stationary measure $\mu$ on $M$ where the transition kernel $\mathcal P$ admits an eigenfunction $0\leq \eta\in L^1(M,\mu)$. We find conditions on the transition densities of $\mathcal P$ with respect to $\mu$ which ensure that $\eta(x) \mu(\mathrm d x)$ is a quasi-ergodic measure for $X_n$ and that the Yaglom limit converges to the quasi-stationary measure $\mu$-almost surely. We apply this result to the random logistic map $X_{n+1} = \omega_n X_n (1-X_n)$ absorbed at $\mathbb R \setminus [0,1],$ where $\omega_n$ is an i.i.d sequence of random variables uniformly distributed in $[a,b],$ for $1\leq a <4$ and $b>4.$

math.PR

The conditioned Lyapunov spectrum for random dynamical systems

We establish the existence of a full spectrum of Lyapunov exponents for memoryless random dynamical systems with absorption. To this end, we crucially embed the process conditioned to never being absorbed, the $Q$-process, into the framework of random dynamical systems, allowing us to study multiplicative ergodic properties. We show that the finite-time Lyapunov exponents converge in conditioned probability and apply our results to iterated function systems and stochastic differential equations.

math.DS

Rate-induced tipping and saddle-node bifurcation for a class of quadratic differential equations with nonautonomous asymptotic dynamics

An in-depth analysis of nonautonomous bifurcations of saddle-node type for scalar differential equations $x'=-x^2+q(t)\,x+p(t)$, where $q\colon\mathbb{R}\to\mathbb{R}$ and $p\colon\mathbb{R}\to\mathbb{R}$ are bounded and uniformly continuous, is fundamental to explain the absence or occurrence of rate-induced tipping for the differential equation $y' =(y-(2/\pi)\arctan(ct))^2+p(t)$ as the rate $c$ varies on $[0,\infty)$. A classical attractor-repeller pair, whose existence for $c=0$ is assumed, may persist for any $c>0$, or disappear for a certain critical rate $c=c_0$, giving rise to rate-induced tipping. A suitable example demonstrates that one can have more than one critical rate, and the existence of the classical attractor-repeller pair may return when $c$ increases.

math.DS

On Boundaries of $\varepsilon$-neighbourhoods of Planar Sets, Part II: Global Structure and Curvature

We study the global topological structure and smoothness of the boundaries of $\varepsilon$-neighbourhoods $E_\varepsilon = \{x \in \mathbb{R}^2 \, : \, \textrm{dist}(x, E) \leq \varepsilon \}$ of planar sets $E \subset \mathbb{R}^2$. We show that for a compact set $E$ and $\varepsilon > 0$ the boundary $\partial E_\varepsilon$ can be expressed as a disjoint union of an at most countably infinite union of Jordan curves and a possibly uncountable, totally disconnected set of singularities. We also show that curvature is defined almost everywhere on the Jordan curve subsets of the boundary.

math.MG

On Boundaries of $\varepsilon$-neighbourhoods of Planar Sets: Singularities, Global Structure, and Curvature

We study the geometry, topological properties and smoothness of the boundaries of closed $\varepsilon$-neighbourhoods $E_\varepsilon = \{x \in \mathbb{R}^2 \, : \, \textrm{dist}(x, E) \leq \varepsilon \}$ of compact planar sets $E \subset \mathbb{R}^2$. We develop a novel technique for analysing the boundary, and use this to obtain a classification of singularities (i.e.~non-smooth points) on $\partial E_\varepsilon$ into eight categories. We show that the set of singularities is either countable or the disjoint union of a countable set and a closed, totally disconnected, nowhere dense set. Furthermore, we characterise, in terms of local geometry, those $\varepsilon$-neighbourhoods whose complement $\overline{\mathbb{R}^2 \setminus E_\varepsilon}$ is a set with positive reach. It is known that for all bounded $E \subset \mathbb{R}^d$ and all $\varepsilon > 0$, the boundary $\partial E_\varepsilon$ is $(d-1)$-rectifiable. Improving on this, we identify a sufficient condition for the boundary to be uniformly rectifiable, and provide an example of a planar $\varepsilon$-neighbourhood that is not Ahlfors regular. In terms of the topological structure, we show that for a compact set $E$ and $\varepsilon > 0$ the boundary $\partial E_\varepsilon$ can be expressed as a disjoint union of an at most countably infinite union of Jordan curves and a possibly uncountable, totally disconnected set of singularities. Finally, we show that curvature is defined almost everywhere on the Jordan curve subsets of the boundary.

math.MG

Occupancy times for time-dependent stage-structured models

During their lifetimes, individuals in populations pass through different states, and the notion of an occupancy time describes the amount of time an individual spends in a given set of states. Questions related to this idea were studied in a recent paper by Roth and Caswell for cases where the environmental conditions are constant. However, it is truly important to consider the case where environments are changing randomly or in directional way through time, so the transition probabilities between different states change over time, motivating the use of time-dependent stage-structured models. Using absorbing inhomogenous Markov chains and the discrete-time McKendrick--von F{ö}rster equation, we derive explicit formulas for the occupancy time, its expectation, and its higher-order moments for stage-structured models with time-dependent transition rates. We apply our approach to study a time-dependent model of the Southern Fulmar, and obtain insights into how the number of breeding attempts depends on external conditions that vary through time.

math.PR

Quasi-ergodic limits for finite absorbing Markov chains

We present formulas for quasi-ergodic limits of finite absorbing Markov chains. Since the irreducible case has been solved in 1965 by Darroch and Seneta, we focus on the reducible case, and our results are based on a very precise asymptotic analysis of the (exponential and polynomial) growth behaviour along admissible paths

math.PR

A Girsanov approach to slow parameterizing manifolds in the presence of noise

This work investigates a three-dimensional slow-fast stochastic system with quadratic nonlinearity and additive noise, inspired by fluid dynamics. The deterministic counterpart exhibits a periodic orbit and a slow manifold. We demonstrate that, under specific parameter regimes, this deterministic slow manifold can serve as an approximate parameterization of the fast variable by the slow variables within the stochastic system. Building upon this parameterization, we derive a two-dimensional reduced model, a stochastic Hopf normal form, that captures the essential dynamics of the original system. Both the original and the reduced systems possess ergodic invariant measures, characterizing their long-term behavior. We quantify the discrepancy between the original system and its slow approximation by deriving error estimates involving the Wasserstein distance between the marginals of these invariant measures along the radial component. These error bounds are shown to be controlled by a parameterization defect, which measures the quality of the fast-slow variable parameterization. A key technical innovation lies in the application of Girsanov's theorem to obtain these error estimates in the presence of oscillatory instabilities. Furthermore, we extend our analysis to regimes exhibiting an "inverted" timescale separation, where the variable to be parameterized evolves on a slower timescale than the resolved variables. To address these more challenging scenarios, we introduce path-dependent coefficients in the parameterizing manifold, enabling the derivation of robust error bounds for the corresponding reduced model. Numerical simulations complement our theoretical findings, providing insights into the model's behavior and exploring parameter regimes beyond the scope of our analytical results.

math.DS