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Mixing for continuous time dynamical systems, and invariance principles for time-one maps

Mixing for continuous time dynamical systems, and invariance principles for time-one maps
连续时间动力系统的混合以及时间一映射的不变性原理
批准号:
EP/D055520/1
负责人:
Ian Melbourne
金额:
$2.43万
依托单位:
依托单位国家:
英国
项目类别:
Research Grant
财政年份:
2006
资助国家:
英国
项目状态:
已结题
起止时间:
2006 至 --

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中文摘要
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英文摘要
In the simplest chaotic systems, ``loss of memory'' or decay of correlations often occurs exponentially quickly. Moreover, the rate of decay of correlations is stable (unaffected by small changes to the underlying system) which is important for applications. However, for continuous time systems (flows) there are no examples where stable exponential decay of correlations has been proved. Nevertheless, recent collaborations have lead to stable decay rates that are superpolynomial (faster than any polynomial rate) for large classes of flows. One of the aims of this proposal is to increase our understanding of decay rates and their stability for flows. The examples that we aim to consider include the well-known Lorenz attractor. In a related direction, certain gas models (planar periodic Lorentz flows) were introduced as models for Brownian motion. A statistical law called the almost sure invariance principle (ASIP) makes precise the connection with Brownian motion. Recent work established the ASIP for the Lorentz flow. In applications, measurements are usually taken at regular intervals of time (corresponding to the time-one map of the flow). It turns out that the ASIP for the time-one map is more difficult than the ASIP for the flow itself, and hence an important aim of this project is to establish the ASIP for the time-one map of the planar periodic Lorentz flow.
期刊论文(8)
专著(0)
科研奖励(0)
会议论文
DOI: 10.1214/08-aop410
发表时间: 2009-03-01
期刊: ANNALS OF PROBABILITY
影响因子: 2.3
作者: [Melbourne, Ian, Nicol, Matthew]
通讯作者: Nicol, Matthew
DOI: 10.1112/plms/pdn028
发表时间: 2006-11
期刊: Proceedings of the London Mathematical Society
影响因子: 1.8
作者: [I. Melbourne]
通讯作者: I. Melbourne
Workshop on "Infinite Ergodic Theory" at Surrey
  • 批准号:
    EP/J02130X/1
  • 项目类别:
    Research Grant
  • 资助金额:
    $1.85万
  • 财政年份:
    2012
  • 负责人:
    Ian Melbourne
  • 依托单位:
Anomalous Diffusion in Deterministic Systems
  • 批准号:
    EP/F031807/1
  • 项目类别:
    Research Grant
  • 资助金额:
    $37.95万
  • 财政年份:
    2008
  • 负责人:
    Ian Melbourne
  • 依托单位:
国内基金
海外基金
高频数据波动率统计推断、预测与应用
  • 批准号:
    71971118
  • 项目类别:
    面上项目
  • 资助金额:
    50.0万元
  • 批准年份:
    2019
  • 负责人:
    孔新兵
  • 依托单位:
星载连续波合成孔径雷达信号处理方法研究
连续化悬浮燃烧合成硅基陶瓷粉体的应用基础研究