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
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 --
中文摘要
在最简单的混沌系统中,“记忆丧失”或相关性衰减通常以指数速度发生。此外,相关性衰减的速率是稳定的(不受底层系统的微小变化的影响),这对应用程序很重要。然而,对于连续时间系统(流),还没有证明相关的稳定指数衰减的例子。然而,最近的合作已经导致稳定的衰减率是超多项式(比任何多项式速率更快)的大型流动。这一提议的目的之一是增加我们对衰减率及其流动稳定性的理解。我们打算考虑的例子包括著名的洛伦兹吸引子。在一个相关的方向上,某些气体模型(平面周期性洛伦兹流)被引入作为布朗运动的模型。一个被称为几乎确定不变性原理(ASIP)的统计定律精确地将其与布朗运动联系起来。最近的工作建立了洛伦兹流的ASIP。在实际应用中,通常以固定的时间间隔进行测量(对应于流的时间- 1图)。结果表明,时间一图的ASIP比流动本身的ASIP更困难,因此,本项目的一个重要目标是建立平面周期性洛伦兹流动的时间一图的ASIP。
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
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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
-
批准号:61172122
-
项目类别:面上项目
-
资助金额:55.0万元
-
批准年份:2011
-
负责人:王宇
-
依托单位:
连续化悬浮燃烧合成硅基陶瓷粉体的应用基础研究
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批准号:50372074
-
项目类别:面上项目
-
资助金额:24.0万元
-
批准年份:2003
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负责人:李江涛
-
依托单位: