Open Access. Powered by Scholars. Published by Universities.®

Digital Commons Network

Open Access. Powered by Scholars. Published by Universities.®

Articles 1 - 4 of 4

Full-Text Articles in Entire DC Network

Stochastic Dynamical Systems In Infinite Dimensions, Salah-Eldin A. Mohammed Jan 2009

Stochastic Dynamical Systems In Infinite Dimensions, Salah-Eldin A. Mohammed

Articles and Preprints

We study the local behavior of infinite-dimensional stochastic semiflows near hyperbolic equilibria. The semiflows are generated by stochastic differential systems with finite memory, stochastic evolution equations and semilinear stochastic partial differential equations.


Factoring Families Of Positive Knots On Lorenz-Like Templates, Michael C. Sullivan Oct 2008

Factoring Families Of Positive Knots On Lorenz-Like Templates, Michael C. Sullivan

Articles and Preprints

We show that for m and n positive, composite closed orbits realized on the Lorenz-like template L(m, n) have two prime factors, each a torus knot; and that composite closed orbits on L(−1,−1) have either two for three prime factors, two of which are torus knots.


Hartman-Grobman Theorems Along Hyperbolic Stationary Trajectories, Edson A. Coayla-Teran, Salah-Eldin A. Mohammed, Paulo Régis C. Ruffino Feb 2007

Hartman-Grobman Theorems Along Hyperbolic Stationary Trajectories, Edson A. Coayla-Teran, Salah-Eldin A. Mohammed, Paulo Régis C. Ruffino

Articles and Preprints

We extend the Hartman-Grobman theorems on discrete random dynamical systems (RDS), proved in [7], in two directions: For continuous RDS and for hyperbolic stationary trajectories. In this last case there exists a conjugacy between traveling neighbourhoods of trajectories and neighbourhoods of the origin in the corresponding tangent bundle. We present applications to deterministic dynamical systems.


Discrete-Time Approximations Of Stochastic Delay Equations: The Milstein Scheme, Yaozhong Hu, Salah-Eldin A. Mohammed, Feng Yan Jan 2004

Discrete-Time Approximations Of Stochastic Delay Equations: The Milstein Scheme, Yaozhong Hu, Salah-Eldin A. Mohammed, Feng Yan

Articles and Preprints

In this paper, we develop a strong Milstein approximation scheme for solving stochastic delay differential equations (SDDE's). The scheme has convergence order 1. In order to establish the scheme, we prove an infinite-dimensional Itô formula for "tame" functions acting on the segment process of the solution of an SDDE. It is interesting to note that the presence of the memory in the SDDE requires the use of the Malliavin calculus and the anticipating stochastic analysis of Nualart and Pardoux. Given the non-anticipating nature of the SDDE, the use of anticipating calculus methods appears to be novel.