Persistence problem of compact invariant manifold under random perturbation is considered in this dissertation. Under uniformly small random perturbation and the condition of normal hyperbolicity, the original invariant manifold persists and becomes a random invariant manifold. The random counterpart has random local stable and unstable manifolds. They could be invariantly foliated thanks to the normal hyperbolicity. Those underlie an extension of the geometric singular perturbation theory to the random case which means the slow manifold persists and becomes a random manifold so that the local global structure near the slow manifold persists under singular perturbation. A normal form for a random differential equation is obtained and this helps to prove a random version of the exchange lemma.

This thesis investigates the possibility of approximating stationary solutions of stochastic differential equations using numerical methods. We consider a particular class of stochastic differential equations, which are known to generate random dynamical systems. The existence of stochastic stationary solution is proved using global attractor approach. Euler's numerical method, applied to the stochastic differential equation, is proved to generate a discrete random dynamical system. The existence of stationary solution is proved again using global attractor approach. At last we prove that the approximate stationary point converges in mean-square sense to the exact one as the time step of the numerical scheme diminishes.

We introduce numerical methods for the analysis of random dynamical systems. The subdivision and the continuation algorithm are powerful tools which will be demonstrated for a system from ship dynamics. With our software package we are able to show that the well known safe basin is a moving fractal set. We will also give a numerical approximation of the attracting invariant set (which contains a local attractor) and its evolution.

京都大学 / 新制・課程博士 / 博士(人間・環境学) / 甲第23273号 / 人博第988号 / 新制||人||234(附属図書館) / 2020||人博||988(吉田南総合図書館) / 京都大学大学院人間・環境学研究科共生人間学専攻 / (主査)教授 角 大輝, 教授 上木 直昌, 准教授 木坂 正史 / 学位規則第4条第1項該当 / Doctor of Human and Environmental Studies / Kyoto University / DFAM

In this thesis, we study the existence of random periodic solutions for both nonlinear dissipative stochastic functional differential equations (SFDEs) and semilinear nondissipative SFDEs in C([-r,0],R^d). Under some sufficient conditions for the existence of global semiflows for SFDEs, by using pullback-convergence technique to SFDE, we obtain a general theorem about the existence of random periodic solutions. By applying coupled forward-backward infinite horizon integral equations method, we perform the argument of the relative compactness of Wiener-Sobolev spaces in C([0,τ],C([-r,0]L²(Ω))) and the generalized Schauder's fixed point theorem to show the existence of random periodic solutions.

In this thesis, we study the existence of stationary solutions for two cases. One is for random difference equations. For this, we prove the existence and uniqueness of the stationary solutions in a finite-dimensional Euclidean space Rd by applying the coupling method. The other one is for semi linear stochastic evolution equations. For this case, we follows Mohammed, Zhang and Zhao [25]'s work. In an infinite-dimensional Hilbert space H, we release the Lipschitz constant restriction by using Arzela-Ascoli compactness argument. And we also weaken the globally bounded condition for F by applying forward and backward Gronwall inequality and coupling method.

In this article we investigate a pitchfork bifurcation of the local attractor of a simple capsizing model proposed by Thompson. Although this is a very simple system it has a very complicate dynamic. We try to reveal some properties of this dynamic with modern numerical methods. For this reason we approximate stable and unstable manifolds which connect the steady states to obtain a complete understanding of the topology in the phase space. We also consider approximations of the Lyapunov Exponents (resp. Floquet Exponents) which indicates the pitchfork bifurcation.

We introduce numerical methods for the analysis of random dynamical systems. The subdivision and the continuation algorithm are powerful tools which will be demonstrated for a system from ship dynamics. With our software package we are able to show that the well known safe basin is a moving fractal set. We will also give a numerical approximation of the attracting invariant set (which contains a local attractor) and its evolution.

Für zufällige dynamische Systeme mit stetiger Zeit existieren zwei wichtige Klassen von Generatoren: Zum einen stationäre zufällige ifferentialgleichungen, i.e. gewöhnliche Differentialgleichungen, die von einem stationärer zufälligen Vektorfeld getrieben werden, und zum anderen stochastische Stratonovichdifferentialgleichungen mit weißem Rauschen. Während die erste Klasse sich gut in den ergodentheoretischen Rahmen der Theorie der zufälligen dynamischen Systeme einfügt, widersetzte sich die zweite Klasse lange Zeit der dynamischen Untersuchung aufgrund des "Konflikts zwischen Ergodentheorie und stochastischer Analysis". In dieser Arbeit wird gezeigt, daß beide Klassen von zufälligen dynamischen Systemen nicht wesentlich verschieden sind, genauer: Zu jeder stochastischen Stratonovichdifferentialgleichung mit weißem Rauschen (unter den üblichen Regularitätsforderungen an die Vektorfelder, die die Existenz von Flüssen garantieren) existiert eine stationäre zufällige Differentialgleichung derart, daß die erzeugten zufälligen dynamischen Systeme konjugiert sind. Als Anwendung wird eine Version des lokalen Linearisierungssatzes von Hartman/Grobman für stochastische Stratonovichdifferentialgleichungen bewiesen. / For continuous time random dynamical systems there exist two important classes of generators: on the one hand stationary random differential quations, i.e. ordinary differential equations driven by a stationary random vector field, and on the other hand stochastic Stratonovich differential equations with white noise. While the first class fits well into the framework of the theory of random dynamical systems, the second class resisted for a long time the dynamical investigation due to the "conflict between ergodic theory and stochastic analysis". The main result of this thesis is that both classes of random dynamical systems are not essentially distinct, more precisely: For each stochastic Stratonovich differential equation with white noise (under usual regularity assumptions) there exists a stationary random differential equation such that the corresponding random dynamical systems are conjugate. As an application a version of the local Hartman/Grobman theorem for stochastic differential equations is proved.

In this article we investigate a pitchfork bifurcation of the local attractor of a simple capsizing model proposed by Thompson. Although this is a very simple system it has a very complicate dynamic. We try to reveal some properties of this dynamic with modern numerical methods. For this reason we approximate stable and unstable manifolds which connect the steady states to obtain a complete understanding of the topology in the phase space. We also consider approximations of the Lyapunov Exponents (resp. Floquet Exponents) which indicates the pitchfork bifurcation.