Ludwig Arnold

Background and Scope of the Book This book continues, extends, and unites various developments in the intersection of probability theory and dynamical systems. I will briefly outline the background of the book, thus placing it in a systematic and historical context and tradition. Roughly speaking, a random dynamical system is a combination of a measure-preserving dynamical system in the sense of ergodic theory, (D,F,lP', (B(t))tE'lf), 'II'= JR+, IR, z+, Z, with a smooth (or topological) dy­ namical system, typically generated by a differential or difference equation :i: = f(x) or Xn+l = tp(x.,), to a random differential equation :i: = f(B(t)w,x) or random difference equation Xn+l = tp(B(n)w, Xn)· Both components have been very well investigated separately. However, a symbiosis of them leads to a new research program which has only partly been carried out. As we will see, it also leads to new problems which do not emerge if one only looks at ergodic theory and smooth or topological dynam­ ics separately. From a dynamical systems point of view this book just deals with those dynamical systems that have a measure-preserving dynamical system as a factor (or, the other way around, are extensions of such a factor). As there is an invariant measure on the factor, ergodic theory is always involved.

Background and Scope of the Book This book continues, extends, and unites various developments in the intersection of probability theory and dynamical systems. I will briefly outline the background of the book, thus placing it in a systematic and historical context and tradition. Roughly speaking, a random dynamical system is a combination of a measure-preserving dynamical system in the sense of ergodic theory, (D,F,lP', (B(t))tE'lf), 'II'= JR+, IR, z+, Z, with a smooth (or topological) dy­ namical system, typically generated by a differential or difference equation :i: = f(x) or Xn+l = tp(x.,), to a random differential equation :i: = f(B(t)w,x) or random difference equation Xn+l = tp(B(n)w, Xn)· Both components have been very well investigated separately. However, a symbiosis of them leads to a new research program which has only partly been carried out. As we will see, it also leads to new problems which do not emerge if one only looks at ergodic theory and smooth or topological dynam­ ics separately. From a dynamical systems point of view this book just deals with those dynamical systems that have a measure-preserving dynamical system as a factor (or, the other way around, are extensions of such a factor). As there is an invariant measure on the factor, ergodic theory is always involved.

This volume contains the lecture notes written by the four principal speakers at the C.I.M.E. session on Dynamical Systems held at Montecatini, Italy in June 1994. The goal of the session was to illustrate how methods of dynamical systems can be applied to the study of ordinary and partial differential equations. Topics in random differential equations, singular perturbations, the Conley index theory, and non-linear PDEs were discussed. Readers interested in asymptotic behavior of solutions of ODEs and PDEs and familiar with basic notions of dynamical systems will wish to consult this text.