Published online by Cambridge University Press: 11 October 2023
We study a class of ordinary differential equations with a non-Lipschitz point singularity that admits non-unique solutions through this point. As a selection criterion, we introduce stochastic regularizations depending on a parameter  $\nu $: the regularized dynamics is globally defined for each
$\nu $: the regularized dynamics is globally defined for each  $\nu> 0$, and the original singular system is recovered in the limit of vanishing
$\nu> 0$, and the original singular system is recovered in the limit of vanishing  $\nu $. We prove that this limit yields a unique statistical solution independent of regularization when the deterministic system possesses a chaotic attractor having a physical measure with the convergence to equilibrium property. In this case, solutions become spontaneously stochastic after passing through the singularity: they are selected randomly with an intrinsic probability distribution.
$\nu $. We prove that this limit yields a unique statistical solution independent of regularization when the deterministic system possesses a chaotic attractor having a physical measure with the convergence to equilibrium property. In this case, solutions become spontaneously stochastic after passing through the singularity: they are selected randomly with an intrinsic probability distribution.
 ${C}^{1+\alpha }$
stable foliation, including the classical Lorenz attractor. Ann. Henri Poincaré 17 (2016), 2975–3004.CrossRefGoogle Scholar
${C}^{1+\alpha }$
stable foliation, including the classical Lorenz attractor. Ann. Henri Poincaré 17 (2016), 2975–3004.CrossRefGoogle Scholar