A stochastic version of center manifold theory (Q1119249): Difference between revisions
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Latest revision as of 15:08, 19 June 2024
scientific article
Language | Label | Description | Also known as |
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English | A stochastic version of center manifold theory |
scientific article |
Statements
A stochastic version of center manifold theory (English)
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1989
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Random dynamical systems arise naturally if the influence of white or real noise on the parameters of a nonlinear deterministic dynamical system is studied. In this situation Lyapunov exponents attached to the linearized flow replace the real parts of the eigenvalues and describe the stability behavior of the linear system. If at least one of them vanishes then it is possible to prove the existence of a stochastic analogue of the deterministic center manifold. The asymptotic behavior of the entire system can then be derived from the lower dimensional system restricted to this stochastic center manifold. A dynamical characterization of the stochastic center manifold is given and approximation results are proved.
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random dynamical systems
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nonlinear deterministic dynamical system
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real noise
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eigenvalues
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flow
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stability
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