Computation of the stochastic basin of attraction by rigorous construction of a Lyapunov function
Publication:2321108
DOI10.3934/dcdsb.2019080zbMath1421.37031MaRDI QIDQ2321108
Peter Giesl, Enrico Scalas, Sigurður Freyr Hafstein, Skuli Gudmundsson, Hjortur Bjornsson
Publication date: 28 August 2019
Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcdsb.2019080
Lyapunov function; basin of attraction; radial basis function; nonlinear stochastic differential equation
93D30: Lyapunov and storage functions
93E15: Stochastic stability in control theory
93E03: Stochastic systems in control theory (general)
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
37L45: Hyperbolicity, Lyapunov functions for infinite-dimensional dissipative dynamical systems
65P40: Numerical nonlinear stabilities in dynamical systems
37L55: Infinite-dimensional random dynamical systems; stochastic equations