Discretization of a Random Dynamical System near a Hyperbolic Point

DOI10.1002/MANA.3211810103MaRDI QIDQ4892476zbMATH OpenOpenAlexFDO

Authors Ludwig Arnold, Peter E. Kloeden

Publication date 6 March 1997

Published in Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/mana.3211810103

zbMATH Keywords

consistencydiscretization errorgeneral nonlinear systemnoiseone-step numerical methodrandom system of differential equationssmall random perturbations of a deterministic hyperbolic point

Mathematics Subject Classification ID

Characteristic and Lyapunov exponents of ordinary differential equations (34D08) Ordinary differential equations and systems with randomness (34F05) Probabilistic methods, stochastic differential equations (65C99) Numerical methods for initial value problems involving ordinary differential equations (65L05) Stochastic stability in control theory (93E15)

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Cites work

• A stochastic version of center manifold theory
• Approximation of Upper Lyapunov Exponents of Bilinear Stochastic Differential Systems
• Asymptotic Analysis of the Lyapunov Exponent and Rotation Number of the Random Oscillator and Applications
• Center manifolds of dynamical systems under discretization
• On the Numerical Approximation of Phase Portraits Near Stationary Points
• Stable Attracting Sets in Dynamical Systems and in Their One-Step Discretizations

Cited in

(6)

• Shadowing orbits of a class of random differential equations
• The effect of a small bounded noise on the hyperbolicity for autonomous semilinear differential equations
• The local linearization method for numerical integration of random differential equations
• Fair dice-like hyperbolic systems
• STOCHASTIC VERSIONS OF HARTMAN–GROBMAN THEOREMS
• Multivalued perturbations of a saddle dynamics

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