Generalized cell mapping for randomly perturbed dynamical systems

DOI10.1002/1521-4001(200111)81:11%3C769::AID-ZAMM769%3E3.0.CO;2-9MaRDI QIDQ2765238zbMATH OpenFDO

Authors J. Fischer, E. Kreuzer

Publication date 16 February 2003

Published in ZAMM. Zeitschrift für Angewandte Mathematik und Mechanik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/1521-4001(200111)81:11%3C769::AID-ZAMM769%3E3.0.CO;2-9

zbMATH Keywords

generalized cell mapping methodinvariant measurerandom perturbations

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Dynamical aspects of statistical mechanics (37A60) Generation, random and stochastic difference and differential equations (37H10) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Dynamical systems in fluid mechanics, oceanography and meteorology (37N10) Numerical bifurcation problems (65P30) Dynamical systems methods for problems in mechanics (70G60)

Review text

The cell mapping approach is used to analyze dynamical systems under random perturbations. The generalized cell mapping method is analysed from the measure theoretic viewpoint. The study of the graph structure is carried out using the algorithm of Tarjan, that allows to compute the number of steps it takes minimally to move from one cell to its attractor on the way. For higher efficiency of the method, an adaptive algorithm has been developed. The cells need not be chosen uniformly but can be of any size and shape if non-overlapping and covering the cell space completely. The adaptive algorithm is started with few cells. The invariant measure is approximated and those cells where the invariant measure changes most are subdivided. Basin boundaries are refined using a geometric criterion. The transition probabilities are computed by the exhaustion method which yields an error estimate.

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