Rigorous approximation of diffusion coefficients for expanding maps (Q310035)

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scientific article; zbMATH DE number 6624729
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    Rigorous approximation of diffusion coefficients for expanding maps
    scientific article; zbMATH DE number 6624729

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      Rigorous approximation of diffusion coefficients for expanding maps (English)
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      7 September 2016
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      The authors consider the rigorous computation of diffusion coefficients in a class of systems where a central limit theorem holds. Such coefficients are relevant in the study of limit theorems and fluctuations for dynamical systems. This rigorous computation is based on a suitable finite dimensional approximation (discretization) of the system which is known as Ulam's method. The authors construct a rigorous approximation of diffusion coefficient for expanding maps. The main aim of the paper is to provide an algorithm whose output approximation has rigorous bounds. The authors divide the algorithm in four steps and its implementation is performed by using the Lanford's map.
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      transfer operators
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      central limit theorem
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      diffusion
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      Ulam's method
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      rigorous computation
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