On the Computation of Invariant Measures in Random Dynamical Systems

DOI10.1142/S0219493703000711MaRDI QIDQ4451795zbMATH OpenFDO

Authors P. Imkeller, Peter E. Kloeden

Publication date 1 March 2004

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0219493703000711

zbMATH Keywords

approximation of invariant measureinterval matrixMarkov chainrandom dynamical systemspatial discretisation

Mathematics Subject Classification ID

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) Stochastic processes (60G99) Random operators and equations (aspects of stochastic analysis) (60H25) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites work

• An adaptive method for the approximation of the generalized cell mapping
• An invariant measure arising in computer simulation of a chaotic dynamical system
• Ergodic averages for axiom a diffeomorphisms
• Ergodic theory on compact spaces
• Finite generators for ergodic, measure-preserving transformations
• scientific article; zbMATH DE number 979834 (Why is no real title available?)
• Interval stochastic matrices: A combinatorial lemma and the computation of invariant measures of dynamical systems
• On marginal distributions and isomorphisms of stationary processes
• On the Approximation of Complicated Dynamical Behavior
• Products of Random Rectangular Matrices

Cited in

(9)

• Computations in dynamical systems via random perturbations
• Interval stochastic matrices: A combinatorial lemma and the computation of invariant measures of dynamical systems
• Convex computation of extremal invariant measures of nonlinear dynamical systems and Markov processes
• Making the computation of approximations of invariant measures and its attractors for IFS and GIFS, through the deterministic algorithm, tractable
• Semi-hyperbolicity and bi-shadowing in nonautonomous difference equations with Lipschitz mappings
• A METHOD FOR NUMERICAL ESTIMATION OF GENERALIZED RÉNYI DIMENSIONS OF AFFINE RECURRENT IFS INVARIANT MEASURES
• On the existence of conditionally invariant probability measures in dynamical systems
• scientific article; zbMATH DE number 872544 (Why is no real title available?)
• Dynamics and abstract computability: computing invariant measures

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