Continuation of probability density functions using a generalized Lyapunov approach
DOI10.1016/j.jcp.2017.02.021zbMath1375.35639arXiv2011.05690MaRDI QIDQ1685629
Henk A. Dijkstra, Fred. W. Wubs, Christian Kuehn, J. P. Viebahn, S. Baars, T. E. Mulder
Publication date: 14 December 2017
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2011.05690
Lyapunov equation; probability density function; stochastic dynamical systems; continuation of fixed points
35Q35: PDEs in connection with fluid mechanics
86A05: Hydrology, hydrography, oceanography
37N10: Dynamical systems in fluid mechanics, oceanography and meteorology
37H10: Generation, random and stochastic difference and differential equations
35R60: PDEs with randomness, stochastic partial differential equations
35Q86: PDEs in connection with geophysics
Uses Software
