Numerical study of random periodic Lipschitz shadowing of stochastic differential equations

DOI10.1155/2018/1967508MaRDI QIDQ1727005zbMATH OpenOpenAlexFDO

Authors Qingyi Zhan, Xiangdong Xie

Publication date 20 February 2019

Published in Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2018/1967508

Mathematics Subject Classification ID

Periodic solutions to ordinary differential equations (34C25) Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Review text

Summary: This paper is devoted to a new numerical approach for the possibility of \((\omega, L \delta)\)-periodic Lipschitz shadowing of a class of stochastic differential equations. The existence of \((\omega, L \delta)\)-periodic Lipschitz shadowing orbits and expression of shadowing distance are established. The numerical implementation approaches to the shadowing distance by the random Romberg algorithm are presented, and the convergence of this method is also proved to be mean-square. This ensures the feasibility of the numerical method. The practical use of these theorems and the associated algorithms is demonstrated in the numerical computations of the \((\omega, L \delta)\)-periodic Lipschitz shadowing orbits of the stochastic logistic equation.

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Cites work

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Cited in

(6)

• Shadowing orbits of a class of random differential equations
• Numerical study on \((\omega,L\delta)\)-Lipschitz shadowing of stochastic differential equations
• Numerical study on Zika epidemic early warning algorithms driven by dynamical network biomarker
• Stochastic shadowing analysis of a class of stochastic differential equations
• Numerical implementation of finite-time shadowing of stochastic differential equations
• Numerical implementation of finite-time shadowing of stochastic differential equations

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