Numerical study on (,L)-Lipschitz shadowing of stochastic differential equations

DOI10.1016/J.AMC.2020.125108MaRDI QIDQ2177676zbMATH OpenOpenAlexFDO

Authors Qingyi Zhan, Zhifang Zhang, Xiangdong Xie

Publication date 6 May 2020

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2020.125108

zbMATH Keywords

\((\omega, L\delta)\)-Lipschitz shadowingmeasurabilitystochastic differential equations

Mathematics Subject Classification ID

Approximate trajectories (pseudotrajectories, shadowing, etc.) in smooth dynamics (37C50) Generation, random and stochastic difference and differential equations (37H10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30) Numerical chaos (65P20)

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Cites work

• An introduction to stochastic dynamics
• Conceptual analysis and random attractor for dissipative random dynamical systems
• scientific article; zbMATH DE number 3760758 (Why is no real title available?)
• scientific article; zbMATH DE number 1021636 (Why is no real title available?)
• Maximum norm error bound of a linearized difference scheme for a coupled nonlinear Schrödinger equations
• Shadowing in dynamical systems
• Shadowing orbits of stochastic differential equations
• Stochastic shadowing analysis of a class of stochastic differential equations
• The random attractor of the stochastic Lorenz system
• Uniqueness of limit cycles for a class of cubic system with an invariant straight line

Cited in

(5)

• Numerical study of random periodic Lipschitz shadowing of stochastic differential equations
• Infinite time shadowing of stochastic differential equations
• 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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