scientific article; zbMATH DE number 2110604

zbMATH Open1051.37026MaRDI QIDQ4823124FDOQ4823124

Authors: A. M. Stuart, A. R. Humphries 

Publication date: 26 October 2004

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Brownian motionattractorsinvariant measuresLyapunov functionsstochastic differential equationsrandom dynamical systemsnumerical algorithmsrandom attractorsLangevin equationdiscrete time dynamical systemscontinuous time dynamical systemsparticles in a random velocity fieldtime-evolving systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic properties of solutions to ordinary differential equations (34D05) Research exposition (monographs, survey articles) pertaining to dynamical systems and ergodic theory (37-02) Simulation of dynamical systems (37M05) Numerical solutions to stochastic differential and integral equations (65C30) Complex behavior and chaotic systems of ordinary differential equations (34C28) Numerical methods for initial value problems involving ordinary differential equations (65L05) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05) Random dynamical systems (37Hxx)

Cited In (9)

• Lyapunov's second method for random dynamical systems.
• Title not available (Why is that?)
• Stability of random attractors under perturbation and approximation
• Convergence and almost sure polynomial stability of the backward and forward-backward Euler methods for highly nonlinear pantograph stochastic differential equations
• Title not available (Why is that?)
• Discrete random sums in processes of systemics arising in cybernetics and informatics
• Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes
• A splitting method for SDEs with locally Lipschitz drift: illustration on the FitzHugh-Nagumo model
• Collapse of attractors for ODEs under small random perturbations

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