Discretization of a Random Dynamical System near a Hyperbolic Point

DOI10.1002/MANA.3211810103zbMATH Open0857.34058OpenAlexW1967034268MaRDI QIDQ4892476FDOQ4892476

Authors: Ludwig Arnold, Peter E. Kloeden 

Publication date: 6 March 1997

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mana.3211810103

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zbMATH Keywords

noiseconsistencydiscretization errorone-step numerical methodgeneral nonlinear systemrandom system of differential equationssmall random perturbations of a deterministic hyperbolic point

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Ordinary differential equations and systems with randomness (34F05) Stochastic stability in control theory (93E15) Characteristic and Lyapunov exponents of ordinary differential equations (34D08) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Cites Work

• Center manifolds of dynamical systems under discretization
• A stochastic version of center manifold theory
• Approximation of Upper Lyapunov Exponents of Bilinear Stochastic Differential Systems
• On the Numerical Approximation of Phase Portraits Near Stationary Points
• Stable Attracting Sets in Dynamical Systems and in Their One-Step Discretizations
• Asymptotic Analysis of the Lyapunov Exponent and Rotation Number of the Random Oscillator and Applications

Cited In (6)

• Fair dice-like hyperbolic systems
• Shadowing orbits of a class of random differential equations
• The effect of a small bounded noise on the hyperbolicity for autonomous semilinear differential equations
• The local linearization method for numerical integration of random differential equations
• Multivalued perturbations of a saddle dynamics
• STOCHASTIC VERSIONS OF HARTMAN–GROBMAN THEOREMS

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