Discretization of a Random Dynamical System near a Hyperbolic Point

DOI10.1002/mana.3211810103zbMath0857.34058MaRDI QIDQ4892476

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

zbMATH Keywords

noise; consistency; discretization error; one-step numerical method; general nonlinear system; random system of differential equations; small random perturbations of a deterministic hyperbolic point

Mathematics Subject Classification ID

93E15: Stochastic stability in control theory

34D08: Characteristic and Lyapunov exponents of ordinary differential equations

34F05: Ordinary differential equations and systems with randomness

65L05: Numerical methods for initial value problems involving ordinary differential equations

65C99: Probabilistic methods, stochastic differential equations

Related Items

Multivalued perturbations of a saddle dynamics, 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

Cites Work

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