Exit location distribution in the stochastic exit problem by the generalized cell mapping method

DOI10.1016/J.CHAOS.2016.04.017MaRDI QIDQ508266zbMATH OpenOpenAlexFDO

Authors Qun Han, Xiaole Yue, Wei Xu

Publication date 10 February 2017

Published in Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.chaos.2016.04.017

zbMATH Keywords

dynamical systemstochastic exit problemGaussian white noiseexit location distributiongeneralized cell mapping methodtransient probability matrix

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited in

(2)

• Stochastic response and bifurcations of a dry friction oscillator with periodic excitation based on a modified short-time Gaussian approximation scheme
• Studying the global bifurcation involving Wada boundary metamorphosis by a method of generalized cell mapping with sampling-adaptive interpolation

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