Numerical implementation of finite-time shadowing of stochastic differential equations
From MaRDI portal
Publication:5896874
DOI10.1007/s13226-020-0506-5zbMath1467.65005OpenAlexW4241242069WikidataQ115376119 ScholiaQ115376119MaRDI QIDQ5896874
Yuhong Li, Zhifang Zhang, Qingyi Zhan
Publication date: 5 May 2021
Published in: Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13226-020-0506-5
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)
Cites Work
- Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises
- A numerical study for multiple solutions of a singular boundary value problem arising from laminar flow in a porous pipe with moving wall
- Maximum norm error bound of a linearized difference scheme for a coupled nonlinear Schrödinger equations
- Uniqueness of limit cycles for a class of cubic system with an invariant straight line
- Mean-square numerical approximations to random periodic solutions of stochastic differential equations
- Shadowing orbits of a class of random differential equations
- Numerical study of random periodic Lipschitz shadowing of stochastic differential equations
- Shadowing in dynamical systems
- The stochastic fractional power dissipative equations in any dimension and applications
- Shadowing orbits of stochastic differential equations
- SHADOWING PROPERTIES OF RANDOM HYPERBOLIC SETS
- A NEW CHAOTIC ATTRACTOR COINED
- Chaotic Dynamics
- Stochastic shadowing analysis of a class of stochastic differential equations
- Lyapunov's second method for random dynamical systems.
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Numerical implementation of finite-time shadowing of stochastic differential equations
