Most Probable Phase Portraits of Stochastic Differential Equations and its Numerical Simulation

arXiv1703.06789MaRDI QIDQ6284559FDOQ6284559

Authors: Bing Yang, Zhu Zeng, Ling Wang 

Publication date: 17 March 2017

Abstract: A practical and accessible introduction to most probable phase portraits is given. The reader is assumed to be familiar with stochastic differential equations and Euler-Maruyama method in numerical simulation. The article first introduce the method to obtain most probable phase portraits and then give its numerical simulation which is based on Euler-Maruyama method. All of these are given by examples and easy to understand.

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