Shadowing orbits of a class of random differential equations

DOI10.1016/J.APNUM.2018.10.010MaRDI QIDQ1633326zbMATH OpenOpenAlexWikidataFDO

Authors Qingyi Zhan

Publication date 19 December 2018

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apnum.2018.10.010

zbMATH Keywords

Brouwer's fixed point theoremnumerical algorithmsorbitsrandom differential equationrandom dynamical systemshadowing

Mathematics Subject Classification ID

Approximate trajectories (pseudotrajectories, shadowing, etc.) in smooth dynamics (37C50) Generation, random and stochastic difference and differential equations (37H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Review text

The main part of the article is devoted to a finite-time shadowing theorem for random differential equations defining random dynamical systems. In particular, the author applies his results to study the shadowing orbits of the random Lorenz equations. At the same time, numerical results are implemented and they match the results of the theoretical analysis. On the other hand, some problems as periodic shadowing, quasi-periodic shadowing and the construction of high precision algorithms are open.

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Cites work

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Cited in

(9)

• Numerical study on stochastic diabetes mellitus model with additive noise
• Shadowing orbits of stochastic differential equations
• scientific article; zbMATH DE number 589277 (Why is no real title available?)
• scientific article; zbMATH DE number 269639 (Why is no real title available?)
• Numerical implementation of finite-time shadowing of stochastic differential equations
• Numerical implementation of finite-time shadowing of stochastic differential equations
• On shadowing system generated by a uniformly convergent mappings sequence
• Symplectic numerical integration for Hamiltonian stochastic differential equations with multiplicative Lévy noise in the sense of Marcus
• A shadowing lemma for random dynamical systems

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