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

random dynamical systemnumerical algorithmsshadowingorbitsrandom differential equationBrouwer's fixed point theorem

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3760758 (Why is no real title available?)
• scientific article; zbMATH DE number 1742535 (Why is no real title available?)
• Discretization of a Random Dynamical System near a Hyperbolic Point
• Optimal point-wise error estimate of a compact difference scheme for the coupled Gross-Pitaevskii equations in one dimension
• Shadowing properties of random hyperbolic sets
• Square-mean almost periodic solutions for a stochastic integro-differential equation
• Taylor approximations for stochastic partial differential equations
• Topics in geophysical fluid dynamics: atmospheric dynamics, dynamo theory, and climate dynamics

Cited in

(9)

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

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