Stability of equilibria of randomly perturbed maps

DOI10.3934/DCDSB.2017017MaRDI QIDQ523998zbMATH OpenOpenAlexFDO

Authors Georgi S. Medvedev, Paweł Hitczenko

Publication date 25 April 2017

Published in Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1503.05979

zbMATH Keywords

noisestabilizationstochastic difference equationstochastic stabilityunstable equilibrium

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) Stability theory for difference equations (39A30) Stochastic difference equations (39A50) Stochastic stability in control theory (93E15)

Abstract: We derive a sufficient condition for stability in probability of an equilibrium of a randomly perturbed map in ${mathbbR}^d$. This condition can be used to stabilize weakly unstable equilibria by random forcing. Analytical results on stabilization are illustrated with numerical examples of randomly perturbed linear and nonlinear maps in one- and two-dimensional spaces.

Recommendations

• Uniqueness and stability of equilibrium states for random non-uniformly expanding maps
• scientific article; zbMATH DE number 227367
• Stability in distribution of randomly perturbed quadratic maps as Markov processes
• Stability of random attractors under perturbation and approximation
• Stochastic stability at the boundary of expanding maps
• Stochastic stability for piecewise expanding maps in ℝ^d
• scientific article; zbMATH DE number 3339874
• On stochastic stability of non-uniformly expanding interval maps
• The statistical stability of equilibrium states for interval maps
• scientific article; zbMATH DE number 65709

Cites work

• Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
• Almost sure convergence of solutions to non-homogeneous stochastic difference equation
• Bursting Oscillations Induced by Small Noise
• scientific article; zbMATH DE number 5622902 (Why is no real title available?)
• scientific article; zbMATH DE number 765034 (Why is no real title available?)
• scientific article; zbMATH DE number 6125590 (Why is no real title available?)
• Lyapunov exponents and sensitive dependence
• Master-Slave Global Stochastic Synchronization of Chaotic Oscillators
• Mean-Square and Asymptotic Stability of the Stochastic Theta Method
• Mean-square stability of numerical schemes for stochastic differential systems
• Neural coherence and stochastic resonance
• Noise-Induced Phenomena in Slow-Fast Dynamical Systems
• Non-exponential stability and decay rates in nonlinear stochastic difference equations with unbounded noise
• On difference equations with asymptotically stable 2-cycles perturbed by a decaying noise
• On local stability for a nonlinear difference equation with a non-hyperbolic equilibrium and fading stochastic perturbations
• ON STOCHASTIC PERTURBATIONS OF DYNAMICAL SYSTEMS WITH FAST AND SLOW COMPONENTS
• On stochastic stabilization of difference equations
• On the local dynamics of polynomial difference equations with fading stochastic perturbations
• Products of Random Matrices
• Random difference equations and renewal theory for products of random matrices
• Stability Analysis of Numerical Schemes for Stochastic Differential Equations
• Stabilization by Noise Revisited
• Stochastic stabilisation of functional differential equations
• Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson
• Stochastic stabilization and destabilization
• The Poincaré map of randomly perturbed periodic motion
• Towards a systematic linear stability analysis of numerical methods for systems of stochastic differential equations

Cited in

(14)

• Global stabilization and destabilization by the state dependent noise with particular distributions
• Stabilizing multiple equilibria and cycles with noisy prediction-based control
• On global stability of optimal rearrangement maps
• Persistence of stability for equilibria of map iterations in Banach spaces under small random perturbations
• Existence and stability of stationary solutions of nonlinear difference equations under random perturbations
• On the strong convergence to equilibrium for randomly perturbed dynamical systems
• Identification of unstable fixed points for randomly perturbed dynamical systems with multistability
• On a stabilization effect of a random parametric perturbation on unstable linear systems
• Specific Poincaré map for a randomly-perturbed nonlinear oscillator
• Stabilization of cycles with stochastic prediction-based and target-oriented control
• MULTIDIMENSIONAL PERTURBATIONS OF ONE-DIMENSIONAL MAPS AND STABILITY OF SARKOVSKĬ ORDERING
• STOCHASTIC ANALYSIS OF THE ZIGZAG MAP
• Stabilities of \(F\)-stationary maps
• Global stabilization of the planar Ricker system with noisy PBC

This page was built for publication: Stability of equilibria of randomly perturbed maps

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q523998)