Towards a theory of random numerical dynamics
Approximate trajectories (pseudotrajectories, shadowing, etc.) in smooth dynamics (37C50) General theory of random and stochastic dynamical systems (37H05) Computational methods for bifurcation problems in dynamical systems (37M20) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Probabilistic methods, stochastic differential equations (65C99) Numerical problems in dynamical systems (65P99)
This paper is a stimulating review of some aspects of the theory of random dynamical systems. It may also serve as an introduction to the subject. The cocycle formalism is discussed. The behaviour of discretized random dynamical systems with several types of limiting behaviour is studied. Open problems are formulated. For the entire collection see [Zbl 0916.00011].
- scientific article; zbMATH DE number 2110604
- scientific article; zbMATH DE number 7770018
- Numerical approximation of random attractors
- Computations in dynamical systems via random perturbations
- Random dynamical systems. Theory and applications
- scientific article; zbMATH DE number 92904
- Randomness and nonlinear evolution equations
- Random dynamics and its applications
- Random dynamics
- scientific article; zbMATH DE number 1145295
- On the Monte Carlo simulation of physical systems
- Random dynamical systems: a review
- Stability of random attractors under perturbation and approximation
- Convergence rates of perturbed attracting sets with vanishing perturbation
- A characterization of nonautonomous attractors via Stone-Čech compactification
- Rate of convergence of local linearization schemes for random differential equations
- The local linearization method for numerical integration of random differential equations
- Convergence and asymptotic stability of the explicit Steklov method for stochastic differential equations
- Nonautonomous and random attractors
- Morse decompositions of nonautonomous dynamical systems
- The persistence of synchronization under environmental noise
- Pathwise convergent higher order numerical schemes for random ordinary differential equations
- scientific article; zbMATH DE number 2196365 (Why is no real title available?)
- Numerical Attractors for Rough Differential Equations
- Discretization of stationary solutions of stochastic systems driven by fractional Brownian motion
- Discretization of asymptotically stable stationary solutions of delay differential equations with a random stationary delay
- Uniformly attracting solutions of nonautonomous differential equations
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