Approximation of Stochastic Attractors for Nonlinear SDEs via Confidence Domains / Ryashko Lev // . - 2013. - V. 1558, l. . - P. 2034-2037.

ISSN/EISSN:

0094-243X / нет данных

Type:

Proceedings Paper

Abstract:

Stochastic equilibria and cycles of the nonlinear stochastic differential equations (SDEs) system are studied. For a local Gaussian approximation of the stationary probabilistic distribution of these stochastic attractors, a new stochastic sensitivity functions technique is used. A method of the spatial description of stochastic attractors via confidence domains is elaborated. Numerical examples for the demonstration of the effectiveness of this approach are presented.

Author keywords:

Equilibria; limit cycles; stochastic attractors; confidence domains; Van der Pol model SENSITIVITY

DOI:

10.1063/1.4825935

Web of Science ID:

ISI:000331472800471

Соавторы в МНС:

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Другие поля

Поле	Значение
Editor	Simos, T and Psihoyios, G and Tsitouras, C
Booktitle	11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2013, PTS 1 AND 2 (ICNAAM 2013)
Series	AIP Conference Proceedings
Note	11th International Conference of Numerical Analysis and Applied Mathematics (ICNAAM), GREECE, SEP 21-27, 2013
Organization	European Soc Computat Methods Sci, Engn \& Technol; Santilli Fdn
Publisher	AMER INST PHYSICS
Address	2 HUNTINGTON QUADRANGLE, STE 1NO1, MELVILLE, NY 11747-4501 USA
Language	English
ISBN	978-0-7354-1185-2
Keywords-Plus	SENSITIVITY
Research-Areas	Mathematics; Physics
Web-of-Science-Categories	Mathematics, Applied; Physics, Applied
Number-of-Cited-References	4
Usage-Count-Last-180-days	1
Usage-Count-Since-2013	4
Doc-Delivery-Number	BA0IB