CSpace
Shadowing orbits of stochastic differential equations
Zhan, Qingyi1,2
2016
Source PublicationJOURNAL OF NONLINEAR SCIENCES AND APPLICATIONS
ISSN2008-1898
Volume9Issue:5Pages:2006-2018
AbstractThis paper is devoted to the existence of a true solution near a numerical approximate solution of stochastic differential equations. We prove a general shadowing theorem for finite time of stochastic differential equations under some suitable conditions and provide an estimate of shadowing distance by computable quantities. The practical use of this theorem is demonstrated in the numerical simulations of chaotic orbits of the stochastic Lorenz system. (C) 2016 All rights reserved.
KeywordStochastic differential equations random dynamical system shadowing multiplicative ergodic theorem stochastic Lorenz system
Language英语
Funding ProjectNSFC[11021101] ; NSFC[11290142] ; NSFC[91130003]
WOS Research AreaMathematics
WOS SubjectMathematics, Applied ; Mathematics
WOS IDWOS:000376724600007
PublisherINT SCIENTIFIC RESEARCH PUBLICATIONS
Citation statistics
Cited Times:3[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/22826
Collection中国科学院数学与系统科学研究院
Affiliation1.Fujian Agr & Forestry Univ, Coll Comp & Informat Sci, Fuzhou 350002, Fujian, Peoples R China
2.Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, Acad Math & Syst Sci, Beijing 100190, Peoples R China
Recommended Citation
GB/T 7714
Zhan, Qingyi. Shadowing orbits of stochastic differential equations[J]. JOURNAL OF NONLINEAR SCIENCES AND APPLICATIONS,2016,9(5):2006-2018.
APA Zhan, Qingyi.(2016).Shadowing orbits of stochastic differential equations.JOURNAL OF NONLINEAR SCIENCES AND APPLICATIONS,9(5),2006-2018.
MLA Zhan, Qingyi."Shadowing orbits of stochastic differential equations".JOURNAL OF NONLINEAR SCIENCES AND APPLICATIONS 9.5(2016):2006-2018.
Files in This Item:
There are no files associated with this item.
Related Services
Recommend this item
Bookmark
Usage statistics
Export to Endnote
Google Scholar
Similar articles in Google Scholar
[Zhan, Qingyi]'s Articles
Baidu academic
Similar articles in Baidu academic
[Zhan, Qingyi]'s Articles
Bing Scholar
Similar articles in Bing Scholar
[Zhan, Qingyi]'s Articles
Terms of Use
No data!
Social Bookmark/Share
All comments (0)
No comment.
 

Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.