Shadowing orbits of stochastic differential equations

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	Shadowing orbits of stochastic differential equations
	Zhan, Qingyi 1,2
	2016
发表期刊	JOURNAL OF NONLINEAR SCIENCES AND APPLICATIONS
ISSN	2008-1898
卷号	9 期号:5 页码:2006-2018
摘要	This 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.
关键词	Stochastic differential equations random dynamical system shadowing multiplicative ergodic theorem stochastic Lorenz system
语种	英语
资助项目	NSFC[11021101] ; NSFC[11290142] ; NSFC[91130003]
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000376724600007
出版者	INT SCIENTIFIC RESEARCH PUBLICATIONS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/22826
专题	中国科学院数学与系统科学研究院
通讯作者	Zhan, Qingyi
作者单位	1.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
推荐引用方式 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.