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Numerical implementation of finite-time shadowing of stochastic differential equations
Indian Journal of Pure and Applied Mathematics ( IF 0.4 ) Pub Date : 2021-06-23 , DOI: 10.1007/s13226-021-00130-8
Qingyi Zhan , Zhifang Zhang , Yuhong Li

This paper focuses on the numerical implementation methods of shadowing theorem of stochastic differential equations. A general shadowing theorem of stochastic differential equations is given, and an explicit bound for shadowing distance is investigated. The main part is numerical implementation methods for shadowing distance in details. Numerical experiments are provided to illustrate the effectiveness of the proposed theorem by the numerical simulations of chaotic orbits of stochastic differential equations.



中文翻译:

随机微分方程有限时间阴影的数值实现

本文重点研究随机微分方程阴影定理的数值实现方法。给出了随机微分方程的一般遮蔽定理,并研究了遮蔽距离的显式界限。主要部分详细介绍了阴影距离的数值实现方法。数值实验通过随机微分方程混沌轨道的数值模拟来说明所提定理的有效性。

更新日期:2021-06-23
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