Shadowing orbits of stochastic differential equations

	Shadowing orbits of stochastic differential equations
	Zhan, Qingyi 1,2
刊名	JOURNAL OF NONLINEAR SCIENCES AND APPLICATIONS
	2016
卷号	9 期号:5 页码:2006-2018
关键词	Stochastic differential equations random dynamical system shadowing multiplicative ergodic theorem stochastic Lorenz system
ISSN号	2008-1898
英文摘要	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.
语种	英语
出版者	INT SCIENTIFIC RESEARCH PUBLICATIONS
WOS记录号	WOS:000376724600007
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/22825]
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.