Impact of Correlated Noises on Additive Dynamical Systems
Joint Authors
Source
Mathematical Problems in Engineering
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-6, 6 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-09-03
Country of Publication
Egypt
No. of Pages
6
Main Subjects
Abstract EN
Impact of correlated noises on dynamical systems is investigated by considering Fokker-Planck type equations under the fractional white noise measure, which correspond to stochastic differential equations driven by fractional Brownian motions with the Hurst parameter H > 1 / 2 .
Firstly, by constructing the fractional white noise framework, one small noise limit theorem is proved, which provides an estimate for the deviation of random solution orbits from the corresponding deterministic orbits.
Secondly, numerical experiments are conducted to examine the probability density evolutions of two special dynamical systems, as the Hurst parameter H varies.
Certain behaviors of the probability density functions are observed.
American Psychological Association (APA)
Li, Chujin& Duan, Jinqiao. 2014. Impact of Correlated Noises on Additive Dynamical Systems. Mathematical Problems in Engineering،Vol. 2014, no. 2014, pp.1-6.
https://search.emarefa.net/detail/BIM-1044423
Modern Language Association (MLA)
Li, Chujin& Duan, Jinqiao. Impact of Correlated Noises on Additive Dynamical Systems. Mathematical Problems in Engineering No. 2014 (2014), pp.1-6.
https://search.emarefa.net/detail/BIM-1044423
American Medical Association (AMA)
Li, Chujin& Duan, Jinqiao. Impact of Correlated Noises on Additive Dynamical Systems. Mathematical Problems in Engineering. 2014. Vol. 2014, no. 2014, pp.1-6.
https://search.emarefa.net/detail/BIM-1044423
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1044423