Numerical Study of Random Periodic Lipschitz Shadowing of Stochastic Differential Equations
Joint Authors
Source
Discrete Dynamics in Nature and Society
Issue
Vol. 2018, Issue 2018 (31 Dec. 2018), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2018-01-11
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
This paper is devoted to a new numerical approach for the possibility of (ω,Lδ)-periodic Lipschitz shadowing of a class of stochastic differential equations.
The existence of (ω,Lδ)-periodic Lipschitz shadowing orbits and expression of shadowing distance are established.
The numerical implementation approaches to the shadowing distance by the random Romberg algorithm are presented, and the convergence of this method is also proved to be mean-square.
This ensures the feasibility of the numerical method.
The practical use of these theorems and the associated algorithms is demonstrated in the numerical computations of the (ω,Lδ)-periodic Lipschitz shadowing orbits of the stochastic logistic equation.
American Psychological Association (APA)
Zhan, Qingyi& Xie, Xiangdong. 2018. Numerical Study of Random Periodic Lipschitz Shadowing of Stochastic Differential Equations. Discrete Dynamics in Nature and Society،Vol. 2018, no. 2018, pp.1-10.
https://search.emarefa.net/detail/BIM-1152326
Modern Language Association (MLA)
Zhan, Qingyi& Xie, Xiangdong. Numerical Study of Random Periodic Lipschitz Shadowing of Stochastic Differential Equations. Discrete Dynamics in Nature and Society No. 2018 (2018), pp.1-10.
https://search.emarefa.net/detail/BIM-1152326
American Medical Association (AMA)
Zhan, Qingyi& Xie, Xiangdong. Numerical Study of Random Periodic Lipschitz Shadowing of Stochastic Differential Equations. Discrete Dynamics in Nature and Society. 2018. Vol. 2018, no. 2018, pp.1-10.
https://search.emarefa.net/detail/BIM-1152326
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1152326