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arXiv · 1111.6388

Approximation of invariant foliations for stochastic dynamical systems

Xu Sun·Xingye Kan·Jinqiao Duan
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Abstract

Invariant foliations are geometric structures for describing and understanding the qualitative behaviors of nonlinear dynamical systems. For stochastic dynamical systems, however, these geometric structures themselves are complicated random sets. Thus it is desirable to have some techniques to approximate random invariant foliations. In this paper, invariant foliations are approximated for dynamical systems with small noisy perturbations, via asymptotic analysis. Namely, random invariant foliations are represented as a perturbation of the deterministic invariant foliations, with deviation errors estimated.

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Xu Sun, Xingye Kan, Jinqiao Duan. 2011-11-28. Approximation of invariant foliations for stochastic dynamical systems. https://doi.org/10.1142/s0219493712003614

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