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arXiv · 1703.06789

Most Probable Phase Portraits of Stochastic Differential Equations and its Numerical Simulation

Bing Yang·Zhu Zeng·Ling Wang
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Abstract

A practical and accessible introduction to most probable phase portraits is given. The reader is assumed to be familiar with stochastic differential equations and Euler-Maruyama method in numerical simulation. The article first introduce the method to obtain most probable phase portraits and then give its numerical simulation which is based on Euler-Maruyama method. All of these are given by examples and easy to understand.

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Bing Yang, Zhu Zeng, Ling Wang. 2017-03-17. Most Probable Phase Portraits of Stochastic Differential Equations and its Numerical Simulation. https://arxiv.org/abs/1703.06789

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