Construction of mean-square Lyapunov-basins for random ordinary differential equations
نویسندگان
چکیده
We propose a straightforward basin search algorithm to determine suitably large level set of the mean-square Lyapunov-function that corresponds linearization about an path-wise equilibrium solution random ordinary differential equation (RODE). Noise intensity plays crucial role for how similar behavior solutions RODEs is compared corresponding deterministic system. In this regards, also allows numerically estimate up which noise intensities linearized asymptotic stability remains.
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ژورنال
عنوان ژورنال: Journal of computational dynamics
سال: 2023
ISSN: ['2158-2491', '2158-2505']
DOI: https://doi.org/10.3934/jcd.2022024