Continuation of probability density functions using a generalized Lyapunov approach
DOI10.1016/j.jcp.2017.02.021zbMath1375.35639arXiv2011.05690OpenAlexW2588810965MaRDI QIDQ1685629
S. Baars, J. P. Viebahn, T. E. Mulder, Henk A. Dijkstra, Fred. W. Wubs, Christian Kuehn
Publication date: 14 December 2017
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2011.05690
Lyapunov equationprobability density functionstochastic dynamical systemscontinuation of fixed points
PDEs in connection with fluid mechanics (35Q35) Hydrology, hydrography, oceanography (86A05) Dynamical systems in fluid mechanics, oceanography and meteorology (37N10) Generation, random and stochastic difference and differential equations (37H10) PDEs with randomness, stochastic partial differential equations (35R60) PDEs in connection with geophysics (35Q86)
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