Deterministic Continuation of Stochastic Metastable Equilibria via Lyapunov Equations and Ellipsoids

DOI10.1137/110839874zbMath1246.65244arXiv1106.3479OpenAlexW3098298024MaRDI QIDQ2909281

Christian Kuehn

Publication date: 30 August 2012

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.3479

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Generation, random and stochastic difference and differential equations (37H10) Numerical bifurcation problems (65P30) Bifurcation of solutions to ordinary differential equations involving randomness (34F10)

Related Items (12)

Equation-free analysis of agent-based models and systematic parameter determination ⋮ Numerical Continuation and SPDE Stability for the 2D Cubic-Quintic Allen--Cahn Equation ⋮ Continuation of probability density functions using a generalized Lyapunov approach ⋮ Numerical continuation and bifurcation analysis in aircraft design: an industrial perspective ⋮ Reduction methods in climate dynamics -- a brief review ⋮ Early-warning signs for pattern-formation in stochastic partial differential equations ⋮ Efficient gluing of numerical continuation and a multiple solution method for elliptic PDEs ⋮ Combined error estimates for local fluctuations of SPDEs ⋮ Large deviations for nonlocal stochastic neural fields ⋮ Computing Invariant Sets of Random Differential Equations Using Polynomial Chaos ⋮ Random switching near bifurcations ⋮ Rigorous validation of stochastic transition paths

Uses Software

• MATCONT
• AUTO
• DDE-BIFTOOL
• PyDSTool
• Ellipsoidal Toolbox

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