Lagrangian Descriptors for Stochastic Differential Equations: A Tool for Revealing the Phase Portrait of Stochastic Dynamical Systems

DOI10.1142/S0218127416300366zbMath1354.37055arXiv1705.11074OpenAlexW2565282957MaRDI QIDQ2957290

Carlos Lopesino, Francisco Balibrea-Iniesta, Stephen Wiggins, Ana Maria Mancho

Publication date: 26 January 2017

Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.11074

zbMATH Keywords

stochastic differential equationhyperbolicityrandom fixed pointstable and unstable manifoldsLagrangian descriptordistinguished trajectories

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Generation, random and stochastic difference and differential equations (37H10)

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Cites Work

• Lagrangian descriptors: a method for revealing phase space structures of general time dependent dynamical systems
• A Theoretical Framework for Lagrangian Descriptors
• Understanding the geometry of transport: Diffusion maps for Lagrangian trajectory data unravel coherent sets
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