Exit location distribution in the stochastic exit problem by the generalized cell mapping method

DOI10.1016/j.chaos.2016.04.017zbMath1357.60068OpenAlexW2346338129MaRDI QIDQ508266

Qun Han, Xiaole Yue, Wei Xu

Publication date: 10 February 2017

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2016.04.017

zbMATH Keywords

dynamical systemGaussian white noisestochastic exit problemexit location distributiongeneralized cell mapping methodtransient probability matrix

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (2)

Studying the Global Bifurcation Involving Wada Boundary Metamorphosis by a Method of Generalized Cell Mapping with Sampling-Adaptive Interpolation ⋮ Stochastic response and bifurcations of a dry friction oscillator with periodic excitation based on a modified short-time Gaussian approximation scheme

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