Numerical Attractors for Rough Differential Equations
DOI10.1137/22m1497833zbMath1526.65034OpenAlexW4387742001MaRDI QIDQ6057119
Peter E. Kloeden, Luu Hoang Duc
Publication date: 25 October 2023
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/22m1497833
random dynamical systemsrandom attractorsEuler schemerough differential equationsrough path theoryrough integrals
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Attractors and their dimensions, Lyapunov exponents for infinite-dimensional dissipative dynamical systems (37L30) Stability and convergence of numerical methods for ordinary differential equations (65L20) Ordinary differential equations and systems with randomness (34F05) Numerical nonlinear stabilities in dynamical systems (65P40) Numerical methods for ordinary differential equations (65L99) Rough paths (60L20)
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