Impact of correlated noises on additive dynamical systems
type: Item
instance of: scholarly article
title: Impact of correlated noises on additive dynamical systems
zbMATH Open document ID: 1407.37081
DOI: 10.1155/2014/678976
author: Chujin Li
author: Jinqiao Duan
published in: Mathematical Problems in Engineering
publication date: 2019-02-08T00:00:00Z
review text: Summary: Impact of correlated noises on dynamical systems is investigated by considering Fokker-Planck type equations under the fractional white noise measure, which correspond to stochastic differential equations driven by fractional Brownian motions with the Hurst parameter \(H > 1 / 2\). Firstly, by constructing the fractional white noise framework, one small noise limit theorem is proved, which provides an estimate for the deviation of random solution orbits from the corresponding deterministic orbits. Secondly, numerical experiments are conducted to examine the probability density evolutions of two special dynamical systems, as the Hurst parameter \(H\) varies. Certain behaviors of the probability density functions are observed.
Mathematics Subject Classification ID: 37H10
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 35Q84
Mathematics Subject Classification ID: 35R60
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 7016997
Wikidata QID: Q59068848
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2014/678976
OpenAlex ID: W2151126068
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description: scientific article; zbMATH DE number 7016997