𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On certain time characteristics of dynamical systems driven by noise

✍ Scribed by A.L. Pankratov

Book ID
108444928
Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
626 KB
Volume
234
Category
Article
ISSN
0375-9601

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Numerical simulation of nonlinear dynami
Numerical simulation of nonlinear dynamical systems driven by commutative noise
✍ F. Carbonell; R.J. Biscay; J.C. Jimenez; H. de la Cruz πŸ“‚ Article πŸ“… 2007 πŸ› Elsevier Science 🌐 English βš– 671 KB

The local linearization (LL) approach has become an effective technique for the numerical integration of ordinary, random and stochastic differential equations. One of the reasons for this success is that the LL method achieves a convenient trade-off between numerical stability and computational cos

Upper bound of time derivative of entrop
Upper bound of time derivative of entropy for a dynamical system driven by quasimonochromatic noise
✍ Yongfeng Guo; Wei Xu; Hongtao Liu; Dongxi Li; Liang Wang πŸ“‚ Article πŸ“… 2011 πŸ› Elsevier Science 🌐 English βš– 639 KB

The quasimonochromatic noise (QMN) is the ''truly colored" noise, and in this paper the upper bound of time derivative of entropy for a dynamical system driven by QMN is studied. The dimension of Fokker-Planck equation is reduced by the way of linear transformation. The exact time dependence of the