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On Discretization Schemes for Stochastic Evolution Equations

✍ Scribed by István Gyöngy; Annie Millet


Book ID
106504201
Publisher
Springer Netherlands
Year
2005
Tongue
English
Weight
448 KB
Volume
23
Category
Article
ISSN
0926-2601

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✍ Hazime Mori 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 122 KB

The chaotic orbits of dynamical systems have positive Liapunov exponents, and become stochastic and random on long timescales due to the orbital instability, leading to various remarkable phenomena, such as (1) the loss of memory with respect to the initial states, (2) the dissipation of the kinetic