ISLAM, MD SHAFIQUL and GÓRA, PAWEŁ (2011) INVARIANT MEASURES OF STOCHASTIC PERTURBATIONS OF DYNAMICAL SYSTEMS USING FOURIER APPROXIMATIONS. International Journal of Bifurcation and Chaos, 21 (01). pp. 113-123. ISSN 0218-1274
Preview |
Text (application/pdf)
177kBgora2011c.pdf - Accepted Version |
Official URL: http://dx.doi.org/10.1142/S0218127411028283
Abstract
We consider dynamical system τ : [0, 1] → [0, 1] and its stochastic perturbations , N ≥ 1. Using Fourier approximation, we construct a finite dimensional approximation PN to a perturbed Perron–Frobenius operator. Let be an invariant density of τ and be a fixed point of PN. We show that converges in L1 to .
Divisions: | Concordia University > Faculty of Arts and Science > Mathematics and Statistics |
---|---|
Item Type: | Article |
Refereed: | Yes |
Authors: | ISLAM, MD SHAFIQUL and GÓRA, PAWEŁ |
Journal or Publication: | International Journal of Bifurcation and Chaos |
Date: | 2011 |
Digital Object Identifier (DOI): | 10.1142/S0218127411028283 |
Keywords: | Stochastic perturbations of dynamical systems; Fourier approximation; Frobenius–Perron operator; probability density function; absolutely continuous invariant measures |
ID Code: | 976828 |
Deposited By: | Danielle Dennie |
Deposited On: | 29 Jan 2013 14:17 |
Last Modified: | 18 Jan 2018 17:43 |
References:
L. Billings and E. M. Bollt, Chaos Solit. Fract. 12, 365 (2001), DOI: 10.1016/S0960-0779(99)00204-0 .E. Bollt, SIAM J. Appl. Dyn. Syst. 7, 341 (2008), DOI: 10.1137/070686111 .
A. Boyarsky and P. Góra, Laws of Chaos (Birkhaüser, 1997).
A. Boyarsky and P. Góra, J. Appl. Math. Stochast. Anal. 14, 257 (2001), DOI: 10.1155/S1048953301000211 .
P. Góra, Colloquium Math. XLIX, 73 (1984).
A. Lasota and M. C. Mackey, Chaos, Fractals, and Noise. Stochastic Aspects of Dynamics, Applied Mathematical Sciences 97 (Springer-Verlag, NY, 1994).
A. Lasota and J. A. Yorke, Trans. Amer. Math. Soc. 186, 481 (1973), DOI: 10.1090/S0002-9947-1973-0335758-1 .
F. Schweiger, J. Austral. Math. Soc. 34, 55 (1983), DOI: 10.1017/S1446788700019753
All items in Spectrum are protected by copyright, with all rights reserved. The use of items is governed by Spectrum's terms of access.
Repository Staff Only: item control page