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Numerical study on (ω, Lδ)-Lipschitz shadowing of stochastic differential equations

Author

Listed:
  • Zhan, Qingyi
  • Zhang, Zhifang
  • Xie, Xiangdong

Abstract

This paper focuses on the feasibility and numerical implementations of (ω, Lδ)-Lipschitz shadowing of a class of stochastic differential equations via numerical analysis. A new notion of random Lipschitz shadowing and exact estimation of shadowing distance of stochastic differential equations are investigated. Moreover, the measurability of the true orbits is also studied. Numerical simulations of chaotic orbits of stochastic Lu¨ system are provided to illustrate the effectiveness of the proposed theorem.

Suggested Citation

  • Zhan, Qingyi & Zhang, Zhifang & Xie, Xiangdong, 2020. "Numerical study on (ω, Lδ)-Lipschitz shadowing of stochastic differential equations," Applied Mathematics and Computation, Elsevier, vol. 376(C).
    • Handle: RePEc:eee:apmaco:v:376:y:2020:i:c:s0096300320300771
    DOI: 10.1016/j.amc.2020.125108
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