Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7380355 | Physica A: Statistical Mechanics and its Applications | 2014 | 16 Pages |
Abstract
Discrete-time nonlinear systems with invariant closed smooth curves forced by random disturbances are studied. Constructive approximations of the corresponding probabilistic distributions near these curves based on stochastic sensitivity functions are suggested. For stochastic sensitivity matrix functions, the linear equations are obtained. For descriptive visualization of this technique, a method of confidence domains is used. The elaborated theory is illustrated on the example of the two-dimensional model.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Irina Bashkirtseva, Lev Ryashko,