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Article
Identifying almost invariant sets in stochastic dynamical systems
Chaos: An Interdisciplinary Journal of Nonlinear Science (2008)
  • Lora Billings, Montclair State University
  • Ira B. Schwartz, US Naval Research Labratory
Abstract
We consider the approximation of fluctuation induced almost invariant sets arising from stochastic dynamical systems. The dynamical evolution of densities is derived from the stochastic Frobenius– Perron operator. Given a stochastic kernel with a known distribution, approximate almost invariant sets are found by translating the problem into an eigenvalue problem derived from reversible Markov processes. Analytic and computational examples of the methods are used to illustrate the technique, and are shown to reveal the probability transport between almost invariant sets in nonlinear stochastic systems. Both small and large noise cases are considered. © 2008 American Institute of Physics.
Disciplines
Publication Date
Winter January 18, 2008
DOI
10.1063/1.2929748
Citation Information
Lora Billings and Ira B. Schwartz. "Identifying almost invariant sets in stochastic dynamical systems" Chaos: An Interdisciplinary Journal of Nonlinear Science (2008) ISSN: 1089-7682
Available at: http://works.bepress.com/lora-billings/18/