×

Numerical approximation of random attractors. (English) Zbl 0940.60075

Crauel, Hans (ed.) et al., Stochastic dynamics. Conference on Random dynamical systems, Bremen, Germany, April 28 - May 2, 1997. Dedicated to Ludwig Arnold on the occasion of his 60th birthday. New York, NY: Springer. 93-115 (1999).
An algorithm for the numerical approximation of Dellnitz and Hohmann is presented. It is applied to the stochastic Duffing-van der Pol osscillator. The authors also prove a theoretical result on the existence of stable/unstable manifolds and attractors.
For the entire collection see [Zbl 0916.00011].

MSC:

60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
37H10 Generation, random and stochastic difference and differential equations
37M20 Computational methods for bifurcation problems in dynamical systems
37G35 Dynamical aspects of attractors and their bifurcations