Academic Journal

Stability index of linear random dynamical systems

التفاصيل البيبلوغرافية
العنوان: Stability index of linear random dynamical systems
المؤلفون: Anna Cima, Armengol Gasull, Víctor Mañosa
المصدر: Electronic Journal of Qualitative Theory of Differential Equations, Vol 2021, Iss 15, Pp 1-27 (2021)
بيانات النشر: University of Szeged, 2021.
سنة النشر: 2021
المجموعة: LCC:Mathematics
مصطلحات موضوعية: stability index, random differential equations, random difference equations, random dynamical systems, Mathematics, QA1-939
الوصف: Given a homogeneous linear discrete or continuous dynamical system, its stability index is given by the dimension of the stable manifold of the zero solution. In particular, for the $n$ dimensional case, the zero solution is globally asymptotically stable if and only if this stability index is $n.$ Fixed $n,$ let $X$ be the random variable that assigns to each linear random dynamical system its stability index, and let $p_k$ with $k=0,1,\ldots,n,$ denote the probabilities that $P(X=k)$. In this paper we obtain either the exact values $p_k,$ or their estimations by combining the Monte Carlo method with a least square approach that uses some affine relations among the values $p_k,k=0,1,\ldots,n.$ The particular case of $n$-order homogeneous linear random differential or difference equations is also studied in detail.
نوع الوثيقة: article
وصف الملف: electronic resource
اللغة: English
تدمد: 1417-3875
Relation: http://www.math.u-szeged.hu/ejqtde/periodica.html?periodica=1&paramtipus_ertek=publication&param_ertek=8280; https://doaj.org/toc/1417-3875
DOI: 10.14232/ejqtde.2021.1.15
URL الوصول: https://doaj.org/article/975949bccbcd49a3800f37d528ea456b
رقم الانضمام: edsdoj.975949bccbcd49a3800f37d528ea456b
قاعدة البيانات: Directory of Open Access Journals
الوصف
تدمد:14173875
DOI:10.14232/ejqtde.2021.1.15