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Shadowing orbits of a class of random differential equations

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Abstract This article focuses on the existence of a true solution near a numerical approximate solution of random differential equations which can generate random dynamical systems. We prove a general… Click to show full abstract

Abstract This article focuses on the existence of a true solution near a numerical approximate solution of random differential equations which can generate random dynamical systems. We prove a general finite-time shadowing theorem of random differential equations under some suitable assumptions and offer error bounds for shadowing distance based on some computable quantities. The application of this theorem is shown in the numerical simulations of chaotic orbits of the random Lorenz equations.

Keywords: random differential; shadowing orbits; orbits class; differential equations; class random

Journal Title: Applied Numerical Mathematics
Year Published: 2019

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