Deterministic Continuation of Stochastic Metastable Equilibria via Lyapunov Equations and Ellipsoids

@article{Khn2012DeterministicCO,
  title={Deterministic Continuation of Stochastic Metastable Equilibria via Lyapunov Equations and Ellipsoids},
  author={C. K{\"u}hn},
  journal={SIAM J. Sci. Comput.},
  year={2012},
  volume={34}
}
  • C. Kühn
  • Published 2012
  • Mathematics, Computer Science
  • SIAM J. Sci. Comput.
  • Numerical continuation methods for deterministic dynamical systems have been one of the most successful tools in applied dynamical systems theory. Continuation techniques have been employed in all branches of the natural sciences as well as in engineering to analyze ordinary, partial, and delay differential equations. Here we show that the deterministic continuation algorithm for equilibrium points can be extended to track information about metastable equilibrium points of stochastic… CONTINUE READING
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