American Institute of Mathematical Sciences

Advanced
  • Previous Article
    On polyhedral estimates for trajectory tubes of dynamical discrete-time systems with multiplicative uncertainty
  • PROC Home
  • This Issue
  • Next Article
    The born approximation and Calderón's method for reconstruction of conductivities in 3-D
2011, 2011(Special): 854-863. doi: 10.3934/proc.2011.2011.854

A stochastic approach for computing the domain of attraction without trajectory simulation

Péter Koltai 1,

1. 

Zentrum Mathematik, Technische Universität München, Boltzmannstraße 3., 85748 Garching bei München, Germany

Received  July 2010 Revised  March 2011 Published  October 2011

We present an approach for the numerical computation of the domain of attraction of some asymptotically stable set for continuous-time autonomous systems. It is based on a set-oriented approximation of the original dynamical system by a Markov jump process. The domain of attraction is extracted from absorption probabilities of the jump process. The method does not perform any trajectory simulation, integrals of the underlying vector eld on the boundary of partition elements are computed instead.
Keywords: absorption probability, set-oriented method, Domain of attraction, in nitesimal generator, Frobenius-Perron operator.
Mathematics Subject Classification: Primary: 37M99; Secondary: 65P99.
Citation: Péter Koltai. A stochastic approach for computing the domain of attraction without trajectory simulation. Conference Publications, 2011, 2011 (Special) : 854-863. doi: 10.3934/proc.2011.2011.854
[1]

Jiu Ding, Noah H. Rhee. A unified maximum entropy method via spline functions for Frobenius-Perron operators. Numerical Algebra, Control and Optimization, 2013, 3 (2) : 235-245. doi: 10.3934/naco.2013.3.235
[2]

Katja Polotzek, Kathrin Padberg-Gehle, Tobias Jäger. Set-oriented numerical computation of rotation sets. Journal of Computational Dynamics, 2017, 4 (1&2) : 119-141. doi: 10.3934/jcd.2017004
[3]

Stefan Klus, Péter Koltai, Christof Schütte. On the numerical approximation of the Perron-Frobenius and Koopman operator. Journal of Computational Dynamics, 2016, 3 (1) : 51-79. doi: 10.3934/jcd.2016003
[4]

Stefan Klus, Christof Schütte. Towards tensor-based methods for the numerical approximation of the Perron--Frobenius and Koopman operator. Journal of Computational Dynamics, 2016, 3 (2) : 139-161. doi: 10.3934/jcd.2016007
[5]

Gary Froyland, Oliver Junge, Kathrin Padberg-Gehle. Preface: Special issue on the occasion of the 4th International Workshop on Set-Oriented Numerics (SON 13, Dresden, 2013). Journal of Computational Dynamics, 2015, 2 (1) : i-ii. doi: 10.3934/jcd.2015.2.1i
[6]

Said Hadd, Rosanna Manzo, Abdelaziz Rhandi. Unbounded perturbations of the generator domain. Discrete and Continuous Dynamical Systems, 2015, 35 (2) : 703-723. doi: 10.3934/dcds.2015.35.703
[7]

Martin Lustig, Caglar Uyanik. Perron-Frobenius theory and frequency convergence for reducible substitutions. Discrete and Continuous Dynamical Systems, 2017, 37 (1) : 355-385. doi: 10.3934/dcds.2017015
[8]

Gary Froyland, Ognjen Stancevic. Escape rates and Perron-Frobenius operators: Open and closed dynamical systems. Discrete and Continuous Dynamical Systems - B, 2010, 14 (2) : 457-472. doi: 10.3934/dcdsb.2010.14.457
[9]

Marianne Akian, Stéphane Gaubert, Antoine Hochart. A game theory approach to the existence and uniqueness of nonlinear Perron-Frobenius eigenvectors. Discrete and Continuous Dynamical Systems, 2020, 40 (1) : 207-231. doi: 10.3934/dcds.2020009
[10]

Marc Kesseböhmer, Sabrina Kombrink. A complex Ruelle-Perron-Frobenius theorem for infinite Markov shifts with applications to renewal theory. Discrete and Continuous Dynamical Systems - S, 2017, 10 (2) : 335-352. doi: 10.3934/dcdss.2017016
[11]

Dietmar Szolnoki. Set oriented methods for computing reachable sets and control sets. Discrete and Continuous Dynamical Systems - B, 2003, 3 (3) : 361-382. doi: 10.3934/dcdsb.2003.3.361
[12]

Michihiro Hirayama. Periodic probability measures are dense in the set of invariant measures. Discrete and Continuous Dynamical Systems, 2003, 9 (5) : 1185-1192. doi: 10.3934/dcds.2003.9.1185
[13]

Péter Koltai, Alexander Volf. Optimizing the stable behavior of parameter-dependent dynamical systems --- maximal domains of attraction, minimal absorption times. Journal of Computational Dynamics, 2014, 1 (2) : 339-356. doi: 10.3934/jcd.2014.1.339
[14]

Zengjing Chen, Yuting Lan, Gaofeng Zong. Strong law of large numbers for upper set-valued and fuzzy-set valued probability. Mathematical Control and Related Fields, 2015, 5 (3) : 435-452. doi: 10.3934/mcrf.2015.5.435
[15]

Igor Pažanin, Marcone C. Pereira. On the nonlinear convection-diffusion-reaction problem in a thin domain with a weak boundary absorption. Communications on Pure and Applied Analysis, 2018, 17 (2) : 579-592. doi: 10.3934/cpaa.2018031
[16]

Ali Ebrahimnejad, Madjid Tavana, Seyed Mehdi Mansourzadeh. An interactive MOLP method for solving output-oriented DEA problems with undesirable factors. Journal of Industrial and Management Optimization, 2015, 11 (4) : 1089-1110. doi: 10.3934/jimo.2015.11.1089
[17]

Nils Ackermann, Thomas Bartsch, Petr Kaplický. An invariant set generated by the domain topology for parabolic semiflows with small diffusion. Discrete and Continuous Dynamical Systems, 2007, 18 (4) : 613-626. doi: 10.3934/dcds.2007.18.613
[18]

Kazuhiro Ishige, Michinori Ishiwata. Global solutions for a semilinear heat equation in the exterior domain of a compact set. Discrete and Continuous Dynamical Systems, 2012, 32 (3) : 847-865. doi: 10.3934/dcds.2012.32.847
[19]

Marcin Studniarski. Finding all minimal elements of a finite partially ordered set by genetic algorithm with a prescribed probability. Numerical Algebra, Control and Optimization, 2011, 1 (3) : 389-398. doi: 10.3934/naco.2011.1.389
[20]

Yuanchang Sun, Lisa M. Wingen, Barbara J. Finlayson-Pitts, Jack Xin. A semi-blind source separation method for differential optical absorption spectroscopy of atmospheric gas mixtures. Inverse Problems and Imaging, 2014, 8 (2) : 587-610. doi: 10.3934/ipi.2014.8.587

 Impact Factor: 

Tools

Metrics

  • PDF downloads (171)
  • HTML views (0)
  • Cited by (0)

Other articles
by authors

[Back to Top]

Copyright © 2022 American Institute of Mathematical Sciences | Privacy Policy