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

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  • 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.
    Mathematics Subject Classification: Primary: 37M99; Secondary: 65P99.


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