We present efficient techniques for the numerical approximation of complicated dynamical behavior. In particular, we develop numerical methods which allow to approximate SBR-measures as well as (almost) cyclic behavior of a dynamical system. The methods are based on an appropriate discretization of the Frobenius-Perron operator, and two essentially different mathematical concepts are used: the idea is to combine classical convergence results for finite dimensional approximations of compact operators with results from Ergodic Theory concerning the approximation of SBR-measures by invariant measures of stochastically perturbed systems. The efficiency of the methods is illustrated by several numerical examples
International audienceWe survey an area of recent development, relating dynamics to theoretical comp...
AbstractA generalization of Robbins-Monro stochastic approximation is presented in the paper. It is ...
AbstractA class of stochastic differential equations is considered which arises by adding a nonlinea...
Abstract. We present efficient techniques for the numerical approximation of complicated dynamical b...
Information about the behavior of dynamical systems can often be obtained by analyzing the eigenvalu...
We survey an area of recent development, relating dynamics to theoretical computer science. We disc...
We introduce new sufficient conditions for a numerical method to approximate with high order of accu...
The study of numerical methods for initial value problems by considering their approximation propert...
We introduce new sufficient conditions for a numerical method to approximate with high order of accu...
A dynamical system is a pairing between a set of states X ⊂Rd and a map T : X -> X which describes h...
We consider dynamical system τ : [0, 1] → [0, 1] and its stochastic perturbations , N ≥ 1. Using Fou...
AbstractIn this paper we survey some recent developments in the numerical analysis of Markov operato...
This book presents the study of ergodic properties of so-called chaotic dynamical systems. One of th...
We survey an area of recent development, relating dynamics to theo-retical computer science. We disc...
The comparison of the long-time behaviour dynamical systems and their numerical approximations is no...
International audienceWe survey an area of recent development, relating dynamics to theoretical comp...
AbstractA generalization of Robbins-Monro stochastic approximation is presented in the paper. It is ...
AbstractA class of stochastic differential equations is considered which arises by adding a nonlinea...
Abstract. We present efficient techniques for the numerical approximation of complicated dynamical b...
Information about the behavior of dynamical systems can often be obtained by analyzing the eigenvalu...
We survey an area of recent development, relating dynamics to theoretical computer science. We disc...
We introduce new sufficient conditions for a numerical method to approximate with high order of accu...
The study of numerical methods for initial value problems by considering their approximation propert...
We introduce new sufficient conditions for a numerical method to approximate with high order of accu...
A dynamical system is a pairing between a set of states X ⊂Rd and a map T : X -> X which describes h...
We consider dynamical system τ : [0, 1] → [0, 1] and its stochastic perturbations , N ≥ 1. Using Fou...
AbstractIn this paper we survey some recent developments in the numerical analysis of Markov operato...
This book presents the study of ergodic properties of so-called chaotic dynamical systems. One of th...
We survey an area of recent development, relating dynamics to theo-retical computer science. We disc...
The comparison of the long-time behaviour dynamical systems and their numerical approximations is no...
International audienceWe survey an area of recent development, relating dynamics to theoretical comp...
AbstractA generalization of Robbins-Monro stochastic approximation is presented in the paper. It is ...
AbstractA class of stochastic differential equations is considered which arises by adding a nonlinea...