Title
Continuation of probability density functions using a generalized Lyapunov approach.
Abstract
Techniques from numerical bifurcation theory are very useful to study transitions between steady fluid flow patterns and the instabilities involved. Here, we provide computational methodology to use parameter continuation in determining probability density functions of systems of stochastic partial differential equations near fixed points, under a small noise approximation. Key innovation is the efficient solution of a generalized Lyapunov equation using an iterative method involving low-rank approximations. We apply and illustrate the capabilities of the method using a problem in physical oceanography, i.e. the occurrence of multiple steady states of the Atlantic Ocean circulation.
Year
DOI
Venue
2017
10.1016/j.jcp.2017.02.021
J. Comput. Physics
Keywords
Field
DocType
Continuation of fixed points,Stochastic dynamical systems,Lyapunov equation,Probability density function
Mathematical optimization,Lyapunov equation,Mathematical analysis,Iterative method,Bifurcation theory,Fluid dynamics,Dynamical systems theory,Fixed point,Stochastic partial differential equation,Probability density function,Mathematics
Journal
Volume
Issue
ISSN
336
C
Journal of Computational Physics 336 (2017) 627-643
Citations 
PageRank 
References 
0
0.34
5
Authors
6
Name
Order
Citations
PageRank
S. Baars100.34
Jan Viebahn200.34
T. E. Mulder300.34
Christian Kuehn49012.21
F. W. Wubs5262.94
Henk A. Dijkstra6176.33