A parameterization method for quasi-periodic systems with noise: computation of random invariant tori

This work is devoted to studying normally hyperbolic invariant manifolds (NHIMs) for a class of quasi-periodically forced systems subject to additional stochastic noise. These systems can be understood as skew-product systems. The existence of NHIMs is established by developing a parameterization method in random settings and applying the Implicit Function Theorem in appropriate Banach spaces. Based on this, we propose a numerical algorithm to compute the statistics of NHIMs and Lyapunov exponents.

Publication Details

Journal
ArXiv.org
Published
2025-03-16
Primary Topic
Stability and Controllability of Differential Equations
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article
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article

A parameterization method for quasi-periodic systems with noise: computation of random invariant tori

ArXiv.org
Stability and Controllability of Differential Equations
article

A parameterization method for quasi-periodic systems with noise: computation of random invariant tori

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Abstract

This work is devoted to studying normally hyperbolic invariant manifolds (NHIMs) for a class of quasi-periodically forced systems subject to additional stochastic noise. These systems can be understood as skew-product systems. The existence of NHIMs is established by developing a parameterization method in random settings and applying the Implicit Function Theorem in appropriate Banach spaces. Based on this, we propose a numerical algorithm to compute the statistics of NHIMs and Lyapunov exponents.

ArXiv.org
Openalex Percentile: Top 46%
Stability and Controllability of Differential Equations
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A parameterization method for quasi-periodic systems with noise: computation of random invariant tori · ArXiv.org (2025) | TGRS Research Map | TGRS