Accession Number:

ADA460565

Title:

Fluctuation Induced Almost Invariant Sets

Descriptive Note:

Interim rept., Sep 2005-Jan 2006

Corporate Author:

NAVAL RESEARCH LAB WASHINGTON DC PLASMA PHYSICS DIV

Personal Author(s):

Report Date:

2006-12-28

Pagination or Media Count:

13.0

Abstract:

We consider the approximation of fluctuation induced almost invariant sets arising from stochastic dynamical systems. We describe the dynamical evolution of densities via the SFP operator. Given a stochastic kernel with a known distribution, approximate almost invariant sets are found by translating the problem into an eigenvalue problem derived from reversible Markov processes. Two examples of the methods are used to illustrate the technique.

Subject Categories:

  • Theoretical Mathematics
  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE