Construction of mean-square Lyapunov-basins for random ordinary differential equations

Abstract

<p style='text-indent:20px;'>We propose a straightforward basin search algorithm to determine a suitably large level set of the mean-square Lyapunov-function that corresponds to the linearization about an path-wise equilibrium solution of a random ordinary differential equation (RODE). Noise intensity plays a crucial role for how similar the behavior of solutions of RODEs is compared to the corresponding deterministic system. In this regards, the basin search algorithm also allows to numerically estimate up to which noise intensities linearized mean-square asymptotic stability remains.</p>