Special Session 153: Stochastic computing and structure preserving methods

Preservation of random attractor and SRB measure under numerical discretization
Yibo Wang
Academy of Mathematics and Systems Science, Chinese Academy of Sciences
Peoples Rep of China
Co-Author(s):    Chuchu Chen, Jialin Hong
Abstract:
In this talk we investigate whether the random attractor and the Sinai--Ruelle--Bowen (SRB) measure can be preserved under numerical discretization for the stochastic Hopf bifurcation modeled by a nonlinear stochastic differential equation. To this end, we establish that the stochastic Hopf bifurcation under discretization induces a discrete random dynamical system. Further, we prove that this discrete system possesses a random attractor, and then derive the existence of an SRB measure by demonstrating a strictly positive numerical Lyapunov exponent. Numerical experiments visualize the retained random attractor and SRB measure for the discrete random dynamical system, revealing structures consistent with the theoretical chaotic phase.