Fluctuation Induced Almost Invariant Sets

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.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Dec 28, 2006
Accession Number
ADA460565

Entities

People

  • Ira B. Schwartz
  • Lora Billings

Organizations

  • United States Naval Research Laboratory

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Artificial Intelligence
  • Eigenvalues
  • Eigenvectors
  • Equations
  • Fuzzy Sets
  • Graph Theory
  • Image Segmentation
  • Markov Chains
  • Markov Processes
  • Military Research
  • Numerical Analysis
  • Probability
  • Probability Density Functions
  • Random Variables
  • Set Theory
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.