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Analysis of random noise effects on strange attractors by a Monte Carlo method on supercomputers

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Abstract

In this paper, we numerically investigate random noise effects on the behavior of trajectories of strange attractors defined by a system of ordinary differential equations. The resulting stochastic differential equations are solved by a generalized Euler method. The results of numerical experiments on a cluster, NCC–30T, at the Siberian Supercomputer Center, ICM&MG, using a program package, PARMONC, are presented. For analysis of the numerical solutions, some frequency characteristics generalizing the integral curve and the phase portrait are used.

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Authors and Affiliations

  1. Institute of Computational Mathematics and Mathematical Geophysics, Siberian Branch, Russian Academy of Sciences, pr. Akad. Lavrent’eva 6, Novosibirsk, 630090, Russia

    S. S. Artemiev & A. A. Ivanov

  2. Novosibirsk State University, ul. Pirogova 2, Novosibirsk, 630090, Russia

    S. S. Artemiev

Authors
  1. S. S. Artemiev
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  2. A. A. Ivanov
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Correspondence to S. S. Artemiev.

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Original Russian Text © S.S. Artemiev, A.A. Ivanov, 2015, published in Sibirskii Zhurnal Vychislitel’noi Matematiki, 2015, Vol. 18, No. 2, pp. 121–133.

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Artemiev, S.S., Ivanov, A.A. Analysis of random noise effects on strange attractors by a Monte Carlo method on supercomputers. Numer. Analys. Appl. 8, 101–112 (2015). https://doi.org/10.1134/S1995423915020020

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  • DOI: https://doi.org/10.1134/S1995423915020020

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