## Sigurður Freyr Hafstein

Math colloquium

**Speaker**: **Sigurður
Freyr Hafstein****, University of Iceland**

**Title: **Lyapunov functions for stochastic differential equations and their
computation

Room:
HB5 (Háskólabíó)

Time: Friday 15^{th} November, 11:40hrs

#### Abstract:

Attractors and their basins of attraction in deterministic dynamical systems are most commonly studied using the Lyapunov stability theory. Its centerpiece is the Lyapunov function, which is an energy-like function from the state-space that is decreasing along all solution trajectories.

The Lyapunov stability theory for stochastic differential equations is much less developed and, in particular, numerical methods for the construction of Lyapunov functions for such systems are few and far between. We discuss the general problem and present some novel numerical methods.