pith. sign in

arxiv: 0903.1375 · v1 · submitted 2009-03-07 · 🧮 math-ph · math.MP

Slow manifold and averaging for slow-fast stochastic differential system

classification 🧮 math-ph math.MP
keywords systemreducedmodelstochasticepsilonerrorsintermediatemanifold
0
0 comments X
read the original abstract

We consider multiscale stochastic dynamical systems. In this article an \emph{intermediate} reduced model is obtained for a slow-fast system with fast mode driven by white noise. First, the reduced stochastic system on exponentially attracting slow manifold reduced system is derived to errors of $\mathcal{O}(\epsilon)$. Second, averaging derives an autonomous deterministic system up to errors of $\mathcal{O}(\sqrt{\epsilon})$. Then an intermediate reduced model, which is an autonomous deterministic system driven by white noise up to errors of $\mathcal{O}(\epsilon)$, is derived using a martingale approach to account for fluctuations about the averaged system. This intermediate reduced model has a simpler form than the reduced model on the stochastic slow manifold.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.