A dynamical approximation for stochastic partial differential equations
Dynamical Systems
2007-10-08 v2 Analysis of PDEs
Abstract
Random invariant manifolds often provide geometric structures for understanding stochastic dynamics. In this paper, a dynamical approximation estimate is derived for a class of stochastic partial differential equations, by showing that the random invariant manifold is almost surely asymptotically complete. The asymptotic dynamical behavior is thus described by a stochastic ordinary differential system on the random invariant manifold, under suitable conditions. As an application, stationary states (invariant measures) is considered for one example of stochastic partial differential equations.
Cite
@article{arxiv.math/0607050,
title = {A dynamical approximation for stochastic partial differential equations},
author = {Wei Wang and Jinqiao Duan},
journal= {arXiv preprint arXiv:math/0607050},
year = {2007}
}
Comments
28 pages, no figures