English

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.

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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