Slow manifold and averaging for slow-fast stochastic differential system
Mathematical Physics
2009-03-10 v1 math.MP
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 . Second, averaging derives an autonomous deterministic system up to errors of . Then an intermediate reduced model, which is an autonomous deterministic system driven by white noise up to errors of , 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.
Keywords
Cite
@article{arxiv.0903.1375,
title = {Slow manifold and averaging for slow-fast stochastic differential system},
author = {W. Wang and A. J. Roberts},
journal= {arXiv preprint arXiv:0903.1375},
year = {2009}
}
Comments
23 pages