English

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 O(ϵ)\mathcal{O}(\epsilon). Second, averaging derives an autonomous deterministic system up to errors of O(ϵ)\mathcal{O}(\sqrt{\epsilon}). Then an intermediate reduced model, which is an autonomous deterministic system driven by white noise up to errors of O(ϵ)\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.

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

R2 v1 2026-06-21T12:19:28.633Z