Related papers: Slow Manifolds for Multi-Time-Scale Stochastic Evo…
Noise-induced transitions between metastable fixed points in systems evolving on multiple time scales are analyzed in situations where the time scale separation gives rise to a slow manifold with bifurcation. This analysis is performed…
Motivated by applications to mathematical biology, we study the averaging problem for slow-fast systems, {\em in the case in which the fast dynamics is a stochastic process with multiple invariant measures}. We consider both the case in…
We consider complex dynamical systems showing metastable behavior but no local separation of fast and slow time scales. The article raises the question of whether such systems exhibit a low-dimensional manifold supporting its effective…
Invariant manifolds are important sets arising in the stability theory of dynamical systems. In this article, we take a brief review of invariant sets. We provide some results regarding the existence of invariant lines and parabolas in…
We study a slow-fast system with two slow and one fast variables. We assume that the slow manifold of the system possesses a fold and there is an equilibrium of the system in a small neighbourhood of the fold. We derive a normal form for…
A parameter estimation method is devised for a slow-fast stochastic dynamical system, where often only the slow component is observable. By using the observations only on the slow component, the system parameters are estimated by working on…
The limiting slow dynamics of slow-fast, piecewise-linear, continuous systems of ODEs occurs on critical manifolds that are piecewise-linear. At points of non-differentiability, such manifolds are not normally hyperbolic and so the…
A stochastic mode reduction strategy is applied to multiscale models with a deterministic energy-conserving fast sub-system. Specifically, we consider situations where the slow variables are driven stochastically and interact with the fast…
This article proposes a method for forming invariant stochastic differential systems, namely dynamic systems with trajectories belonging to a given smooth manifold. The It\^o or Stratonovich stochastic differential equations with the Wiener…
Finite-dimensional dissipative dynamical systems with multiple time-scales are obtained when modeling chemical reaction kinetics with ordinary differential equations. Such stiff systems are computationally hard to solve and therefore,…
This work is about a slow-fast data assimilation system under non-Gaussian noisy fluctuations. Firstly, we show the existence of a random invariant manifold for a stochastic dynamical system with non-Gaussian noise and two-time scales.…
The aim of this paper is to prove the existence and smoothness of stable and unstable invariant manifolds for a stochastic delayed partial differential equation of parabolic type. The stochastic delayed partial differential equation is…
Considering trajectory curves, integral of n-dimensional dynamical systems, within the framework of Differential Geometry as curves in Euclidean n-space, it will be established in this article that the curvature of the flow, i.e. the…
The work is about multiscale stochastic dynamical systems driven by L\'evy processes. First, we prove that these systems can approximate low-dimensional systems on random invariant manifolds. Second, we establish that nonlinear filterings…
The reduction of dimensionality of physical systems, specially in fluid dynamics, leads in many situations to nonlinear ordinary differential equations which have global invariant manifolds with algebraic expressions containing relevant…
Invariant foliations are geometric structures for describing and understanding the qualitative behaviors of nonlinear dynamical systems. For stochastic dynamical systems, however, these geometric structures themselves are complicated random…
This article is a sequel to [M.Z.Z.1] aimed at completing the characterization of the pathwise local structure of solutions of semilinear stochastic evolution equations (see's) and stochastic partial differential equations (spde's) near…
We consider slow-fast systems of differential equations, in which both the slow and fast variables are perturbed by noise. When the deterministic system admits a uniformly asymptotically stable slow manifold, we show that the sample paths…
This work is about parameter estimation for a fast-slow stochastic system with non-Gaussian $\alpha$-stable L\'evy noise. When the observations are only available for slow components, a system parameter is estimated and the accuracy for…
A new concept of {\em an evolution system of measures for stochastic flows} is considered. It corresponds to the notion of an invariant measure for random dynamical systems (or cocycles). The existence of evolution systems of measures for…