Related papers: Slow foliation of a slow-fast stochastic evolution…
This work is concerned with the dynamics of a class of slow-fast stochastic dynamical systems with non-Gaussian stable L\'evy noise with a scale parameter. Slow manifolds with exponentially tracking property are constructed, eliminating the…
We establish a slow manifold for a fast-slow stochastic evolutionary system with anomalous diffusion, where both fast and slow components are influ- enced by white noise. Furthermore, we prove the exponential tracking property for the…
This article deals with invariant manifolds for infinite dimensional random dynamical systems with different time scales. Such a random system is generated by a coupled system of fast-slow stochastic evolutionary equations. Under suitable…
The theory of slow manifolds is an important tool in the study of deterministic dynamical systems, giving a practical method by which to reduce the number of relevant degrees of freedom in a model, thereby often resulting in a considerable…
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…
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…
We consider the relation for the stochastic equilibrium states between the reduced system on a random slow manifold and the original system. This provides a theoretical basis for the reduction about sophisti- cated detailed models by the…
Slow-fast dynamical systems have two time scales and an explicit parameter representing the ratio of these time scales. Locally invariant slow manifolds along which motion occurs on the slow time scale are a prominent feature of slow-fast…
Slow-fast dynamical systems, i.e., singularly or non-singularly perturbed dynamical systems possess slow invariant manifolds on which trajectories evolve slowly. Since the last century various methods have been developed for approximating…
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…
This work is about a slow-fast data assimilation system when only slow components are observable. First, we obtain its low dimensional reduction via an invariant slow manifold. Second, we prove that the low dimensional filter on the slow…
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…
This work aims at understanding the slow dynamics of a nonlocal fast-slow stochastic evolutionary system with stable Levy noise. Slow manifolds along with exponential tracking property for a nonlocal fast-slow stochastic evolutionary system…
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…
The long-term dynamics of many dynamical systems evolve on an attracting, invariant "slow manifold" that can be parameterized by a few observable variables. Yet a simulation using the full model of the problem requires initial values for…
Multiscale stochastic dynamical systems have been widely adopted to a variety of scientific and engineering problems due to their capability of depicting complex phenomena in many real world applications. This work is devoted to…
This work investigates a three-dimensional slow-fast stochastic system with quadratic nonlinearity and additive noise, inspired by fluid dynamics. The deterministic counterpart exhibits a periodic orbit and a slow manifold. We demonstrate…
A method is provided for approximating random slow manifolds of a class of slow-fast stochastic dynamical systems. Thus approximate, low dimensional, reduced slow systems are obtained analytically in the case of sufficiently large time…
We investigate the large population dynamics of a family of stochastic particle systems with three-state cyclic individual behaviour and parameter-dependent transition rates. On short time scales, the dynamics turns out to be approximated…
We present a novel characterization of slow variables for continuous Markov processes that provably preserve the slow timescales. These slow variables are known as reaction coordinates in molecular dynamical applications, where they play a…