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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…

Probability · Mathematics 2007-05-23 Nils Berglund , Barbara Gentz

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…

Dynamical Systems · Mathematics 2012-09-20 John Guckenheimer , Tomas Johnson , Philipp Meerkamp

Invariant manifolds facilitate the understanding of nonlinear stochastic dynamics. When an invariant manifold is represented approximately by a graph for example, the whole stochastic dynamical system may be reduced or restricted to this…

Dynamical Systems · Mathematics 2007-05-23 Aijun Du , Jinqiao Duan

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…

Dynamical Systems · Mathematics 2007-10-08 Wei Wang , Jinqiao Duan

Multiple time scale stochastic dynamical systems are ubiquitous in science and engineering, and the reduction of such systems and their models to only their slow components is often essential for scientific computation and further analysis.…

Dynamical Systems · Mathematics 2015-01-22 Carmeline J. Dsilva , Ronen Talmon , C. William Gear , Ronald R. Coifman , Ioannis G. Kevrekidis

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…

Statistical Mechanics · Physics 2017-10-05 Tobias Grafke , Eric Vanden-Eijnden

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…

Probability · Mathematics 2018-09-26 Huijie Qiao , Yanjie Zhang , Jinqiao Duan

The quasi-steady-state approximation (or stochastic averaging principle) is a useful tool in the study of multiscale stochastic systems, giving a practical method by which to reduce the number of degrees of freedom in a model. The method is…

Chemical Physics · Physics 2015-06-18 Maria Bruna , S. Jonathan Chapman , Matthew J. Smith

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…

Analysis of PDEs · Mathematics 2019-10-02 Hina Zulfiqar , Shenglan Yuan , Ziying He , Jinqiao Duan

Modelling stochastic systems has many important applications. Normal form coordinate transforms are a powerful way to untangle interesting long term macroscale dynamics from detailed microscale dynamics. We explore such coordinate…

Dynamical Systems · Mathematics 2009-11-13 A. J. Roberts

A detailed study of the slow manifold of a model exhibiting mixed-mode oscillations is presented. A scenario for the emergence of mixed-mode states which does not involve phase locking on a 2-torus is constructed. We show that mixed-modes…

chao-dyn · Physics 2009-10-30 Andrei Goryachev , Peter Strizhak , Raymond Kapral

Finding a reduction of complex, high-dimensional dynamics to its essential, low-dimensional "heart" remains a challenging yet necessary prerequisite for designing efficient numerical approaches. Machine learning methods have the potential…

Dynamical Systems · Mathematics 2022-06-15 Przemyslaw Zielinski , Jan S. Hesthaven

This article provides an example of fast-slow system such that most orbits remain as close as possible to the unstable manifold of the fast dynamics for an arbitrarily long time.

Dynamical Systems · Mathematics 2009-02-19 J. -P. Francoise , C. Piquet , A. Vidal

The effect of multiplicative stochastic perturbations on Hamiltonian systems on the plane is investigated. It is assumed that perturbations fade with time and preserve a stable equilibrium of the limiting system. The paper investigates…

Dynamical Systems · Mathematics 2022-10-12 O. A. Sultanov

We investigate bifurcation phenomena between slow and fast convergences of synchronization errors arising in the proposed synchronization system consisting of two identical nonlinear dynamical systems linked by a common noisy input only.…

Dynamical Systems · Mathematics 2009-09-09 Katsutoshi Yoshida , Yusuke Nishizawa

Nonlinear and non-stationary processes are prevalent in various natural and physical phenomena, where system dynamics can change qualitatively due to bifurcation phenomena. Traditional machine learning methods have advanced our ability to…

Machine Learning · Statistics 2024-06-21 Keita Tokuda , Yuichi Katori

The notion of periodic two-scale convergence and the method of periodic unfolding are prominent and useful tools in multiscale modeling and analysis of PDEs with rapidly oscillating periodic coefficients. In this paper we are interested in…

Analysis of PDEs · Mathematics 2021-05-28 Martin Heida , Stefan Neukamm , Mario Varga

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…

Dynamical Systems · Mathematics 2025-01-22 Mickaël D. Chekroun , Jeroen S. W. Lamb , Christian J. Pangerl , Martin Rasmussen

A central challenge in physics is to describe non-equilibrium systems driven by randomness, such as a randomly growing interface, or fluids subject to random fluctuations that account e.g. for local stresses and heat fluxes not related to…

Analysis of PDEs · Mathematics 2022-02-16 Mickaël D. Chekroun , Honghu Liu , James C. McWilliams , Shouhong Wang

In order to understand the impact of random influences at physical boundary on the evolution of multiscale systems, a stochastic partial differential equation model under a fast random dynamical boundary condition is investigated. The…

Dynamical Systems · Mathematics 2008-08-07 Wei Wang , Jinqiao Duan