Related papers: Slow manifold and parameter estimation for a nonlo…
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…
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 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…
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…
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…
This work is concerned with the dynamics of a slow-fast stochastic evolutionary system quantified with a scale parameter. An invariant foliation decomposes the state space into geometric regions of different dynamical regimes, and thus…
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…
We introduce a nonlinear stochastic model reduction technique for high-dimensional stochastic dynamical systems that have a low-dimensional invariant effective manifold with slow dynamics, and high-dimensional, large fast modes. Given only…
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…
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…
In this paper, we develop a way of analyzing the random dynamics of stochastic evolution equations with a non-dense domain. Such problems cover several types of evolution equations. We are particularly interested in evolution equations with…
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…
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 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…
We study a Wong-Zakai approximation for the random slow manifold of a slow-fast stochastic dynamical system. We first deduce the existence of the random slow manifold about an approximation system driven by an integrated Ornstein-Uhlenbeck…
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.…
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 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…
Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…
We describe a continuous-time modelling framework for biological population dynamics that accounts for demographic noise. In the spirit of the methodology used by statistical physicists, transitions between the states of the system are…