Related papers: On the study of slow-fast dynamics, when the fast …
In this paper, we consider a class of slow-fast systems of stochastic partial differential equations where the nonlinearity in the slow equation is not continuous and unbounded. We first provide conditions that ensure the existence of a…
This paper focuses on stochastic partial differential equations (SPDEs) under two-time-scale formulation. Distinct from the work in the existing literature, the systems are driven by $\alpha$-stable processes with $\alpha \in(1,2)$. In…
A non-perturbative approach to the time-averaging of nonlinear, autonomous ODE systems is developed based on invariant manifold methodology. The method is implemented computationally and applied to model problems arising in the mechanics of…
We present the validity of stochastic averaging principle for non-autonomous slow-fast stochastic differential equations (SDEs) whose fast motions admit random periodic solutions. Our investigation is motivated by some problems arising from…
The slow processes of metastable stochastic dynamical systems are difficult to access by direct numerical simulation due the sampling problem. Here, we suggest an approach for modeling the slow parts of Markov processes by approximating 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…
Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…
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 consider a slow-fast stochastic process where the slow component is a jump process on a measurable index set whose transition rates depend on the position of the fast component. Between the jumps, the fast component evolves according to…
We study a family of dynamical systems obtained by coupling an Anosov map on the two-dimensional torus -- the chaotic system -- with the identity map on the one-dimensional torus -- the neutral system -- through a dissipative interaction.…
ODE solvers with randomly sampled timestep sizes appear in the context of chaotic dynamical systems, differential equations with low regularity, and, implicitly, in stochastic optimisation. In this work, we propose and study the stochastic…
We investigated a cost-constrained static ergodic control problem of the variance of measure-valued affine processes and its application in streamflow management. The controlled system is a jump-driven mixed moving average process that…
We study a variance reduction strategy based on control variables for simulating the averaged macroscopic behavior of a stochastic slow-fast system. We assume that this averaged behavior can be written in terms of a few slow degrees of…
The asymptotic behavior for fully coupled multiscale stochastic systems becomes much complicated when the fast processes do not locate in a compact space. An example is constructed to show that the averaged coefficients may become…
We survey an area of recent development, relating dynamics to theoretical computer science. We discuss the theoretical limits of simulation and computation of interesting quantities in dynamical systems. We will focus on central objects of…
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…
In this paper, we study averaging principles for a class of time-inhomogeneous stochastic differential equations (SDEs) with slow and fast time-scales, where the drift term in the fast component is time-dependent and only partially…
Multiscale dynamical systems characterized by interacting fast and slow processes are ubiquitous across scientific domains, from climate dynamics to fluid mechanics. Accurate modeling of such systems requires capturing both the long-term…
This paper considers a class of nonautonomous slow-fast stochastic partial differential equations driven by $\alpha$-stable processes for $\alpha\in (1,2)$. By introducing the evolution system of measures, we establish an averaging…
This paper studies the asymptotic behaviour of the solution of a differential equation perturbed by a fast flow preserving an infinite measure. This question is related with limit theorems for non-stationary Birkhoff integrals. We…