Simulating Stochastic Inertial Manifolds by a Backward-Forward Approach
Dynamical Systems
2012-06-22 v1
Abstract
A numerical approach for the approximation of inertial manifolds of stochastic evolutionary equations with multiplicative noise is presented and illustrated. After splitting the stochastic evolutionary equations into a backward and a forward part, a numerical scheme is devised for solving this backward-forward stochastic system, and an ensemble of graphs representing the inertial manifold is consequently obtained. This numerical approach is tested in two illustrative examples: one is for a system of stochastic ordinary differential equations and the other is for a stochastic partial differential equation.
Cite
@article{arxiv.1206.4954,
title = {Simulating Stochastic Inertial Manifolds by a Backward-Forward Approach},
author = {Xingye Kan and Jinqiao Duan and Ioannis G. Kevrekidis and Anthony J. Roberts},
journal= {arXiv preprint arXiv:1206.4954},
year = {2012}
}