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相关论文: Slow manifolds for stochastic systems with non-Gau…

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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…

动力系统 · 数学 2020-02-28 Ying Chao , Pingyuan Wei , Jinqiao Duan

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…

偏微分方程分析 · 数学 2019-10-02 Hina Zulfiqar , Shenglan Yuan , Ziying He , Jinqiao Duan

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…

动力系统 · 数学 2018-10-15 Hina Zulfiqar , Ziying He , Meihua Yang , Jinqiao Duan

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…

概率论 · 数学 2013-07-29 Hongbo Fu , Xianming Liu , Jinqiao Duan

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…

统计力学 · 物理学 2013-07-01 George W A Constable , Alan J McKane , Tim Rogers

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…

偏微分方程分析 · 数学 2013-11-04 Guanggan Chen , Jinqiao Duan , Jian Zhang

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…

This work is about a slow-fast data assimilation system under non-Gaussian noisy fluctuations. Firstly, we show the existence of a random invariant manifold for a stochastic dynamical system with non-Gaussian noise and two-time scales.…

概率论 · 数学 2018-11-12 Yanjie Zhang , Huijie Qiao , Jinqiao Duan

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…

概率论 · 数学 2015-02-25 William F. Thompson , Rachel A. Kuske , Adam H. Monahan

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…

动力系统 · 数学 2013-03-12 Jian Ren , Jinqiao Duan , Christopher K. R. T. Jones

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…

动力系统 · 数学 2013-03-20 Jian Ren , Jinqiao Duan

We establish the large deviation principle for the slow variables in slow-fast dynamical system driven by both Brownian noises and L\'evy noises. The fast variables evolve at much faster time scale than the slow variables, but they are…

动力系统 · 数学 2022-11-22 Shenglan Yuan , René Schilling , Jinqiao Duan

The Koper model is a vector field in which the differential equations describe the electrochemical oscillations appearing in diffusion processes. This work focuses on the understanding of the slow dynamics of stochastic Koper model…

动力系统 · 数学 2022-12-09 Hina Zulfiqar , Shenglan Yuan , Muhammad Shoaib Saleem

With the rapid increase of valuable observational, experimental and simulated data for complex systems, much efforts have been devoted to identifying governing laws underlying the evolution of these systems. Despite the wide applications of…

机器学习 · 统计学 2021-10-01 Yang Li , Yubin Lu , Shengyuan Xu , Jinqiao Duan

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…

概率论 · 数学 2007-05-23 Nils Berglund , Barbara Gentz

We study the averaging principle for a family of multiscale stochastic dynamical systems. The fast and slow components of the systems are driven by two independent stable L\'evy noises, whose stable indexes may be different. The…

动力系统 · 数学 2023-11-14 Yanjie Zhang , Qiao Huang , Xiao Wang , Zibo Wang , Jinqiao Duan

We present a numerical method for learning the dynamics of slow components of unknown multiscale stochastic dynamical systems. While the governing equations of the systems are unknown, bursts of observation data of the slow variables are…

机器学习 · 计算机科学 2024-08-28 Yuan Chen , Dongbin Xiu

The work is about multiscale stochastic dynamical systems driven by L\'evy processes. First, we prove that these systems can approximate low-dimensional systems on random invariant manifolds. Second, we establish that nonlinear filterings…

概率论 · 数学 2020-03-26 Huijie Qiao

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…

计算物理 · 物理学 2007-05-23 C. W. Gear , T. J. Kaper , I. G. Kevrekidis , A. Zagaris

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…

机器学习 · 统计学 2024-01-02 Lingyu Feng , Ting Gao , Min Dai , Jinqiao Duan
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