Approximation of Stochastic Invariant Manifolds

Approximation of Stochastic Invariant Manifolds
Author: Mickaël D. Chekroun
Publisher: Springer
Total Pages: 136
Release: 2014-12-20
Genre: Mathematics
ISBN: 331912496X

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This first volume is concerned with the analytic derivation of explicit formulas for the leading-order Taylor approximations of (local) stochastic invariant manifolds associated with a broad class of nonlinear stochastic partial differential equations. These approximations take the form of Lyapunov-Perron integrals, which are further characterized in Volume II as pullback limits associated with some partially coupled backward-forward systems. This pullback characterization provides a useful interpretation of the corresponding approximating manifolds and leads to a simple framework that unifies some other approximation approaches in the literature. A self-contained survey is also included on the existence and attraction of one-parameter families of stochastic invariant manifolds, from the point of view of the theory of random dynamical systems.


Approximation of Stochastic Invariant Manifolds
Language: en
Pages: 136
Authors: Mickaël D. Chekroun
Categories: Mathematics
Type: BOOK - Published: 2014-12-20 - Publisher: Springer

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This first volume is concerned with the analytic derivation of explicit formulas for the leading-order Taylor approximations of (local) stochastic invariant man
Stochastic Parameterizing Manifolds and Non-Markovian Reduced Equations
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Pages: 141
Authors: Mickaël D. Chekroun
Categories: Mathematics
Type: BOOK - Published: 2014-12-23 - Publisher: Springer

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In this second volume, a general approach is developed to provide approximate parameterizations of the "small" scales by the "large" ones for a broad class of s
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Language: en
Pages: 24
Authors: Alberto Ohashi
Categories:
Type: BOOK - Published: 2007 - Publisher:

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Dynamics for a Random Differential Equation
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Pages: 110
Authors: Junyilang Zhao
Categories:
Type: BOOK - Published: 2018 - Publisher:

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In this dissertation, we first prove that for a random differential equation with the multiplicative driving noise constructed from a Q-Wiener process and the W
Stochastic Evolution Equations
Language: en
Pages: 188
Authors: Wilfried Grecksch
Categories: Mathematics
Type: BOOK - Published: 1995 - Publisher: De Gruyter Akademie Forschung

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The authors give a self-contained exposition of the theory of stochastic evolution equations. Elements of infinite dimensional analysis, martingale theory in Hi