Multiscale couplings in prototype hybrid deterministic/stochastic systems. II: stochastic closures (Q2493368): Difference between revisions
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scientific article
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English | Multiscale couplings in prototype hybrid deterministic/stochastic systems. II: stochastic closures |
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Multiscale couplings in prototype hybrid deterministic/stochastic systems. II: stochastic closures (English)
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12 June 2006
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This paper continues the studies of the authors [Commun. Math. Sci. 2, No. 2, 255--294 (2004; Zbl 1103.93013)]. Certain couplings of stochastic models to deterministic differential equations are under investigations. The influence of noise on its overall dynamics is examined. The studied hybrid systems demonstrate that deterministic closures based on the method of separation of scales cannot capture decisive features of underlying dynamics. Therefore, a coarse grained stochastic closure is suggested. This stochastic closure describes correctly the dynamical behavior of the solutions of certain test cases.
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coupled stochastic hybrid systems
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deterministic closures
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stochastic closures
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averaging
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bifurcations
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multi scale interaction
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critical phenomena
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differential equations
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Monte Carlo methods
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