A dynamical approximation for stochastic partial differential equations

DOI10.1063/1.2800164MaRDI QIDQ3544470zbMATH OpenOpenAlexFDO

Authors W. Wang, Jinqiao Duan

Publication date 8 December 2008

Published in Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0607050, http://hdl.handle.net/2440/55307

Mathematics Subject Classification ID

Partial functional-differential equations (35R10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: Random invariant manifolds often provide geometric structures for understanding stochastic dynamics. In this paper, a dynamical approximation estimate is derived for a class of stochastic partial differential equations, by showing that the random invariant manifold is almost surely asymptotically complete. The asymptotic dynamical behavior is thus described by a stochastic ordinary differential system on the random invariant manifold, under suitable conditions. As an application, stationary states (invariant measures) is considered for one example of stochastic partial differential equations.

Cites work

• Approximate inertial manifolds of exponential order for semilinear parabolic equations subjected to additive white noise
• Attractors for random dynamical systems
• Determining functionals for random partial differential equations
• scientific article; zbMATH DE number 194032 (Why is no real title available?)
• Invariant manifolds for stochastic partial differential equations.
• Large diffusivity and asymptotic behavior in parabolic systems
• Low-dimensional modelling of dynamics via computer algebra
• Probability and partial differential equations in modern applied mathematics. Selected papers presented at the 2003 IMA summer program, Minneapolis, MN, USA, July 21 -- August 1, 2003
• Pullback attracting inertial manifolds for nonautonomous dynamical systems
• Random attractors
• Smooth stable and unstable manifolds for stochastic evolutionary equations
• Spatial homogeneity and invariant manifolds for damped hyperbolic equations
• Stability and random attractors for a reaction-diffusion equation with multiplicative noise
• The asymptotic completeness of inertial manifolds
• Trend to spatial homogeneity for solutions to semilinear damped wave equations

Cited in

(26)

• Diffusion approximation for hyperbolic stochastic differential equations
• A PDE approach to stochastic invariance
• Resolution of subgrid microscale interactions enhances the discretisation of nonautonomous partial differential equations
• Approximate dynamics of a class of stochastic wave equations with white noise
• Finite dimensional reducing and smooth approximating for a class of stochastic partial differential equations
• Stability and constructions of the Poincaré maps for a class of stochastic partial differential equations
• Normally hyperbolic invariant manifolds for random dynamical systems. I: Persistence
• Approximation of invariant foliations for stochastic dynamical systems
• Centre manifolds for stochastic evolution equations
• An efficient approximation for stochastic differential equations on the partition ofsymmetricalirst
• scientific article; zbMATH DE number 5348356 (Why is no real title available?)
• Reductions and Deviations for Stochastic Partial Differential Equations Under Fast Dynamical Boundary Conditions
• A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations. I: Derivation and algorithms
• scientific article; zbMATH DE number 1971700 (Why is no real title available?)
• A Dynamical System Approach to Stochastic Approximations
• Rough center manifolds
• An impact of noise on invariant manifolds in nonlinear dynamical systems
• Approximation of the random inertial manifold of singularly perturbed stochastic wave equations
• Qualitative properties of local random invariant manifolds for SPDEs with quadratic nonlinearity
• Center manifolds for rough partial differential equations
• Hybrid dynamics of stochastic -calculus
• A Wong-Zakai approximation for effective filtering of a class of stochastic evolutionary equation
• Random dynamics for N SPDEs with mean-field interaction
• Approximation of random invariant manifolds for a stochastic Swift-Hohenberg equation
• Particle approximations for a class of stochastic partial differential equations
• Approximation representation of parameterizing manifold and non-Markovian reduced systems for a stochastic Swift-Hohenberg equation

This page was built for publication: A dynamical approximation for stochastic partial differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3544470)