Model reduction in stochastic environments

DOI10.1142/9789811200359_0003MaRDI QIDQ5038237zbMATH OpenOpenAlexFDO

Authors Eric Forgoston, Lora Billings, Ira B. Schwartz

Publication date 30 September 2022

Published in Stochastic PDEs and Modelling of Multiscale Complex System (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1711.07842

Mathematics Subject Classification ID

Singular perturbations for ordinary differential equations (34E15) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Abstract: We present a general theory of stochastic model reduction which is based on a normal form coordinate transform method of A.J. Roberts. This nonlinear, stochastic projection allows for the deterministic and stochastic dynamics to interact correctly on the lower-dimensional manifold so that the dynamics predicted by the reduced, stochastic system agrees well with the dynamics predicted by the original, high-dimensional stochastic system. The method may be applied to any system with well-separated time scales. In this article, we consider a physical problem that involves a singularly perturbed Duffing oscillator as well as a biological problem that involves the prediction of infectious disease outbreaks.

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• Stochastic model reduction: convergence and applications to climate equations
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