A mathematical framework for critical transitions: normal forms, variance and applications
From MaRDI portal
Publication:2393133
DOI10.1007/s00332-012-9158-xzbMath1282.34062arXiv1101.2908OpenAlexW3099545566MaRDI QIDQ2393133
Publication date: 7 August 2013
Published in: Journal of Nonlinear Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1101.2908
stochastic differential equationsinvariant manifoldsasymptotic analysisactivator-inhibitor systemmultiple time scalescritical transitionmoment estimatestipping pointfast-flow system
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Transformation and reduction of ordinary differential equations and systems, normal forms (34C20) Bifurcation theory for ordinary differential equations (34C23) Ordinary differential equations and systems with randomness (34F05) Time series analysis of dynamical systems (37M10) Singular perturbations for ordinary differential equations (34E15)
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