Multiscale couplings in prototype hybrid deterministic/stochastic systems. II: stochastic closures

DOI10.4310/CMS.2005.V3.N3.A9MaRDI QIDQ2493368zbMATH OpenOpenAlexFDO

Authors Markos Katsoulakis, Andrew J. Majda, Alexandros Sopasakis

Publication date 12 June 2006

Published in Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/cms.2005.v3.n3.a9

zbMATH Keywords

averagingbifurcationscoupled stochastic hybrid systemscritical phenomenadeterministic closuresdifferential equationsMonte Carlo methodsmulti scale interactionstochastic closures

Mathematics Subject Classification ID

Multiple scale methods for ordinary differential equations (34E13) Ordinary differential equations and systems with randomness (34F05) Stochastic systems and control (93E99)

Review text

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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