Macroscopic reduction for stochastic reaction-diffusion equations

DOI10.1093/IMAMAT/HXS019MaRDI QIDQ2874017zbMATH OpenOpenAlexFDO

Authors W. Wang, A. J. Roberts

Publication date 28 January 2014

Published in IMA Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0812.1837

zbMATH Keywords

martingaleaveragingtightnessstochastic reaction-diffusion equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Reaction-diffusion equations (35K57) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Abstract: The macroscopic behavior of dissipative stochastic partial differential equations usually can be described by a finite dimensional system. This article proves that a macroscopic reduced model may be constructed for stochastic reaction-diffusion equations with cubic nonlinearity by artificial separating the system into two distinct slow-fast time parts. An averaging method and a deviation estimate show that the macroscopic reduced model should be a stochastic ordinary equation which includes the random effect transmitted from the microscopic timescale due to the nonlinear interaction. Numerical simulations of an example stochastic heat equation confirms the predictions of this stochastic modelling theory. This theory empowers us to better model the long time dynamics of complex stochastic systems.

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Cited in

(8)

• Transitions in stochastic non-equilibrium systems: efficient reduction and analysis
• The impact of multiplicative noise in SPDEs close to bifurcation via amplitude equations
• Fast-diffusion limit for reaction-diffusion equations with degenerate multiplicative and additive noise
• Macroscopic discrete modelling of stochastic reaction-diffusion equations on a periodic domain
• Amplitude equation with quintic nonlinearities for the generalized Swift-Hohenberg equation with additive degenerate noise
• Amplitude equations for SPDEs with cubic nonlinearities
• Multi-scale analysis of SPDEs with degenerate additive noise
• Numerical study of amplitude equations for SPDEs with degenerate forcing

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