Ensemble averaging for dynamical systems under fast oscillating random boundary conditions

DOI10.1080/07362994.2014.958781zbMATH Open1305.60055arXiv1207.5901OpenAlexW2003459098MaRDI QIDQ2937460FDOQ2937460

Jian Ren, Guowei He, W. Wang, Jinqiao Duan

Publication date: 9 January 2015

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Abstract: This paper is devoted to provide a theoretical underpinning for ensemble forecasting with rapid fluctuations in body forcing and in boundary conditions. Ensemble averaging principles are proved under suitable `mixing' conditions on random boundary conditions and on random body forcing. The ensemble averaged model is a nonlinear stochastic partial differential equation, with the deviation process (i.e., the approximation error process) quantified as the solution of a linear stochastic partial differential equation.

Full work available at URL: https://arxiv.org/abs/1207.5901

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zbMATH Keywords

stochastic partial differential equationsmultiscale modelingensemble averagingrandom boundary conditions

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Sample path properties (60G17)

Cites Work

• Reductions and Deviations for Stochastic Partial Differential Equations Under Fast Dynamical Boundary Conditions
• Average and deviation for slow-fast stochastic partial differential equations
• Regularity of solutions of linear stochastic equations in hilbert spaces
• Homogenization of a singular random one-dimensional PDE with time-varying coefficients
• Homogenization of a nonlinear random parabolic partial differential equation.
• Homogenization of fully nonlinear, uniformly elliptic and parabolic partial differential equations in stationary ergodic media
• Singular homogenization with stationary in time and periodic in space coefficients
• Averaging and fluctuations for parabolic equations with rapidly oscillating random coefficients

Cited In (7)

• Homogenization for stochastic Ginzburg-Landau equation on the half-line with fast boundary fluctuation
• Large deviation for two-time-scale stochastic burgers equation
• Small mass limit and diffusion approximation for a generalized Langevin equation with infinite number degrees of freedom
• The Smoluchowski-Kramer approximation of a generalized Langevin equation with state-dependent damping
• Approximation for a generalized Langevin equation with high oscillation in time and space
• Stratonovich–Khasminskii averaging principle for multiscale random Korteweg–de Vries-Burgers equation
• Diffusion approximation for nonlinear evolutionary equations with large interaction and fast boundary fluctuation

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