Slow manifolds for multi-time-scale stochastic evolutionary systems

DOI10.4310/CMS.2013.V11.N1.A5zbMATH Open1417.37267arXiv1205.0333MaRDI QIDQ359709FDOQ359709

Authors: Hongbo Fu, Jinqiao Duan, Xian-Ming Liu 

Publication date: 22 August 2013

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

Abstract: This article deals with invariant manifolds for infinite dimensional random dynamical systems with different time scales. Such a random system is generated by a coupled system of fast-slow stochastic evolutionary equations. Under suitable conditions, it is proved that an exponentially tracking random invariant manifold exists, eliminating the fast motion for this coupled system. It is further shown that if the scaling parameter tends to zero, the invariant manifold tends to a slow manifold which captures long time dynamics. As examples the results are applied to a few systems of coupled parabolic-hyperbolic partial differential equations, coupled parabolic partial differential-ordinary differential equations, and coupled hyperbolic-hyperbolic partial differential equations.

Full work available at URL: https://arxiv.org/abs/1205.0333

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zbMATH Keywords

stochastic partial differential equationsrandom dynamical systemsexponential tracking propertymultiscale systemsrandom invariant manifoldsslow manifolds

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Invariant manifold theory for dynamical systems (37D10) Infinite-dimensional random dynamical systems; stochastic equations (37L55)

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• Slow foliation of a slow-fast stochastic evolutionary system
• Slow manifold for a nonlocal stochastic evolutionary system with fast and slow components
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• A parameter estimation method based on random slow manifolds
• Effective filtering analysis for non-Gaussian dynamic systems
• Approximation of random invariant manifolds for a stochastic Swift-Hohenberg equation
• Slow manifold and parameter estimation for a nonlocal fast-slow dynamical system with Brownian motion
• Invariant foliations for stochastic dynamical systems with multiplicative stable Levy noise
• Effective filtering for multiscale stochastic dynamical systems driven by Lévy processes
• Persistence of smooth manifolds for a non-autonomous coupled system under small random perturbations
• Slow manifolds for dynamical systems with non-Gaussian stable Lévy noise
• Invariant manifolds for random dynamical systems with slow and fast variables
• Effective filtering for multiscale stochastic dynamical systems in Hilbert spaces
• The role of slow manifolds in parameter estimation for a multiscale stochastic system with α-stable Lévy noise
• Slow manifolds for a nonlocal fast-slow stochastic system with stable Lévy noise
• Effective filtering on a random slow manifold
• Smooth invariant manifolds for a randomly perturbed non-autonomous coupled system and their approximations
• Representation of manifolds for the stochastic Swift-Hohenberg equation with multiplicative noise
• A Wong-Zakai approximation for random slow manifolds with application to parameter estimation

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