Edgeworth expansions for slow–fast systems with finite time-scale separation
From MaRDI portal
Publication:4973919
DOI10.1098/rspa.2018.0358zbMath1427.60111arXiv1708.06984OpenAlexW3100682534WikidataQ90102893 ScholiaQ90102893MaRDI QIDQ4973919
Georg A. Gottwald, Jeroen Wouters
Publication date: 6 December 2019
Published in: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1708.06984
Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Singular perturbations for ordinary differential equations (34E15)
Related Items (6)
Reduction methods in climate dynamics -- a brief review ⋮ Deviations from Gaussianity in deterministic discrete time dynamical systems ⋮ Stochastic Model Reduction for Slow-Fast Systems with Moderate Time Scale Separation ⋮ Reduced-order models for coupled dynamical systems: Data-driven methods and the Koopman operator ⋮ Introduction to the special issue on the statistical mechanics of climate ⋮ A reduction scheme for coupled Brownian harmonic oscillators
Uses Software
Cites Work
- Multi-level dynamical systems: connecting the Ruelle response theory and the Mori-Zwanzig approach
- Whitney-Hölder continuity of the SRB measure for transversal families of smooth unimodal maps
- The quest for the ultimate anisotropic Banach space
- Fast-slow partially hyperbolic systems versus Freidlin-Wentzell random systems
- Statistical properties of mostly contracting fast-slow partially hyperbolic systems
- Rapid mixing for the Lorenz attractor and statistical limit laws for their time-1 maps
- Almost sure invariance principle for nonuniformly hyperbolic systems
- Almost sure invariance principle for dynamical systems by spectral methods
- A vector-valued almost sure invariance principle for hyperbolic dynamical systems
- A family of embedded Runge-Kutta formulae
- Some probabilistic problems and methods in singular perturbations
- Central limit theorem and stable laws for intermittent maps
- A priori tests of a stochastic mode reduction strategy
- Asymptotic distribution of statistics in time series
- On spurious detection of linear response and misuse of the fluctuation-dissipation theorem in finite time series
- Deterministic homogenization for fast-slow systems with chaotic noise
- Smooth Anosov flows: Correlation spectra and stability
- A limit theorem for perturbed operator semigroups with applications to random evolutions
- Equation-free, coarse-grained multiscale computation: enabling microscopic simulators to perform system-level analysis
- Analysis of the heterogeneous multiscale method for ordinary differential equations
- Stochastic modelling: replacing fast degrees of freedom by noise
- A note on diffusion limits of chaotic skew-product flows
- The Nagaev-Guivarc’h method via the Keller-Liverani theorem
- Probability and Stochastics
- Normal Approximation and Asymptotic Expansions
- The martingale approach after Varadhan and Dolgopyat
- Large deviations for nonuniformly hyperbolic systems
- Probabilistic Properties of Deterministic Systems
- Asymptotic expansions for sums of weakly dependent random vectors
- Limit theorems for partially hyperbolic systems
- Projective Methods for Stiff Differential Equations: Problems with Gaps in Their Eigenvalue Spectrum
- Models for stochastic climate prediction
- Deterministic Nonperiodic Flow
- CENTRAL LIMIT THEOREM FOR THE MODULUS OF CONTINUITY OF AVERAGES OF OBSERVABLES ON TRANSVERSAL FAMILIES OF PIECEWISE EXPANDING UNIMODAL MAPS
- Extracting macroscopic dynamics: model problems and algorithms
- A mathematical framework for stochastic climate models
- Alternative proofs of linear response for piecewise expanding unimodal maps
- Homogenization for deterministic maps and multiplicative noise
- Linear response, or else
- Multiscale Methods
- Linear response formula for piecewise expanding unimodal maps
- Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
- On Stochastic Processes Defined by Differential Equations with a Small Parameter
- Stochastic climate models. Proceedings of a workshop, Chorin, Germany, Summer 1999
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Edgeworth expansions for slow–fast systems with finite time-scale separation
