scientific article; zbMATH DE number 6268766
From MaRDI portal
zbMath1298.60006MaRDI QIDQ5400824
Publication date: 12 March 2014
Full work available at URL: http://www.sciencedirect.com/science/book/9780128008829
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
homogenizationaveraging principlestochastic partial differential equationeffective dynamicsrandom center manifoldslow fast time scale
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items
Unstable manifolds for rough evolution equations, The Second Bogolyubov Theorem and Global Averaging Principle for SPDEs with Monotone Coefficients, Reduction methods in climate dynamics -- a brief review, Averaging principle for stochastic complex Ginzburg-Landau equations, Asymptotic behaviour of solutions to stochastic three-dimensional globally modified Navier–Stokes equations, Well-posedness and wave-breaking for the stochastic rotation-two-component Camassa-Holm system, On the existence and uniqueness of solution to a stochastic chemotaxis-Navier-Stokes model, Averaging on macroscopic scales with application to Smoluchowski-Kramers approximation, Moment evolution equations and moment matching for stochastic image EPDiff, The existence and averaging principle for stochastic fractional differential equations with impulses, Strong convergence of averaging principle for the non‐autonomous slow‐fast systems of SPDEs with polynomial growth, Averaging principle for multiscale nonautonomous random 2D Navier-Stokes system, Center manifolds for rough partial differential equations, A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion, Averaging and mixing for stochastic perturbations of linear conservative systems, Averaging principles for mixed fast-slow systems driven by fractional Brownian motion, Approximate controllability for second-order stochastic neutral evolution equations with infinite delay, The exponential stability for locally monotone stochastic partial differential equations, Blow-up solution to an abstract non-local stochastic heat equation with Lévy noise, Strong and weak convergence for the averaging principle of DDSDE with singular drift, Unnamed Item, Dynamics and invariant manifolds for a nonlocal stochastic Swift-Hohenberg equation, Homogenization for stochastic reaction-diffusion equations with singular perturbation term, Averaging principle for fast-slow system driven by mixed fractional Brownian rough path, Data-driven model reduction, Wiener projections, and the Koopman-Mori-Zwanzig formalism, Approximation for a generalized Langevin equation with high oscillation in time and space, Unstable manifolds for rough evolution equations, Optimal index and averaging principle for Itô–Doob stochastic fractional differential equations, Effective wave factorization for a stochastic Schrödinger equation, Approximation of random slow manifolds and settling of inertial particles under uncertainty, The stochastic Gierer-Meinhardt system, Averaging principle on infinite intervals for stochastic ordinary differential equations with Lévy noise, Strong convergence in the \(p\)th-mean of an averaging principle for two-time-scales SPDEs with jumps, Online Multiscale Model Reduction for Nonlinear Stochastic PDEs with Multiplicative Noise, Modulation equation for SPDEs in unbounded domains with space-time white noise -- linear theory, Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles, Slow manifold and parameter estimation for a nonlocal fast-slow dynamical system with Brownian motion, Global synchronising behavior of evolution equations with exponentially growing nonautonomous forcing, Stochastic attractor bifurcation of the one-dimensional Swift-Hohenberg equation with multiplicative noise, A linear quadratic control problem for the stochastic heat equation driven by Q-Wiener processes, On the existence and long-time behavior of solutions to stochastic three-dimensional Navier–Stokes–Voigt equations, A determining form for a nonlocal system, Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes, Asymptotic behavior of solutions to the three-dimensional stochastic Leray-\( \alpha\) model, Averaging principle for the one-dimensional parabolic equation driven by stochastic measure, On the stability of solutions to stochastic 2D \(g\)-Navier-Stokes equations with finite delays, Averaging principle for stochastic quasi‐geostrophic flow equation with a fast oscillation, Effective approximation for a nonlocal stochastic Schrödinger equation with oscillating potential, Data-driven method to learn the most probable transition pathway and stochastic differential equation, Local martingale solutions and pathwise uniqueness for the three-dimensional stochastic inviscid primitive equations, Approximate controllability of second-order impulsive neutral stochastic differential equations with state-dependent delay and Poisson jumps, A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations, Stratonovich–Khasminskii averaging principle for multiscale random Korteweg–de Vries-Burgers equation, Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes, Effective reduction for a nonlocal Zakai stochastic partial differential equation in data assimilation, Effective dynamics for a class of stochastic weakly damped wave equation with a fast oscillation, Pathwise unstable invariant manifolds reduction for stochastic evolution equations driven by nonlinear noise, Constructive finite-dimensional boundary control of stochastic 1D parabolic PDEs, Approximation representation of parameterizing manifold and non-Markovian reduced systems for a stochastic Swift-Hohenberg equation, A Wong-Zakai approximation for random invariant manifolds, Stability and constructions of the Poincaré maps for a class of stochastic partial differential equations, Stochastic nonlocal conservation laws on whole space, Unnamed Item, Unnamed Item, Averaging principles for nonautonomous two-time-scale stochastic reaction-diffusion equations with jump, Diffusion approximation for nonlinear evolutionary equations with large interaction and fast boundary fluctuation, \(L^{p}\) (\(p\geq 2\))-strong convergence in averaging principle for multivalued stochastic differential equation with non-Lipschitz coefficients, Optimal distributed and tangential boundary control for the unsteady stochastic Stokes equations, Well-posedness of mild solutions to stochastic parabolic partial functional differential equations, Existence and regularity of mild solutions to fractional stochastic evolution equations, A note on the continuity for Caputo fractional stochastic differential equations, Blowup solutions for stochastic parabolic equations, Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching, Approximate controllability for semilinear second-order stochastic evolution systems with infinite delay, Blow-up solutions of the stochastic nonlocal heat equations, \(p\)th moment asymptotic stability for neutral stochastic functional differential equations with Lévy processes, Blowup of parabolic equations with additive noise, L-Kuramoto-Sivashinsky SPDEs in one-to-three dimensions: L-KS kernel, sharp Hölder regularity, and Swift-Hohenberg law equivalence, Existence and controllability of second-order neutral impulsive stochastic evolution integro-differential equations with state-dependent delay, Dynamic behaviors of a local modified stochastic Swift-Hohenberg equation with multiplicative noise, L-Kuramoto-Sivashinsky SPDEs vs. time-fractional SPIDEs: exact continuity and gradient moduli, 1/2-derivative criticality, and laws, Impacts of noise on a class of partial differential equations, Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations, Slow manifold for a nonlocal stochastic evolutionary system with fast and slow components, Small mass limit and diffusion approximation for a generalized Langevin equation with infinite number degrees of freedom, Global well-posedness of the stochastic generalized Kuramoto-Sivashinsky equation with multiplicative noise, Physical properties preserving numerical simulation of stochastic fractional nonlinear wave equation, Theoretical study and numerical simulation of pattern formation in the deterministic and stochastic gray-Scott equations, Approximation for random stable manifolds under multiplicative correlated noises, Approximation of random invariant manifolds for a stochastic Swift-Hohenberg equation, A dynamical theory for singular stochastic delay differential equations. II: Nonlinear equations and invariant manifolds, Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion, Stochastic Swift-Hohenberg equation with degenerate linear multiplicative noise, A Wong-Zakai approximation for random slow manifolds with application to parameter estimation, Averaging principle on infinite intervals for stochastic ordinary differential equations, Averaging principle for a stochastic coupled fast-slow atmosphere-ocean model, Slow manifolds for dynamical systems with non-Gaussian stable Lévy noise, Asymptotic behavior of the stochastic Kelvin–Voigt–Brinkman–Forchheimer equations, Finite dimensional reducing and smooth approximating for a class of stochastic partial differential equations, Averaging Principle for Complex Ginzburg--Landau Equation Perturbated by Mixing Random Forces, Averaging principle for stochastic differential equations under a weak condition, Averaging Principle for Nonautonomous Slow-Fast Systems of Stochastic Reaction-Diffusion Equations: The Almost Periodic Case, Positive and unbounded solution of stochastic delayed evolution equations, Representation of manifolds for the stochastic Swift-Hohenberg equation with multiplicative noise, Averaging principle for stochastic differential equations with monotone condition, The one-dimensional stochastic Keller-Segel model with time-homogeneous spatial Wiener processes, Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises, Passivity of boundary controlled and observed stochastic port-Hamiltonian systems subject to multiplicative and input noise, Stochastic averaging for the non-autonomous mixed stochastic differential equations with locally Lipschitz coefficients, Well-posedness and limit behaviors for a stochastic higher order modified Camassa–Holm equation, Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: averaging principle, Wave-breaking and moderate deviations of the stochastic Camassa-Holm equation with pure jump noise, Travelling waves in monostable and bistable stochastic partial differential equations, Weak and strong averaging principle for a stochastic coupled fast-slow atmosphere-ocean model with non-Lipschitz Lévy noise, Smoluchowski-Kramers approximation with state dependent damping and highly random oscillation, Transition pathways for a class of high dimensional stochastic dynamical systems with Lévy noise, Rough Center Manifolds, Dominant dynamics for a class of singularly perturbed stochastic partial differential equations with quadratic nonlinearities and random Neumann boundary conditions, Effective approximation of stochastic sine-Gordon equation with a fast oscillation, A data-driven approach for discovering stochastic dynamical systems with non-Gaussian Lévy noise