The convergence rate of approximate center manifolds for stochastic evolution equations via a Wong-Zakai type approximation
center manifoldrandom dynamical systemstochastic evolution equationwhite noiseWong-Zakai approximation
Stability theory for random and stochastic dynamical systems (37H30) Normal forms, center manifold theory, bifurcation theory for infinite-dimensional dissipative dynamical systems (37L10) Infinite-dimensional random dynamical systems; stochastic equations (37L55) Special approximation methods (nonlinear Galerkin, etc.) for infinite-dimensional dissipative dynamical systems (37L65)
The author considers the center manifolds of the following stochastic differential equation in a separable Hilbert space \(H\): \[ du =(Au + F(u))dt + u\circ dW, \quad u(0) =u_0, \] along with the approximated system: \[ {\frac {du_\delta}{dt}} =Au_\delta + F(u_\delta ) + u_\delta \mathcal{G}_\delta (\theta_t \omega), \quad u(0) =u_0, \] where \(A\) is a generator of a \(C_0\)-semigroup on \(H\), \(F: H \to H\) is a Lipschitz operator, \(W\) is a two-sided real-valued Wiener process on a probability space \((\Omega, \mathcal{F}, P)\), \(\delta>0\) is a parameter. Given \(t\in \mathbb{R}\), \(\theta_t: \Omega \to \Omega\) is given by \[ \theta_t \omega (\cdot) = \omega (t +\cdot) -\omega (t), \quad \forall \omega \in \Omega, \] and \[\mathcal{G}_\delta (\omega) = {\frac {\omega (\delta)}{\delta}}, \quad \forall \omega \in \Omega. \]\N\NUnder a gap condition, the author first establishes the existence of random center manifolds for the above systems, and then prove as \(\delta \to 0\), the center manifolds of the approximate system converge to that of the original stochastic system with convergence rate \(\delta^\gamma\) for \(\gamma \in (0, {\frac 12})\).
- Wong-Zakai approximations and center manifolds of stochastic differential equations
- The Wong-Zakai approximations of invariant manifolds and foliations for stochastic evolution equations
- Approximation of centre manifolds for multiplicative noise driven stochastic dynamical systems
- Approximations of center manifolds for delay stochastic differential equations with additive noise
- Wong-Zakai approximations of stochastic evolution equations
- Ck centre unstable manifolds
- A center-stable manifold theorem for differential equations in Banach spaces
- A Wong-Zakai approximation for random invariant manifolds
- A Wong-Zakai theorem for stochastic PDEs
- Almost sure approximation of Wong-Zakai type for stochastic partial differential equations
- An interpretation of stochastic differential equations as ordinary differential equations which depend on the sample point
- Applications of centre manifold theory
- Brownian motion, martingales, and stochastic calculus
- Centre manifolds for stochastic evolution equations
- Chaotic behavior in differential equations driven by a Brownian motion
- Conjugate dynamics on center-manifolds for stochastic partial differential equations
- Convergence and center manifolds for differential equations driven by colored noise
- Convex analysis and measurable multifunctions
- Exponentially stable stationary solutions for stochastic evolution equations and their perturba\-tion
- Generation of one-sided random dynamical systems by stochastic differential equations
- Geometric theory of semilinear parabolic equations
- Heteroclinic chaotic behavior driven by a Brownian motion
- scientific article; zbMATH DE number 4104040 (Why is no real title available?)
- scientific article; zbMATH DE number 1201579 (Why is no real title available?)
- scientific article; zbMATH DE number 3297399 (Why is no real title available?)
- scientific article; zbMATH DE number 3403582 (Why is no real title available?)
- Invariant manifolds for stochastic partial differential equations.
- On the Convergence of Ordinary Integrals to Stochastic Integrals
- On the gap between deterministic and stochastic ordinary differential equations
- On the relation between ordinary and stochastic differential equations
- Rate of convergence of Wong-Zakai approximations for stochastic partial differential equations
- Rate of convergence of Wong-Zakai approximations for stochastic partial differential equations
- Semigroups of linear operators and applications to partial differential equations
- Smooth approximation of stochastic differential equations
- Smooth stable and unstable manifolds for stochastic evolutionary equations
- Strong approximation rate for Wiener process by fast oscillating integrated Ornstein-Uhlenbeck processes
- Sur l'itération et les solutions asymptotiques des équations différentielles.
- The stable manifold theorem for stochastic differential equations
- The stable, center-stable, center, center-unstable, unstable manifolds
- The Wong-Zakai approximations of invariant manifolds and foliations for stochastic evolution equations
- Wong-Zakai approximations and center manifolds of stochastic differential equations
- Wong-Zakai type approximation of SPDEs of Lévy noise
- Über Stabilität und asymptotisches Verhalten der Integrale von Differentialgleichungssystemen.
This page was built for publication: The convergence rate of approximate center manifolds for stochastic evolution equations via a Wong-Zakai type approximation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6587532)
