Effective dynamics of a coupled microscopic-macroscopic stochastic system

DOI10.1016/S0252-9602(10)60191-9zbMATH Open1240.60188arXiv1011.2909OpenAlexW1989351495MaRDI QIDQ716565FDOQ716565

Authors: Jian Ren, Hongbo Fu, Daomin Cao, Jinqiao Duan 

Publication date: 29 September 2011

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Abstract: A conceptual model for microscopic-macroscopic slow-fast stochastic systems is considered. A dynamical reduction procedure is presented in order to extract effective dynamics for this kind of systems. Under appropriate assumptions, the effective system is shown to approximate the original system, in the sense of a probabilistic convergence.

Full work available at URL: https://arxiv.org/abs/1011.2909

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zbMATH Keywords

stochastic partial differential equationsaveraging principleeffective dynamicsmicroscopic-macroscopic systemslow-fast scales

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cited In (4)

• Extracting macroscopic stochastic dynamics: Model problems
• Prototype hybrid couplings of macroscopic deterministic models and microscopic stochastic lattice dynamics
• Multiscale couplings in prototype hybrid deterministic/stochastic systems. I: Deterministic closures
• Effective dynamics for a kinetic Monte-Carlo model with slow and fast time scales

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