Approximation for random stable manifolds under multiplicative correlated noises

DOI10.3934/dcdsb.2016091zbMath1352.37188OpenAlexW2540376160MaRDI QIDQ727476

Tao Jiang, Xian-Ming Liu, Jin-qiao Duan

Publication date: 7 December 2016

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2016091

zbMATH Keywords

correlated noiseWong-Zakai approximationrandom invariant manifoldsintegrated Ornstein-Uhlenbeck processesstochastic evolutionary equations

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Infinite-dimensional random dynamical systems; stochastic equations (37L55)

Related Items (28)

Wong–Zakai approximations of second-order stochastic lattice systems driven by additive white noise ⋮ Approximate the dynamical behavior for stochastic systems by Wong-zakai approaching ⋮ Asymptotic behavior of random FitzHugh-Nagumo systems driven by colored noise ⋮ Long term behavior of random Navier-Stokes equations driven by colored noise ⋮ Wong–Zakai approximations for non-autonomous stochastic parabolic equations with X-elliptic operators in higher regular spaces ⋮ Effective dynamics for a class of stochastic weakly damped wave equation with a fast oscillation ⋮ Effective filtering for slow-fast systems via Wong-Zakai approximation ⋮ Approximations of Lévy processes by integrated fast oscillating Ornstein–Uhlenbeck processes ⋮ Invariant manifolds and foliations for random differential equations driven by colored noise ⋮ Stability and constructions of the Poincaré maps for a class of stochastic partial differential equations ⋮ Approximations of center manifolds for delay stochastic differential equations with additive noise ⋮ Higher-order Wong-Zakai approximations of stochastic reaction-diffusion equations on \(\mathbb{R}^N\) ⋮ Stationary approximations of stochastic wave equations on unbounded domains with critical exponents ⋮ Long-time dynamics of fractional nonclassical diffusion equations with nonlinear colored noise and delay on unbounded domains ⋮ Strong approximation rate for Wiener process by fast oscillating integrated Ornstein-Uhlenbeck processes ⋮ WONG-ZAKAI APPROXIMATIONS AND ATTRACTORS FOR FRACTIONAL STOCHASTIC REACTION-DIFFUSION EQUATIONS ON UNBOUNDED DOMAINS ⋮ On smooth approximation for random attractor of stochastic partial differential equations with multiplicative noise ⋮ Asymptotic behavior of non-autonomous random Ginzburg-Landau equation driven by colored noise ⋮ Wong-Zakai approximations and attractors for stochastic wave equations driven by additive noise ⋮ A Wong-Zakai approximation for random slow manifolds with application to parameter estimation ⋮ Finite dimensional reducing and smooth approximating for a class of stochastic partial differential equations ⋮ Random attractors of reaction-diffusion equations without uniqueness driven by nonlinear colored noise ⋮ Random attractors of FitzHugh–Nagumo systems driven by colored noise on unbounded domains ⋮ Asymptotic behavior of fractional nonclassical diffusion equations driven by nonlinear colored noise on $\mathbb{R}^N$ ⋮ Dynamics of non-autonomous fractional Ginzburg-Landau equations driven by colored noise ⋮ Wong–Zakai approximations and random attractors of non-autonomous stochastic discrete complex Ginzburg–Landau equations ⋮ Effective approximation of stochastic sine-Gordon equation with a fast oscillation ⋮ Random invariant manifolds of stochastic evolution equations driven by Gaussian and non-Gaussian noises

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Noise-induced transitions. Theory and applications in physics, chemistry, and biology
• On Wong-Zakai approximation of stochastic differential equations
• Rate of convergence of Wong-Zakai approximations for stochastic partial differential equations
• Wong-Zakai approximations of stochastic evolution equations
• A Wong-Zakai theorem for stochastic PDEs
• On the approximation of stochastic differential equation and on Stroock- Varadhan's support theorem
• Approximations of solutions of stochastic differential equations driven by semimartingales
• The support of the solution to a hyperbolic SPDE
• Almost sure approximation of Wong-Zakai type for stochastic partial differential equations
• Invariant manifolds for stochastic partial differential equations.
• Approximation and support theorem for a wave equation in two space dimensions
• Smooth stable and unstable manifolds for stochastic evolutionary equations
• Approximation and support theorems in modulus spaces
• The stable manifold theorem for stochastic differential equations
• Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations
• On the relation between ordinary and stochastic differential equations
• An approach to Ito linear equations in Hilbert spaces by approximation of white noise with coloured noise
• Lyapunov exponents and invariant manifolds for random dynamical systems in a Banach space
• Invariant manifolds for random and stochastic partial differential equations
• A convergence result for stochastic partial differential equations
• On the approximation of stochastic partial differential equations i
• Wong-zaksi approximations for reflecting stochastic differential equations
• An impact of noise on invariant manifolds in nonlinear dynamical systems
• The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial differential equations
• On the Convergence of Ordinary Integrals to Stochastic Integrals

This page was built for publication: Approximation for random stable manifolds under multiplicative correlated noises