Multiscale couplings in prototype hybrid deterministic/stochastic systems. II: stochastic closures (Q2493368)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Multiscale couplings in prototype hybrid deterministic/stochastic systems. II: stochastic closures
scientific article

    Statements

    Multiscale couplings in prototype hybrid deterministic/stochastic systems. II: stochastic closures (English)
    0 references
    0 references
    0 references
    0 references
    12 June 2006
    0 references
    This paper continues the studies of the authors [Commun. Math. Sci. 2, No. 2, 255--294 (2004; Zbl 1103.93013)]. Certain couplings of stochastic models to deterministic differential equations are under investigations. The influence of noise on its overall dynamics is examined. The studied hybrid systems demonstrate that deterministic closures based on the method of separation of scales cannot capture decisive features of underlying dynamics. Therefore, a coarse grained stochastic closure is suggested. This stochastic closure describes correctly the dynamical behavior of the solutions of certain test cases.
    0 references
    0 references
    coupled stochastic hybrid systems
    0 references
    deterministic closures
    0 references
    stochastic closures
    0 references
    averaging
    0 references
    bifurcations
    0 references
    multi scale interaction
    0 references
    critical phenomena
    0 references
    differential equations
    0 references
    Monte Carlo methods
    0 references

    Identifiers