Stochastic Parameterizing Manifolds and Non-Markovian Reduced Equations

Stochastic Manifolds for Nonlinear SPDEs II

Nonfiction, Science & Nature, Mathematics, Differential Equations, Mathematical Analysis
Cover of the book Stochastic Parameterizing Manifolds and Non-Markovian Reduced Equations by Mickaël D. Chekroun, Honghu Liu, Shouhong Wang, Springer International Publishing
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Author: Mickaël D. Chekroun, Honghu Liu, Shouhong Wang ISBN: 9783319125206
Publisher: Springer International Publishing Publication: December 23, 2014
Imprint: Springer Language: English
Author: Mickaël D. Chekroun, Honghu Liu, Shouhong Wang
ISBN: 9783319125206
Publisher: Springer International Publishing
Publication: December 23, 2014
Imprint: Springer
Language: English

In this second volume, a general approach is developed to provide approximate parameterizations of the "small" scales by the "large" ones for a broad class of stochastic partial differential equations (SPDEs). This is accomplished via the concept of parameterizing manifolds (PMs), which are stochastic manifolds that improve, for a given realization of the noise, in mean square error the partial knowledge of the full SPDE solution when compared to its projection onto some resolved modes. Backward-forward systems are designed to give access to such PMs in practice. The key idea consists of representing the modes with high wave numbers as a pullback limit depending on the time-history of the modes with low wave numbers. Non-Markovian stochastic reduced systems are then derived based on such a PM approach. The reduced systems take the form of stochastic differential equations involving random coefficients that convey memory effects. The theory is illustrated on a stochastic Burgers-type equation.

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In this second volume, a general approach is developed to provide approximate parameterizations of the "small" scales by the "large" ones for a broad class of stochastic partial differential equations (SPDEs). This is accomplished via the concept of parameterizing manifolds (PMs), which are stochastic manifolds that improve, for a given realization of the noise, in mean square error the partial knowledge of the full SPDE solution when compared to its projection onto some resolved modes. Backward-forward systems are designed to give access to such PMs in practice. The key idea consists of representing the modes with high wave numbers as a pullback limit depending on the time-history of the modes with low wave numbers. Non-Markovian stochastic reduced systems are then derived based on such a PM approach. The reduced systems take the form of stochastic differential equations involving random coefficients that convey memory effects. The theory is illustrated on a stochastic Burgers-type equation.

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