Slow manifold and averaging for slow-fast stochastic differential system

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dc.creatorWang, W.
dc.creatorRoberts, A. J.
dc.date2009-03-07
dc.date.accessioned2026-07-07T12:50:20Z
dc.date.available2026-07-07T12:50:20Z
dc.descriptionWe consider multiscale stochastic dynamical systems. In this article an \emph{intermediate} reduced model is obtained for a slow-fast system with fast mode driven by white noise. First, the reduced stochastic system on exponentially attracting slow manifold reduced system is derived to errors of $\mathcal{O}(ε)$. Second, averaging derives an autonomous deterministic system up to errors of $\mathcal{O}(\sqrtε)$. Then an intermediate reduced model, which is an autonomous deterministic system driven by white noise up to errors of $\mathcal{O}(ε)$, is derived using a martingale approach to account for fluctuations about the averaged system. This intermediate reduced model has a simpler form than the reduced model on the stochastic slow manifold.
dc.description23 pages
dc.identifierhttps://arxiv.org/abs/0903.1375
dc.identifierhttp://arxiv.org/abs/0903.1375
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/222653
dc.subjectMathematical Physics
dc.subject34C15; 37H10; 60H10
dc.titleSlow manifold and averaging for slow-fast stochastic differential system
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