On the low-dimensional modelling of Stratonovich stochastic differential equations
| dc.creator | Xu, Chao | |
| dc.creator | Roberts, A. J. | |
| dc.date | 1997-04-30 | |
| dc.date.accessioned | 2026-07-07T09:08:04Z | |
| dc.date.available | 2026-07-07T09:08:04Z | |
| dc.description | We develop further ideas on how to construct low-dimensional models of stochastic dynamical systems. The aim is to derive a consistent and accurate model from the originally high-dimensional system. This is done with the support of centre manifold theory and techniques. Aspects of several previous approaches are combined and extended: adiabatic elimination has previously been used, but centre manifold techniques simplify the noise by removing memory effects, and with less algebraic effort than normal forms; analysis of associated Fokker-Plank equations replace nonlinearly generated noise processes by their long-term equivalent white noise. The ideas are developed by examining a simple dynamical system which serves as a prototype of more interesting physical situations. | |
| dc.description | LaTeX2e, 272K (including ps figs), 23pp Keywords: stochastic differential equation, centre manifold, low-dimensional modelling, noisy dynamical system, Fokker-Planck equation | |
| dc.identifier | https://arxiv.org/abs/chao-dyn/9705002 | |
| dc.identifier | http://arxiv.org/abs/chao-dyn/9705002 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/150588 | |
| dc.subject | Chaotic Dynamics | |
| dc.title | On the low-dimensional modelling of Stratonovich stochastic differential equations | |
| dc.type | text |