Mathematics – Dynamical Systems
Scientific paper
2007-01-22
Mathematics
Dynamical Systems
Scientific paper
10.1016/j.physa.2007.08.023
Modelling stochastic systems has many important applications. Normal form coordinate transforms are a powerful way to untangle interesting long term macroscale dynamics from detailed microscale dynamics. We explore such coordinate transforms of stochastic differential systems when the dynamics has both slow modes and quickly decaying modes. The thrust is to derive normal forms useful for macroscopic modelling of complex stochastic microscopic systems. Thus we not only must reduce the dimensionality of the dynamics, but also endeavour to separate all slow processes from all fast time processes, both deterministic and stochastic. Quadratic stochastic effects in the fast modes contribute to the drift of the important slow modes. The results will help us accurately model, interpret and simulate multiscale stochastic systems.
No associations
LandOfFree
Normal form transforms separate slow and fast modes in stochastic dynamical systems does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Normal form transforms separate slow and fast modes in stochastic dynamical systems, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Normal form transforms separate slow and fast modes in stochastic dynamical systems will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-206027