Macroscopic reduction for stochastic reaction-diffusion equations
Date
2013
Authors
Wang, W.
Roberts, A.
Editors
Advisors
Journal Title
Journal ISSN
Volume Title
Type:
Journal article
Citation
IMA Journal of Applied Mathematics, 2013; 78(6):1237-1264
Statement of Responsibility
W. Wang and A. J. Roberts
Conference Name
Abstract
The macroscopic behavior of dissipative stochastic partial differential equations usually can be described by a finite dimensional system. This article proves that a macroscopic reduced model may be constructed for stochastic reaction-diffusion equations with cubic nonlinearity by artificial separating the system into two distinct slow-fast time parts. An averaging method and a deviation estimate show that the macroscopic reduced model should be a stochastic ordinary equation which includes the random effect transmitted from the microscopic timescale due to the nonlinear interaction. Numerical simulations of an example stochastic heat equation confirms the predictions of this stochastic modelling theory. This theory empowers us to better model the long time dynamics of complex stochastic systems.
School/Discipline
Dissertation Note
Provenance
Description
Access Status
Rights
© The authors 2012.