Approximation of Stochastic Invariant Manifolds

Approximation of Stochastic Invariant Manifolds
Author :
Publisher : Springer
Total Pages : 127
Release :
ISBN-10 : 9783319124964
ISBN-13 : 331912496X
Rating : 4/5 (64 Downloads)

Book Synopsis Approximation of Stochastic Invariant Manifolds by : Mickaël D. Chekroun

Download or read book Approximation of Stochastic Invariant Manifolds written by Mickaël D. Chekroun and published by Springer. This book was released on 2014-12-20 with total page 127 pages. Available in PDF, EPUB and Kindle. Book excerpt: This first volume is concerned with the analytic derivation of explicit formulas for the leading-order Taylor approximations of (local) stochastic invariant manifolds associated with a broad class of nonlinear stochastic partial differential equations. These approximations take the form of Lyapunov-Perron integrals, which are further characterized in Volume II as pullback limits associated with some partially coupled backward-forward systems. This pullback characterization provides a useful interpretation of the corresponding approximating manifolds and leads to a simple framework that unifies some other approximation approaches in the literature. A self-contained survey is also included on the existence and attraction of one-parameter families of stochastic invariant manifolds, from the point of view of the theory of random dynamical systems.


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