A method is provided for approximating random slow manifolds of a class of slow-fast stochastic dynamical systems. Thus approximate, low dimensional, reduced slow systems are obtained analytically in the case of sufficiently large time scale separation. To illustrate this dimension reduction procedure, the impact of random environmental fluctuations on the settling motion of inertial particles in a cellular flow field is examined. It is found that noise delays settling for some particles but enhances settling for others. A deterministic stable manifold is an agent to facilitate this phenomenon. Overall, noise appears to delay the settling in an averaged sense
The thesis at hand focuses on approaches towards model-order reduction for stochastic differential e...
Reduction of a large system of equations to a lower-dimensional system of similar dynamics is invest...
State or signal estimation of stochastic systems based on measurement data is an important problem i...
A method is provided for approximating random slow manifolds of a class of slow-fast stochastic dyna...
We consider stochastic dynamical systems with multiple time scales. An intermediate reduced model is...
The Koper model is a vector field in which the differential equations describe the electrochemical o...
We consider slow-fast systems of differential equations, in which both the slow and fast variables a...
In this work we use the stochastic flow decomposition technique to get components that represent the...
We introduce a nonlinear stochastic model reduction technique for high-dimensional stochastic dynami...
Eliminate the fast degrees of freedom in multiscale systems and derive an effective (stochastic) mod...
Fast-slow systems We consider fast-slow systems of the form dX dt = εh(X,Y) + ε2f (X,Y) dY dt = g(Y)...
We prove a stochastic averaging theorem for stochastic differential equations in which the slow and ...
AbstractThe concept of slow manifold has been introduced in meteorology and is broadly used for shor...
We propose a stochastic model reduction strategy for deterministic and stochastic slow-fast systems ...
In this paper we study coupled fast-slow ordinary differential equations (ODEs) with small time scal...
The thesis at hand focuses on approaches towards model-order reduction for stochastic differential e...
Reduction of a large system of equations to a lower-dimensional system of similar dynamics is invest...
State or signal estimation of stochastic systems based on measurement data is an important problem i...
A method is provided for approximating random slow manifolds of a class of slow-fast stochastic dyna...
We consider stochastic dynamical systems with multiple time scales. An intermediate reduced model is...
The Koper model is a vector field in which the differential equations describe the electrochemical o...
We consider slow-fast systems of differential equations, in which both the slow and fast variables a...
In this work we use the stochastic flow decomposition technique to get components that represent the...
We introduce a nonlinear stochastic model reduction technique for high-dimensional stochastic dynami...
Eliminate the fast degrees of freedom in multiscale systems and derive an effective (stochastic) mod...
Fast-slow systems We consider fast-slow systems of the form dX dt = εh(X,Y) + ε2f (X,Y) dY dt = g(Y)...
We prove a stochastic averaging theorem for stochastic differential equations in which the slow and ...
AbstractThe concept of slow manifold has been introduced in meteorology and is broadly used for shor...
We propose a stochastic model reduction strategy for deterministic and stochastic slow-fast systems ...
In this paper we study coupled fast-slow ordinary differential equations (ODEs) with small time scal...
The thesis at hand focuses on approaches towards model-order reduction for stochastic differential e...
Reduction of a large system of equations to a lower-dimensional system of similar dynamics is invest...
State or signal estimation of stochastic systems based on measurement data is an important problem i...