Stochastic Parameterizing Manifolds and Non-Markovian Reduced Equations : Stochastic Manifolds for Nonlinear SPDEs II
Language: English
Published by Palgrave Macmillan, 2015
- Softcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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nach der Bestellung gedruckt Neuware - Printed after ordering - In this second volume, a general approach is developed to provide approximate parameterizations of the 'small' scales by the 'large' ones for a broad class of stochastic partial differential equations (SPDEs). This is accomplished via the concept of parameterizing manifolds (PMs), which are stochastic manifolds that improve, for a given realization of the noise, in mean square error the partial knowledge of the full SPDE solution when compared to its projection onto some resolved modes. Backward-forward systems are designed to give access to such PMs in practice. The key idea consists of representing the modes with high wave numbers as a pullback limit depending on the time-history of the modes with low wave numbers. Non-Markovian stochastic reduced systems are then derived based on such a PM approach. The reduced systems take the form of stochastic differential equations involving random coefficients that convey memory effects. The theory is illustrated on a stochastic Burgers-type equation.…
Seller Inventory # 9783319125190
- Title
- Stochastic Parameterizing Manifolds and Non-Markovian Reduced Equations : Stochastic Manifolds for Nonlinear SPDEs II
- Author
- Mickaël D. Chekroun
- Publisher
- Palgrave Macmillan
- Publication year
- 2015
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3319125192
- ISBN 13
- 9783319125190
- Item weight
- 236 grams
- Dimensions
- 235x155x9 mm
- Series
- Book 53 of 155: SpringerBriefs in Mathematics
"Synopsis" may belong to another edition of this title.
Review
“The monograph is well written and contains novel and important results for researchers in the field of analytical or numerical random dynamical systems and SPDEs. The clarity of presentation as well as the detailed list of references, makes it also appealing to research students as well as to newcomers to the field.” (Athanasios Yannacopoulos, zbMATH 1331.37009, 2016)
"About the title" may belong to another edition of this title.
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