Stochastic Parameterizing Manifolds and Non-Markovian Reduced Equations

Language: English

Published by Springer, Palgrave Macmillan Jan 2015, 2015

3319125192 / 9783319125190

Series: Book 53 of 155 - SpringerBriefs in Mathematics

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This item is printed on demand - Print on Demand Titel. Neuware -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 solutionwhen 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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 148 pp. Englisch.…

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Title
Stochastic Parameterizing Manifolds and Non-Markovian Reduced Equations
Author
Mickaël D. Chekroun
Publisher
Springer, Palgrave Macmillan Jan 2015
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

buchversandmimpf2000

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