A nonlinear dynamics perspective of moment closure for stochastic processes

被引：0
|
作者：
Stark, J. [1 ,1 ]
Iannelli, P. [1 ,1 ]
Baigent, S. [1 ,1 ]
机构：
[1] Ctr. for Nonlinear Dynamics/Appl., University College London, Gower Street, London WC1E 6BT, United Kingdom
来源：
Nonlinear Analysis, Theory, Methods and Applications | 2001年 / 47卷 / 02期
关键词：
Approximation theory - Computational complexity - Fourier transforms - Galerkin methods - Mathematical models - Navier Stokes equations - Ordinary differential equations - Partial differential equations - Probability distributions - Random processes;
D O I：
10.1016/S0362-546X(01)00220-6
中图分类号：
学科分类号：
摘要：
The possibility of a nonlinear dynamics perspective of moment closure for stochastic processes was investigated. The relevance of inertial manifold ideas to stochastic processes was explored. As a particular example, the stochastic model of a host-parasite interaction introduced by Isham was considered. It is explicitly solvable which allows to easily compute the various approximations presented.
引用
收藏
页码：753 / 764
相关论文
共 50 条
  • [1] A nonlinear dynamics perspective of moment closure for stochastic processes
    Stark, J
    Iannelli, P
    Baigent, S
    NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 2001, 47 (02) : 753 - 764
  • [2] On closure methods in nonlinear stochastic dynamics
    Bobryk, Roman V.
    STATISTICS & PROBABILITY LETTERS, 2010, 80 (23-24) : 1733 - 1738
  • [3] On some closure methods in nonlinear stochastic dynamics
    Cacciola, P.
    Muscolino, G.
    Ricciardi, G.
    COMPUTATIONAL STOCHASTIC MECHANICS, 2003, : 79 - 88
  • [4] A modified Gaussian moment closure method for nonlinear stochastic differential equations
    Makarem, H.
    Pishkenari, H. Nejat
    Vossoughi, G. R.
    NONLINEAR DYNAMICS, 2017, 89 (04) : 2609 - 2620
  • [5] A modified Gaussian moment closure method for nonlinear stochastic differential equations
    H. Makarem
    H. Nejat Pishkenari
    G. R. Vossoughi
    Nonlinear Dynamics, 2017, 89 : 2609 - 2620
  • [6] Conditional Moment Closure Schemes for Studying Stochastic Dynamics of Genetic Circuits
    Soltani, Mohammad
    Vargas-Garcia, Cesar Augusto
    Singh, Abhyudai
    IEEE TRANSACTIONS ON BIOMEDICAL CIRCUITS AND SYSTEMS, 2015, 9 (04) : 518 - 526
  • [7] Closure schemes in stochastic nonlinear dynamics: A validation case study
    Bobryk, Roman V.
    PHYSICAL REVIEW E, 2011, 83 (05)
  • [8] Moment closure and the stochastic logistic model
    Nåsell, I
    THEORETICAL POPULATION BIOLOGY, 2003, 63 (02) : 159 - 168
  • [9] Incremental Dynamic Analysis: A Nonlinear Stochastic Dynamics Perspective
    dos Santos, Ketson R. M.
    Kougioumtzoglou, Ioannis A.
    Beck, Andre T.
    JOURNAL OF ENGINEERING MECHANICS, 2016, 142 (10)
  • [10] A new perspective on the moment closure method
    Hasofer, A.M.
    Grigoriu, M.
    Journal of Applied Mechanics, Transactions ASME, 1995, 62 (02): : 527 - 532
12345