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

页码：753 / 764

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