Macroscopic reduction for stochastic reaction-diffusion equations

被引:5
|
作者
Wang, W. [1 ,2 ]
Roberts, A. J. [1 ]
机构
[1] Univ Adelaide, Sch Math Sci, Adelaide, SA 5005, Australia
[2] Nanjing Univ, Dept Math, Nanjing 210008, Jiangsu, Peoples R China
基金
澳大利亚研究理事会;
关键词
stochastic reaction-diffusion equations; averaging; tightness; martingale; PARTIAL-DIFFERENTIAL-EQUATIONS; DYNAMICAL-SYSTEMS; SLOW;
D O I
10.1093/imamat/hxs019
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The macroscopic behaviour of dissipative stochastic partial differential equations usually can be described by a finite-dimensional system. This article proves that a macroscopic reduced model may be constructed for stochastic reaction-diffusion equations by artificially separating the system into two distinct slow and fast time parts. An averaging method and a deviation estimate show that the macroscopic reduced model should be a stochastic ordinary equation that includes emergent random effects transmitted from the microscopic scales due to the non-linear interaction. Numerical simulations of an example stochastic reaction-diffusion equation verifies the predictions of this stochastic modelling theory. This theory empowers us to better model the dynamics of complex stochastic systems on a large time scale.
引用
收藏
页码:1237 / 1264
页数:28
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