Approximation of Stochastic Invariant Manifolds

Stochastic Manifolds for Nonlinear SPDEs I

von Mickaël D. Chekroun, Honghu Liu, Shouhong Wang

127 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

This first volume is concerned with the analytic derivation of explicit formulas for the leading-order Taylor approximations of (local) stochastic invariant manifolds associated with a broad class of nonlinear stochastic partial differential equations. These approximations  take the form of Lyapunov-Perron integrals, which are further characterized in Volume II as pullback limits associated with some partially coupled backward-forward systems. This pullback characterization provides a useful interpretation of the corresponding approximating manifolds and leads to a simple framework that unifies some other approximation approaches in the literature. A self-contained survey is also included on the existence and attraction of one-parameter families of stochastic invariant manifolds, from the point of view of the theory of random dynamical systems.

• Reihe: SpringerBriefs in Mathematics
• Themen: Lexika Forschung und Information, allgemein Informationstheorie Kybernetik und Systemtheorie
• ISBN: 9783319124957
• Sprache: Englisch
• Erscheinungsdatum: 13.01.2015
• Größe: 23.5 x 15.5 cm
• Verlag: Springer International Publishing