随机 PDE 和积分方程的等时相:可代谢性及其他特性

IF 2.4 2区 数学 Q1 MATHEMATICS Journal of Differential Equations Pub Date : 2024-09-23 DOI:10.1016/j.jde.2024.09.002
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引用次数: 0

摘要

我们研究随机演化系统(包括 SPDE 和随机积分方程)中波浪、振荡和其他时空模式的动力学。将给定模式表示为确定性动力学的平滑稳定不变流形,我们利用等时相将随机动力学简化为该流形上的有限维 SDE。等时相的定义是将流形的一个邻域映射到流形本身,类似于 A.T. Winfree 和 J. Guckenheimer 为有限维振荡器定义的等时相。然后,我们确定了一个概率度量,它表示图案/波在流形上游荡时随机扰动的平均位置。事实证明,在时间尺度大于 O(σ-2),但小于 O(exp(Cσ-2))(其中 σ≪1 是随机扰动的振幅)的情况下,这种概率度量是准确的。此外,利用这一量度,我们还能确定流形上确定运动与随机运动之差的预期速度。
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The isochronal phase of stochastic PDE and integral equations: Metastability and other properties
We study the dynamics of waves, oscillations, and other spatio-temporal patterns in stochastic evolution systems, including SPDE and stochastic integral equations. Representing a given pattern as a smooth, stable invariant manifold of the deterministic dynamics, we reduce the stochastic dynamics to a finite dimensional SDE on this manifold using the isochronal phase. The isochronal phase is defined by mapping a neighborhood of the manifold onto the manifold itself, analogous to the isochronal phase defined for finite-dimensional oscillators by A.T. Winfree and J. Guckenheimer. We then determine a probability measure that indicates the average position of the stochastic perturbation of the pattern/wave as it wanders over the manifold. It is proved that this probability measure is accurate on time-scales greater than O(σ2), but less than O(exp(Cσ2)), where σ1 is the amplitude of the stochastic perturbation. Moreover, using this measure, we determine the expected velocity of the difference between the deterministic and stochastic motion on the manifold.
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来源期刊
CiteScore
4.40
自引率
8.30%
发文量
543
审稿时长
9 months
期刊介绍: The Journal of Differential Equations is concerned with the theory and the application of differential equations. The articles published are addressed not only to mathematicians but also to those engineers, physicists, and other scientists for whom differential equations are valuable research tools. Research Areas Include: • Mathematical control theory • Ordinary differential equations • Partial differential equations • Stochastic differential equations • Topological dynamics • Related topics
期刊最新文献
Sobolev instability in the cubic NLS equation with convolution potentials on irrational tori The central limit theorems for integrable Hamiltonian systems perturbed by white noise On the Borel summability of formal solutions of certain higher-order linear ordinary differential equations Spectral instability of peakons for the b-family of Novikov equations Boundedness for the chemotaxis system with logistic growth
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