Mickaël D Chekroun: 2 books
Approximation of Stochastic Invariant Manifolds
Stochastic Manifolds for Nonlinear SPDEs I
Language: English
Release Date: December 20, 2014
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...
Stochastic Parameterizing Manifolds and Non-Markovian Reduced Equations
Stochastic Manifolds for Nonlinear SPDEs II
Language: English
Release Date: December 23, 2014
In this second volume, a general approach is developed to provide approximate parameterizations of the "small" scales by the "large" ones for a broad class of stochastic partial differential equations (SPDEs). This is accomplished via the concept of parameterizing manifolds (PMs),...