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Article #22Preprint: low-D modelling of SDEs
From: Tony Roberts
Date: Wed, 02 Aug 1995 00:00
Date: Wed, 02 Aug 1995 00:00
33 lines
2250 bytes
2250 bytes
I have made the following draft paper available over the network and seek
feedback on the ideas developed within. You can either obtain the
postscript or inspect the html from the WWW address below.
On the low-dimensional modelling of
Stratonovich stochastic differential equations
Chao Xu \and A.J.~Roberts
\begin{abstract}
We develop further ideas on how to construct low-dimensional models of
stochastic dynamical systems. The aim is to derive a consistent and
accurate model from the originally high-dimensional system with the support
of centre manifold theory and techniques. Aspects of several previous
approaches are combined and extended. The ideas are developed by examining
a very simple dynamical system which serves as a prototype of more
interesting physical systems.
\end{abstract}
Tony
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Prof A J Roberts
Dept Mathematics & Computing E-mail: aroberts@usq.edu.au
Uni of Southern Queensland Phone: (76) 312943
Toowoomba, Queensland 4350 Fax: (76) 312721
Australia WWW: http://www.sci.usq.edu.au
/pub/MC/staff/robertsa/home.html
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X-Google-Language: ENGLISH,ASCII-7-bit X-Google-Thread: fa00e,cc1c5ea558ecaf5c,start X-Google-Attributes: gidfa00e,public X-Google-Thread: 101fc6,cc1c5ea558ecaf5c,start X-Google-Attributes: gid101fc6,public X-Google-Thread: 10d67e,cc1c5ea558ecaf5c,start X-Google-Attributes: gid10d67e,public X-Google-Thread: 10d29f,cc1c5ea558ecaf5c,start X-Google-Attributes: gid10d29f,public From: aroberts@usq.edu.au (Tony Roberts) Subject: Preprint: low-D modelling of SDEs Date: 1995/08/02 Message-ID: <aroberts-020895091855@139.86.144.66> X-Deja-AN: 107304387 distribution: inet approved: Greg Kuperberg <greg@math.yale.edu>, moderator for sci.math.research followup-to: sci.nonlinear organization: University of Southern Queensland newsgroups: sci.nonlinear,comp.theory.dynamic-sys,aus.mathematics,sci.math.research originator: greg@symcom.math.uiuc.edu