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Article #22

Preprint: low-D modelling of SDEs

#22
From: Tony Roberts
Date: Wed, 02 Aug 1995 00:00
33 lines
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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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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