Cargando…

Stochastic Parameterizing Manifolds and Non-Markovian Reduced Equations Stochastic Manifolds for Nonlinear SPDEs II /

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)...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Chekroun, Mickaël D. (Autor), Liu, Honghu (Autor), Wang, Shouhong (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2015.
Edición:1st ed. 2015.
Colección:SpringerBriefs in Mathematics,
Temas:
Acceso en línea:Texto Completo

MARC

LEADER 00000nam a22000005i 4500
001 978-3-319-12520-6
003 DE-He213
005 20220115024024.0
007 cr nn 008mamaa
008 141223s2015 sz | s |||| 0|eng d
020 |a 9783319125206  |9 978-3-319-12520-6 
024 7 |a 10.1007/978-3-319-12520-6  |2 doi 
050 4 |a QA370-380 
072 7 |a PBKJ  |2 bicssc 
072 7 |a MAT007000  |2 bisacsh 
072 7 |a PBKJ  |2 thema 
082 0 4 |a 515.35  |2 23 
100 1 |a Chekroun, Mickaël D.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
245 1 0 |a Stochastic Parameterizing Manifolds and Non-Markovian Reduced Equations  |h [electronic resource] :  |b Stochastic Manifolds for Nonlinear SPDEs II /  |c by Mickaël D. Chekroun, Honghu Liu, Shouhong Wang. 
250 |a 1st ed. 2015. 
264 1 |a Cham :  |b Springer International Publishing :  |b Imprint: Springer,  |c 2015. 
300 |a XVII, 129 p. 12 illus., 11 illus. in color.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
490 1 |a SpringerBriefs in Mathematics,  |x 2191-8201 
505 0 |a General Introduction -- Preliminaries -- Invariant Manifolds -- Pullback Characterization of Approximating, and Parameterizing Manifolds -- Non-Markovian Stochastic Reduced Equations -- On-Markovian Stochastic Reduced Equations on the Fly -- Proof of Lemma 5.1.-References -- Index. 
520 |a 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), which are stochastic manifolds that improve, for a given realization of the noise, in mean square error the partial knowledge of the full SPDE solution when compared to its projection onto some resolved modes. Backward-forward systems are designed to give access to such PMs in practice. The key idea consists of representing the modes with high wave numbers as a pullback limit depending on the time-history of the modes with low wave numbers. Non-Markovian stochastic reduced systems are then derived based on such a PM approach. The reduced systems take the form of stochastic differential equations involving random coefficients that convey memory effects. The theory is illustrated on a stochastic Burgers-type equation. 
650 0 |a Differential equations. 
650 0 |a Dynamical systems. 
650 0 |a Probabilities. 
650 1 4 |a Differential Equations. 
650 2 4 |a Dynamical Systems. 
650 2 4 |a Probability Theory. 
700 1 |a Liu, Honghu.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
700 1 |a Wang, Shouhong.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer Nature eBook 
776 0 8 |i Printed edition:  |z 9783319125213 
776 0 8 |i Printed edition:  |z 9783319125190 
830 0 |a SpringerBriefs in Mathematics,  |x 2191-8201 
856 4 0 |u https://doi.uam.elogim.com/10.1007/978-3-319-12520-6  |z Texto Completo 
912 |a ZDB-2-SMA 
912 |a ZDB-2-SXMS 
950 |a Mathematics and Statistics (SpringerNature-11649) 
950 |a Mathematics and Statistics (R0) (SpringerNature-43713)