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A dynamical approximation for stochastic partial differential equations

J. Math. Phys. 48, 102701 (2007); doi:10.1063/1.2800164

Published 23 October 2007

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Wei Wang
Institute of Applied Mathematics, Chinese Academy of Sciences, Beijing 100080, China

Jinqiao Duan
Department of Applied Mathematics, Illinois Institute of Technology, Chicago, Illinois 60616, USA
Random invariant manifolds provide geometric structures for understanding stochastic dynamics. In this paper, a dynamical approximation estimate is derived for a class of stochastic partial differential equations, by showing that the random invariant manifold is almost surely asymptotically complete. The asymptotic dynamical behavior is thus described by a stochastic ordinary differential system on the random invariant manifold, under suitable conditions. As an application, stationary states (invariant measures) are considered for a class of stochastic hyperbolic partial differential equations. ©2007 American Institute of Physics
History: Received 10 May 2007; accepted 27 September 2007; published 23 October 2007
Permalink: http://link.aip.org/link/?JMAPAQ/48/102701/1
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KEYWORDS and PACS

Keywords
PACS
  • 05.40.-a
    Fluctuation phenomena, random processes, noise, and Brownian motion
  • 02.30.Jr
    Partial differential equations
  • YEAR: 2007

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ISSN:
0022-2488 (print)   1089-7658 (online)
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