Approximate linear response for slow variables of dynamics with explicit time scale separation

DOI10.1016/J.JCP.2010.06.029zbMath1197.65011OpenAlexW2136887674MaRDI QIDQ2638281

Rafail V. Abramov

Publication date: 15 September 2010

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2010.06.029

zbMATH Keywords

algorithmnumerical examplesnumerical stabilityfluctuation-dissipation theoremmultiscale dynamicslinear responseItô stochastic differential equationstwo-scale system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Linear first-order PDEs (35F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (5)

Leading order response of statistical averages of a dynamical system to small stochastic perturbations ⋮ Improved linear response for stochastically driven systems ⋮ A theory of average response to large jump perturbations ⋮ Linear response for macroscopic observables in high-dimensional systems ⋮ Time-periodic measures, random periodic orbits, and the linear response for dissipative non-autonomous stochastic differential equations

Cites Work

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• New approximations and tests of linear fluctuation-response for chaotic nonlinear forced-dissipative dynamical systems
• Short-time linear response with reduced-rank tangent map
• Linear response theory for statistical ensembles in complex systems with time-periodic forcing
• A computational strategy for multiscale systems with applications to Lorenz 96 model
• General linear response formula in statistical mechanics, and the fluctuation-dissipation theorem far from equilibrium
• Numerical techniques for multi-scale dynamical systems with stochastic effects
• Blended response algorithms for linear fluctuation-dissipation for complex nonlinear dynamical systems
• Information Theory and Stochastics for Multiscale Nonlinear Systems
• AVERAGING IN SYSTEMS OF ORDINARY DIFFERENTIAL EQUATIONS

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