Stochastic models for selected slow variables in large deterministic systems

DOI10.1088/0951-7715/19/4/001zbMath1101.60048OpenAlexW2150311709MaRDI QIDQ5487929

Andrew J. Majda, Ilya Timofeyev, Eric Vanden-Eijnden

Publication date: 13 September 2006

Published in: Nonlinearity (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/e49125143278e9d4b12f967dd84f82d8f33c30c1

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (14)

Non-parametric estimation of stochastic differential equations from stationary time-series ⋮ Oscillatory Systems with Three Separated Time Scales: Analysis and Computation ⋮ An optimization principle for deriving nonequilibrium statistical models of Hamiltonian dynamics ⋮ Adaptive sub-sampling for parametric estimation of Gaussian diffusions ⋮ Generative Stochastic Modeling of Strongly Nonlinear Flows with Non-Gaussian Statistics ⋮ Multiscale model reduction for incompressible flows ⋮ Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions ⋮ Parametric estimation from approximate data: non-Gaussian diffusions ⋮ Rigorous Analysis for Efficient Statistically Accurate Algorithms for Solving Fokker--Planck Equations in Large Dimensions ⋮ Diffusion Parameter Estimation for the Homogenized Equation ⋮ On the foundations of the stochastic immersed boundary method ⋮ Fast-diffusion limit with large noise for systems of stochastic reaction-diffusion equations ⋮ Efficient nonlinear optimal smoothing and sampling algorithms for complex turbulent nonlinear dynamical systems with partial observations ⋮ Modeling of missing dynamical systems: deriving parametric models using a nonparametric framework

This page was built for publication: Stochastic models for selected slow variables in large deterministic systems