Dynamical Properties of Coarse-Grained Linear SDEs

DOI10.1137/23m1549249arXiv2302.06535MaRDI QIDQ6190942

Xingjie Helen Li, Thomas Hudson

Publication date: 6 March 2024

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2302.06535

zbMATH Keywords

reduced-order modelingautocovariance errorMarkovian approximate dynamicsprogressive coarse-graining

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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