Multiscale couplings in prototype hybrid deterministic/stochastic systems. II: stochastic closures
type: Item
instance of: scholarly article
title: Multiscale couplings in prototype hybrid deterministic/stochastic systems. II: stochastic closures
zbMATH Open document ID: 1101.34042
author: Markos Katsoulakis
author: Andrew J. Majda
author: Alexandros Sopasakis
published in: Communications in Mathematical Sciences
publication date: 2006-06-12T00:00:00Z
review text: This paper continues the studies of the authors [Commun. Math. Sci. 2, No. 2, 255--294 (2004; Zbl 1103.93013)]. Certain couplings of stochastic models to deterministic differential equations are under investigations. The influence of noise on its overall dynamics is examined. The studied hybrid systems demonstrate that deterministic closures based on the method of separation of scales cannot capture decisive features of underlying dynamics. Therefore, a coarse grained stochastic closure is suggested. This stochastic closure describes correctly the dynamical behavior of the solutions of certain test cases.
reviewed by: Henri Schurz
Mathematics Subject Classification ID: 34F05
Mathematics Subject Classification ID: 93E99
Mathematics Subject Classification ID: 34E13
zbMATH DE Number: 5031508
zbMATH Keywords: coupled stochastic hybrid systems
zbMATH Keywords: deterministic closures
zbMATH Keywords: stochastic closures
zbMATH Keywords: averaging
zbMATH Keywords: bifurcations
zbMATH Keywords: multi scale interaction
zbMATH Keywords: critical phenomena
zbMATH Keywords: differential equations
zbMATH Keywords: Monte Carlo methods
MaRDI profile type: Publication
full work available at URL: cms.2005.v3.n3.a9
OpenAlex ID: W4235328820
DOI: 10.4310/CMS.2005.V3.N3.A9
description: scientific article