This first volume is concerned with the analytic derivation of explicit formulas for the leading-order Taylor approximations of (local) stochastic invariant manifolds associated with a broad class of nonlinear stochastic partial differential equations. These approximations take the form of Lyapunov-Perron integrals, which are further characterized in Volume II as pullback limits associated with some partially coupled backward-forward systems. This pullback characterization provides a useful interpretation of the corresponding approximating manifolds and leads to a simple framework that unifies some other approximation approaches in the literature. A self-contained survey is also included on the existence and attraction of one-parameter families of stochastic invariant manifolds, from the point of view of the theory of random dynamical systems.
ISBN: | 9783319124957 |
Publication date: | 13th January 2015 |
Author: | Mickaël D Chekroun, Honghu Liu, Shouhong Wang |
Publisher: | Springer an imprint of Springer International Publishing |
Format: | Paperback |
Pagination: | 127 pages |
Series: | SpringerBriefs in Mathematics |
Genres: |
Cybernetics and systems theory Differential calculus and equations Stochastics Probability and statistics |