{"title":"随机 PDE 和积分方程的等时相:可代谢性及其他特性","authors":"Zachary P. Adams , James MacLaurin","doi":"10.1016/j.jde.2024.09.002","DOIUrl":null,"url":null,"abstract":"<div><div>We study the dynamics of waves, oscillations, and other spatio-temporal patterns in stochastic evolution systems, including SPDE and stochastic integral equations. Representing a given pattern as a smooth, stable invariant manifold of the deterministic dynamics, we reduce the stochastic dynamics to a finite dimensional SDE on this manifold using the isochronal phase. The isochronal phase is defined by mapping a neighborhood of the manifold onto the manifold itself, analogous to the isochronal phase defined for finite-dimensional oscillators by A.T. Winfree and J. Guckenheimer. We then determine a probability measure that indicates the average position of the stochastic perturbation of the pattern/wave as it wanders over the manifold. It is proved that this probability measure is accurate on time-scales greater than <span><math><mi>O</mi><mo>(</mo><msup><mrow><mi>σ</mi></mrow><mrow><mo>−</mo><mn>2</mn></mrow></msup><mo>)</mo></math></span>, but less than <span><math><mi>O</mi><mo>(</mo><mi>exp</mi><mo></mo><mo>(</mo><mi>C</mi><msup><mrow><mi>σ</mi></mrow><mrow><mo>−</mo><mn>2</mn></mrow></msup><mo>)</mo><mo>)</mo></math></span>, where <span><math><mi>σ</mi><mo>≪</mo><mn>1</mn></math></span> is the amplitude of the stochastic perturbation. Moreover, using this measure, we determine the expected velocity of the difference between the deterministic and stochastic motion on the manifold.</div></div>","PeriodicalId":15623,"journal":{"name":"Journal of Differential Equations","volume":null,"pages":null},"PeriodicalIF":2.4000,"publicationDate":"2024-09-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"The isochronal phase of stochastic PDE and integral equations: Metastability and other properties\",\"authors\":\"Zachary P. Adams , James MacLaurin\",\"doi\":\"10.1016/j.jde.2024.09.002\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><div>We study the dynamics of waves, oscillations, and other spatio-temporal patterns in stochastic evolution systems, including SPDE and stochastic integral equations. Representing a given pattern as a smooth, stable invariant manifold of the deterministic dynamics, we reduce the stochastic dynamics to a finite dimensional SDE on this manifold using the isochronal phase. The isochronal phase is defined by mapping a neighborhood of the manifold onto the manifold itself, analogous to the isochronal phase defined for finite-dimensional oscillators by A.T. Winfree and J. Guckenheimer. We then determine a probability measure that indicates the average position of the stochastic perturbation of the pattern/wave as it wanders over the manifold. It is proved that this probability measure is accurate on time-scales greater than <span><math><mi>O</mi><mo>(</mo><msup><mrow><mi>σ</mi></mrow><mrow><mo>−</mo><mn>2</mn></mrow></msup><mo>)</mo></math></span>, but less than <span><math><mi>O</mi><mo>(</mo><mi>exp</mi><mo></mo><mo>(</mo><mi>C</mi><msup><mrow><mi>σ</mi></mrow><mrow><mo>−</mo><mn>2</mn></mrow></msup><mo>)</mo><mo>)</mo></math></span>, where <span><math><mi>σ</mi><mo>≪</mo><mn>1</mn></math></span> is the amplitude of the stochastic perturbation. Moreover, using this measure, we determine the expected velocity of the difference between the deterministic and stochastic motion on the manifold.</div></div>\",\"PeriodicalId\":15623,\"journal\":{\"name\":\"Journal of Differential Equations\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":2.4000,\"publicationDate\":\"2024-09-23\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Differential Equations\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0022039624005746\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Differential Equations","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0022039624005746","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS","Score":null,"Total":0}
The isochronal phase of stochastic PDE and integral equations: Metastability and other properties
We study the dynamics of waves, oscillations, and other spatio-temporal patterns in stochastic evolution systems, including SPDE and stochastic integral equations. Representing a given pattern as a smooth, stable invariant manifold of the deterministic dynamics, we reduce the stochastic dynamics to a finite dimensional SDE on this manifold using the isochronal phase. The isochronal phase is defined by mapping a neighborhood of the manifold onto the manifold itself, analogous to the isochronal phase defined for finite-dimensional oscillators by A.T. Winfree and J. Guckenheimer. We then determine a probability measure that indicates the average position of the stochastic perturbation of the pattern/wave as it wanders over the manifold. It is proved that this probability measure is accurate on time-scales greater than , but less than , where is the amplitude of the stochastic perturbation. Moreover, using this measure, we determine the expected velocity of the difference between the deterministic and stochastic motion on the manifold.
期刊介绍:
The Journal of Differential Equations is concerned with the theory and the application of differential equations. The articles published are addressed not only to mathematicians but also to those engineers, physicists, and other scientists for whom differential equations are valuable research tools.
Research Areas Include:
• Mathematical control theory
• Ordinary differential equations
• Partial differential equations
• Stochastic differential equations
• Topological dynamics
• Related topics