arXiv · 1206.4954
Simulating Stochastic Inertial Manifolds by a Backward-Forward Approach
Abstract
A numerical approach for the approximation of inertial manifolds of stochastic evolutionary equations with multiplicative noise is presented and illustrated. After splitting the stochastic evolutionary equations into a backward and a forward part, a numerical scheme is devised for solving this backward-forward stochastic system, and an ensemble of graphs representing the inertial manifold is consequently obtained. This numerical approach is tested in two illustrative examples: one is for a system of stochastic ordinary differential equations and the other is for a stochastic partial differential equation.
Explore related subjects
Keep this discovery
Xingye Kan, Jinqiao Duan, Ioannis G. Kevrekidis, Anthony J. Roberts. 2012-06-21. Simulating Stochastic Inertial Manifolds by a Backward-Forward Approach. https://arxiv.org/abs/1206.4954
Cite the original work for its findings. Save a collection to share your selection of sources.