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arXiv · 1711.07842

Model Reduction in Stochastic Environments

Eric Forgoston·Lora Billings·Ira B. Schwartz
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Abstract

We present a general theory of stochastic model reduction which is based on a normal form coordinate transform method of A.J. Roberts. This nonlinear, stochastic projection allows for the deterministic and stochastic dynamics to interact correctly on the lower-dimensional manifold so that the dynamics predicted by the reduced, stochastic system agrees well with the dynamics predicted by the original, high-dimensional stochastic system. The method may be applied to any system with well-separated time scales. In this article, we consider a physical problem that involves a singularly perturbed Duffing oscillator as well as a biological problem that involves the prediction of infectious disease outbreaks.

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Eric Forgoston, Lora Billings, Ira B. Schwartz. 2017-11-20. Model Reduction in Stochastic Environments. https://arxiv.org/abs/1711.07842

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