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EFFECTIVE DYNAMICS OF A COUPLED MICROSCOPIC-MACROSCOPIC STOCHASTIC SYSTEM 被引量:2
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作者 任剑 付红波 +1 位作者 曹道民 段金桥 《Acta Mathematica Scientia》 SCIE CSCD 2010年第6期2064-2076,共13页
A conceptual model for microscopic-macroscopic slow-fast stochastic systems is considered. A dynamical reduction procedure is presented in order to extract effective dynamics for this kind of systems. Under appropriat... A conceptual model for microscopic-macroscopic slow-fast stochastic systems is considered. A dynamical reduction procedure is presented in order to extract effective dynamics for this kind of systems. Under appropriate assumptions, the effective system is shown to approximate the original system, in the sense of a probabilistic convergence. 展开更多
关键词 microscopic-macroscopic system stochastic partial differential equations averaging principle effective dynamics slow-fast scales
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