Stochastic dynamics on slow manifolds

被引:24
|
作者
Constable, George W. A. [1 ]
McKane, Alan J. [1 ]
Rogers, Tim [2 ]
机构
[1] Univ Manchester, Sch Phys & Astron, Manchester M13 9PL, Lancs, England
[2] Univ Bath, Ctr Networks & Collect Behav, Dept Math Sci, Bath BA2 7AY, Avon, England
基金
英国工程与自然科学研究理事会;
关键词
DIFFERENTIAL-EQUATIONS; NORMAL FORMS; ADIABATIC ELIMINATION; SLAVING PRINCIPLE; SYSTEMS; NOISE; BIFURCATION;
D O I
10.1088/1751-8113/46/29/295002
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
The theory of slow manifolds is an important tool in the study of deterministic dynamical systems, giving a practical method by which to reduce the number of relevant degrees of freedom in a model, thereby often resulting in a considerable simplification. In this paper we demonstrate how the same basic methodology may also be applied to stochastic dynamical systems, by examining the behaviour of trajectories conditioned on the event that they do not depart the slow manifold. We apply the method to two models: one from ecology and one from epidemiology, achieving a reduction in model dimension and illustrating the high quality of the analytical approximations.
引用
收藏
页数:21
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