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The isochronal phase of stochastic PDE and integral equations: Metastability and other properties.

Authors :
Adams, Zachary P.
MacLaurin, James
Source :
Journal of Differential Equations. Jan2025, Vol. 414, p773-816. 44p.
Publication Year :
2025

Abstract

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 O (σ − 2) , but less than O (exp ⁡ (C σ − 2)) , where σ ≪ 1 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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00220396
Volume :
414
Database :
Academic Search Index
Journal :
Journal of Differential Equations
Publication Type :
Academic Journal
Accession number :
180727405
Full Text :
https://doi.org/10.1016/j.jde.2024.09.002