Approximations of center manifolds for delay stochastic differential equations with additive noise

被引:1
|
作者
Wu, Longyu [1 ,2 ]
Gong, Jiaxin [1 ,2 ]
Yang, Juan [1 ,2 ]
Shu, Ji [1 ,2 ]
机构
[1] Sichuan Normal Univ, Laurent Math Ctr, Sch Math Sci, Chengdu 610066, Peoples R China
[2] Sichuan Normal Univ, VC & VR Key Lab, Chengdu 610066, Peoples R China
基金
中国国家自然科学基金;
关键词
delay equation; center manifold; random dynamical system; additive noise; INVARIANT-MANIFOLDS; FOLIATIONS; DRIVEN; CONVERGENCE; ATTRACTORS; EXISTENCE; DYNAMICS; THEOREM;
D O I
10.1515/anona-2022-0301
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This article deals with approximations of center manifolds for delay stochastic differential equations with additive noise. We first prove the existence and smoothness of random center manifolds for these approximation equations. Then we show that the C-k invariant center manifolds of the system with colored noise approximate that of the original system.
引用
收藏
页数:28
相关论文
共 50 条
  • [31] NUMERICAL APPROXIMATIONS TO THE STATIONARY SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS
    Yevik, Andrei
    Zhao, Huaizhong
    SIAM JOURNAL ON NUMERICAL ANALYSIS, 2011, 49 (04) : 1397 - 1416
  • [32] Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise
    Mihály Kovács
    Stig Larsson
    Fredrik Lindgren
    BIT Numerical Mathematics, 2012, 52 : 85 - 108
  • [33] A DYNAMICAL THEORY FOR SINGULAR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS II: NONLINEAR EQUATIONS AND INVARIANT MANIFOLDS
    Varzaneh, Mazyar Ghani
    Riedel, Sebastian
    DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2021, 26 (08): : 4587 - 4612
  • [34] EXIT TIME ASYMPTOTICS FOR SMALL NOISE STOCHASTIC DELAY DIFFERENTIAL EQUATIONS
    Lipshutz, David
    DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS, 2018, 38 (06) : 3099 - 3138
  • [35] Stochastic functional differential equations on manifolds
    Léandre, R
    Mohammed, SEA
    PROBABILITY THEORY AND RELATED FIELDS, 2001, 121 (01) : 117 - 135
  • [36] Center manifolds theorem for parameterized delay differential equations with applications to zero singularities
    Guo, Shangjiang
    Man, Juanjuan
    NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 2011, 74 (13) : 4418 - 4432
  • [37] Dynamics of plate equations with time delay driven by additive noise in Rn
    Yao, Xiaobin
    JOURNAL OF INEQUALITIES AND APPLICATIONS, 2023, 2023 (01):
  • [38] Curved schemes for stochastic differential equations on, or near, manifolds
    Armstrong, John
    King, Tim
    PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES, 2022, 478 (2262):
  • [39] INVARIANCE AND MONOTONICITY FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS
    Chueshov, Igor
    Scheutzow, Michael
    DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2013, 18 (06): : 1533 - 1554
  • [40] Invariant Manifolds for Random and Stochastic Partial Differential Equations
    Caraballo, Tomas
    Duan, Jinqiao
    Lu, Kening
    Schmalfuss, Bjoern
    ADVANCED NONLINEAR STUDIES, 2010, 10 (01) : 23 - 52