EFFECTIVE DYNAMICS OF A COUPLED MICROSCOPIC-MACROSCOPIC STOCHASTIC SYSTEM  

作　　者：任剑 付红波 曹道民 段金桥 

机构地区：[1]School of Mathematics and Statistics, Huazhong University of Science and Technology [2]Institute of Applied Mathematics, Chinese Academy of Sciences [3]Department of Applied Mathematics, Illinois Institute of Technology

出　　处：《Acta Mathematica Scientia》2010年第6期2064-2076,共13页数学物理学报（B辑英文版）

基　　金：supported by NSF of China (10901065, 10971225, and11028102);the NSF Grants 1025422 and 0731201;the Cheung Kong Scholars Program, and an open research grant from the State Key Laboratory for Nonlinear Mechanics at the Chinese Academy of Sciences

摘　　要：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.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.

关 键 词：microscopic-macroscopic system stochastic partial differential equations averaging principle effective dynamics slow-fast scales 

分 类 号：O211.6[理学—概率论与数理统计]