随机偏微分方程整体离散化的一步
A step towards holistic discretisation of stochastic partial differential equations
AI总结:
本文利用随机中心流形技术对小区域含噪声耗散偏微分方程进行离散化,自动参数化次网格过程,并发现随机共振提取新噪声以稳定零解。
摘要:
长期目标在于利用现代动力系统理论推导含噪声耗散偏微分方程的离散化方法。作为第一步,我们在此考虑一个小区域,并应用随机中心流形技术来推导一个模型。该方法自动参数化由空间分布随机噪声引起的次网格尺度过程。正如我们在此所做的那样,仔细离散化随机偏微分方程至关重要,因为噪声过程有时会产生微妙的影响。特别是,我们观察到随机共振有效地为模型提取了新的噪声过程,在此示例中,这有助于稳定零解。
英文摘要:
The long term aim is to use modern dynamical systems theory to derive discretisations of noisy, dissipative partial differential equations. As a first step we here consider a small domain and apply stochastic centre manifold techniques to derive a model. The approach automatically parametrises subgrid scale processes induced by spatially distributed stochastic noise. It is important to discretise stochastic partial differential equations carefully, as we do here, because of the sometimes subtle effects of noise processes. In particular we see how stochastic resonance effectively extracts new noise processes for the model which in this example helps stabilise the zero solution.
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