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Self-similarity of Burgers' equation with some stochastic advection is studied. In self-similar variables a stationary solution is constructed which establishes the existence of a stochastically self-similar solution for the stochastic Burgers' equation. The analysis assumes that the stochastic coefficient of advection is transformed to a white noise in the self-similar variables. Furthermore, by a diffusion approximation, the long time convergence to the self-similar solution is proved in th...
An averaging method is applied to derive effective approximation to the following singularly perturbed nonlinear stochastic damped wave equation \nu u_{tt}+u_t=\D u+f(u)+\nu^\alpha\dot{W} on an open bounded domain $D\subset\R^n$\,, $1\leq n\leq 3$\,. Here $\nu>0$ is a small parameter characterising the singular perturbation, and $\nu^\alpha$\,, $0\leq \alpha\leq 1/2$\,, parametrises the strength of the noise. Some scaling transformations and the martingale representation theorem yield the fol...
Developments in dynamical systems theory provides new support for the discretisation of \pde{}s and other microscale systems. By systematically resolving subgrid microscale dynamics the new approach constructs asymptotically accurate, macroscale closures of discrete models of the \pde. Here we explore reaction-diffusion problems in two spatial dimensions. Centre manifold theory ensures that slow manifold, holistic, discretisations exists, are quickly attractive, and are systematically approxi...
The computer algebra routines documented here empower you to reproduce and check many of the details described by an article on large deviations for slow-fast stochastic systems [abs:1001.4826]. We consider a 'small' spatial domain with two coupled concentration fields, one governed by a 'slow' reaction-diffusion equation and one governed by a stochastic 'fast' linear equation. In the regime of a stochastic bifurcation, we derive two superslow models of the dynamics: the first is of the avera...
Similarity solutions play an important role in many fields of science: we consider here similarity in stochastic dynamics. Important issues are not only the existence of stochastic similarity, but also whether a similarity solution is dynamically attractive, and if it is, to what particular solution does the system evolve. By recasting a class of stochastic PDEs in a form to which stochastic centre manifold theory may be applied we resolve these issues in this class. For definiteness, a first...
By applying Rohlin's result on the classification of homomorphisms of Lebesgue space, the random inertial manifold of a stochastic damped nonlinear wave equations with singular perturbation is proved to be approximated almost surely by that of a stochastic nonlinear heat equation which is driven by a new Wiener process depending on the singular perturbation parameter. This approximation can be seen as the Smolukowski--Kramers approximation as time goes to infinity. However, as time goes infin...
We explore the relation between fast waves, damping and imposed noise for different scalings by considering the singularly perturbed stochastic nonlinear wave equations \nu u_{tt}+u_t=\D u+f(u)+\nu^\alpha\dot{W} on a bounded spatial domain. An asymptotic approximation to the stochastic wave equation is constructed by a special transformation and splitting of $\nu u_{t}$. This splitting gives a clear description of the structure of $u$. The approximating model, for small $\nu>0$\,, is a stocha...
We consider one dimensional lattice diffusion model on a microscale grid with many discrete diffusivity values which repeat periodicially. Computer algebra explores how the dynamics of small coupled `patches' predict the slow emergent macroscale dynamics. We optimise the geometry and coupling of patches by comparing the macroscale predictions of the patch solutions with the macroscale solution on the infinite domain, which is derived for a general diffusivity period. The results indicate that...
A large deviation principle is derived for stochastic partial differential equations with slow-fast components. The result shows that the rate function is exactly that of the averaged equation plus the fluctuating deviation which is a stochastic partial differential equation with small Gaussian perturbation. This also confirms the effectiveness of the approximation of the averaged equation plus the fluctuating deviation to the slow-fast stochastic partial differential equations.
Developments in dynamical systems theory provides new support for the discretisation of \pde{}s and other microscale systems. Here we explore the methodology applied to the gap-tooth scheme in the equation-free approach of Kevrekidis in two spatial dimensions. The algebraic detail is enormous so we detail computer algebra procedures to handle the enormity. However, modelling the dynamics on 2D spatial patches appears to require a mixed numerical and algebraic approach that is detailed in this...
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