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SLOW MANIFOLD AND PARAMETER ESTIMATION FOR A NONLOCAL FAST-SLOW DYNAMICAL SYSTEM WITH BROWNIAN MOTION

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摘要 We establish a slow manifold for a fast-slow dynamical system with anomalous diffusion,where both fast and slow components are influenced by white noise.Furthermore,we verify the exponential tracking property for the established random slow manifold,which leads to a lower dimensional reduced system.Alongside this we consider a parameter estimation method for a nonlocal fast-slow stochastic dynamical system,where only the slow component is observable.In terms of quantifying parameters in stochastic evolutionary systems,the provided method offers the advantage of dimension reduction.
作者 Hina ZULFIQAR Ziying HE Meihua YANG Jinqiao DUAN Hina ZULFIQAR;贺紫盈;杨美华;段金桥(School of Mathematics and Statistics,Huazhong University of Science and Technology,Wuhan 430074,China;Center for Mathematical Sciences,Huazhong University of Science and Technology,Wuhan 430074,China;School of Science,Wuhan University of Technology,Wuhan 430074,China;Department of Applied Mathematics,Illinois Institute of Technology,Chicago,IL 60616,USA)
出处 《Acta Mathematica Scientia》 SCIE CSCD 2021年第4期1057-1080,共24页 数学物理学报(B辑英文版)
基金 supported by NSF (1620449) NSFC (11531006 and 11771449)
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