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arXiv · 1702.08213

Slow manifolds for stochastic systems with non-Gaussian stable L\'evy noise

Shenglan Yuan·Jianyu Hu·Xianming Liu·Jinqiao Duan
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Abstract

This work is concerned with the dynamics of a class of slow-fast stochastic dynamical systems with non-Gaussian stable L\'evy noise with a scale parameter. Slow manifolds with exponentially tracking property are constructed, eliminating the fast variables to reduce the dimension of these coupled dynamical systems. It is shown that as the scale parameter tends to zero, the slow manifolds converge to critical manifolds in distribution, which helps understand long time dynamics. The approximation of slow manifolds with error estimate in distribution are also considered.

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Shenglan Yuan, Jianyu Hu, Xianming Liu, Jinqiao Duan. 2017-02-27. Slow manifolds for stochastic systems with non-Gaussian stable L\'evy noise. https://arxiv.org/abs/1702.08213

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