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arXiv · 1810.05304

Slow manifold and parameter estimation for a nonlocal fast-slow stochastic evolutionary system

Hina Zulfiqar·Ziying He·Meihua Yang·Jinqiao Duan
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Abstract

We establish a slow manifold for a fast-slow stochastic evolutionary system with anomalous diffusion, where both fast and slow components are influ- enced by white noise. Furthermore, we prove the exponential tracking property for the random slow manifold and this leads to a lower dimensional reduced sys- tem based on the slow manifold. Also we consider parameter estimation for this nonlocal fast-slow stochastic dynamical system, where only the slow component is observable. In quantifying parameters in stochastic evolutionary systems, this offers an advantage of dimension reduction.

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Hina Zulfiqar, Ziying He, Meihua Yang, Jinqiao Duan. 2018-10-12. Slow manifold and parameter estimation for a nonlocal fast-slow stochastic evolutionary system. https://arxiv.org/abs/1810.05304

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