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Paper detail

Simulating Stochastic Inertial Manifolds by a Backward-Forward Approach

A numerical approach for the approximation of inertial manifolds of stochastic evolutionary equations with multiplicative noise is presented and illustrated. After splitting the stochastic evolutionary equations into a backward and a forward part, a numerical scheme is devised for solving this backward-forward stochastic system, and an ensemble of graphs representing the inertial manifold is consequently obtained. This numerical approach is tested in two illustrative examples: one is for a system of stochastic ordinary differential equations and the other is for a stochastic partial differential equation.

preprint2012arXivOpen access
Xingye KanJinqiao DuanIoannis G. KevrekidisAnthony J. Roberts
math.DS
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Xingye KanJinqiao DuanIoannis G. KevrekidisAnthony J. Roberts

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