Abstract: |
The need to take stochastic effects into account for modeling complex systems has now become widely recognized. Stochastic partial differential equations arise naturally as mathematical models for multiscale systems under random influences. We consider macroscopic dynamics of microscopic systems described by stochastic partial differential equations.
The speaker will present recent advances in deriving effective models for multiscale stochastic systems under non-Gaussian noise or nonlocal interactions, including homogenization reduction and slow manifold reduction techniques. The effectivity of the reduced systems is shown in the probabilistic sense of convergence. |
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