Projects per year
Abstract
A procedure for model reduction of stochastic ordinary differential equations with additive noise was recently introduced in [CDM22], based on the Invariant Manifold method and on the Fluctuation-Dissipation relation. A general question thus arises as to whether one can rigorously quantify the error entailed by the use of the reduced dynamics in place of the original one. In this work we provide explicit formulae and estimates of the error in terms of the Wasserstein distance, both in the presence or in the absence of a sharp time-scale separation between the variables to be retained or eliminated from the description, as well as in the long-time behaviour.
Original language | English |
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Journal | Journal of Physics A: Mathematical and Theoretical |
Early online date | 20 Jul 2023 |
DOIs | |
Publication status | E-pub ahead of print - 20 Jul 2023 |
Keywords
- Model reduction
- Wasserstein distance
- error estimates
- coupled Brownian oscillators
- invariant manifold
- Fluctuation-Dissipation relation
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Dive into the research topics of 'Model reduction of Brownian oscillators: quantification of errors and long-time behaviour'. Together they form a unique fingerprint.Projects
- 2 Finished
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Rigorous coarse-graining of defects at positive temperature
Duong, H. (Principal Investigator)
Engineering & Physical Science Research Council
1/06/22 → 31/05/23
Project: Research Councils
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Variational structures, convergence to equilibrium and multiscale analysis for non-Markovian systems
Duong, H. (Principal Investigator)
Engineering & Physical Science Research Council
1/02/22 → 30/06/24
Project: Research Councils