数学
白噪声
随机偏微分方程
数学分析
乘性噪声
不变(物理)
乘法函数
随机微分方程
偏微分方程
微分方程
应用数学
数学物理
计算机科学
信号传递函数
统计
数字信号处理
模拟信号
计算机硬件
作者
Junyilang Zhao,C.P. Zhou
摘要
We focus on the dynamics and Wong-Zakai approximation for a class of retarded partial differential equations subjected to multiplicative white noise. We show that when restricted to a local region and under certain conditions, there exists a unique global solution for the truncated system driven by either the white noise or the approximation noise. Such solution generates a random dynamical system, and the solutions of Wong-Zakai approximations are convergent to solutions of the stochastic retarded differential equation. We also show that there exist invariant manifolds for the truncated system driven by either the white noise or the approximation noise, which are then the local manifolds for the untruncated systems, and prove that such invariant manifolds of the Wong-Zakai approximations converge to those of the stochastic retarded differential equation.
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