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A comparative study of two stochastic mode reduction methods

Description: We present a comparative study of two methods for thereduction of the dimensionality of a system of ordinary differentialequations that exhibits time-scale separation. Both methods lead to areduced system of stochastic differential equations. The novel feature ofthese methods is that they allow the use, in the reduced system, ofhigher order terms in the resolved variables. The first method, proposedby Majda, Timofeyev and Vanden-Eijnden, is based on an asymptoticstrategy developed by Kurtz. The second method is a short-memoryapproximation of the Mori-Zwanzig projection formalism of irreversiblestatistical mechanics, as proposed by Chorin, Hald and Kupferman. Wepresent conditions under which the reduced models arising from the twomethods should have similar predictive ability. We apply the two methodsto test cases that satisfy these conditions. The form of the reducedmodels and the numerical simulations show that the two methods havesimilar predictive ability as expected.
Date: September 1, 2005
Creator: Stinis, Panagiotis
Partner: UNT Libraries Government Documents Department