American Institute of Mathematical Sciences

Advanced
October  2010, 26(4): 1241-1268. doi: 10.3934/dcds.2010.26.1241

Singular perturbation systems with stochastic forcing and the renormalization group method

Nathan Glatt-Holtz 1, and  Mohammed Ziane 2,

1. 

Department of Mathematics and The Institute for Scientific Computing and Applied Mathematics, Indiana University, Bloomington, IN 47405, United States
2. 

Department of Mathematics, University of Southern California, Los Angeles, CA 90089

Received  November 2008 Revised  April 2009 Published  December 2009

This article examines a class of singular perturbation systems in the presence of a small white noise. Modifying the renormalization group procedure developed by Chen, Goldenfeld and Oono [6], we derive an associated reduced system which we use to construct an approximate solution that separates scales. Rigorous results demonstrating that these approximate solutions remain valid with high probability on large time scales are established. As a special case we infer new small noise asymptotic results for a class of processes exhibiting a physically motivated cancellation property in the nonlinear term. These results are applied to some concrete perturbation systems arising in geophysical fluid dynamics and in the study of turbulence. For each system we exhibit the associated renormalization group equation which helps decouple the interactions between the different scales inherent in the original system.
Keywords: Stochastic Analysis, Renormalization Group Method, White Noise, Singular Perturbation..
Mathematics Subject Classification: 60H1.
Citation: Nathan Glatt-Holtz, Mohammed Ziane. Singular perturbation systems with stochastic forcing and the renormalization group method. Discrete & Continuous Dynamical Systems, 2010, 26 (4) : 1241-1268. doi: 10.3934/dcds.2010.26.1241
[1]

Luis J. Roman, Marcus Sarkis. Stochastic Galerkin method for elliptic spdes: A white noise approach. Discrete & Continuous Dynamical Systems - B, 2006, 6 (4) : 941-955. doi: 10.3934/dcdsb.2006.6.941
[2]

Ning Sun, Shaoyun Shi, Wenlei Li. Singular renormalization group approach to SIS problems. Discrete & Continuous Dynamical Systems - B, 2020, 25 (9) : 3577-3596. doi: 10.3934/dcdsb.2020073
[3]

Yanzhao Cao, Li Yin. Spectral Galerkin method for stochastic wave equations driven by space-time white noise. Communications on Pure & Applied Analysis, 2007, 6 (3) : 607-617. doi: 10.3934/cpaa.2007.6.607
[4]

Wenlei Li, Shaoyun Shi. Singular perturbed renormalization group theory and its application to highly oscillatory problems. Discrete & Continuous Dynamical Systems - B, 2018, 23 (4) : 1819-1833. doi: 10.3934/dcdsb.2018089
[5]

I. Moise, Roger Temam. Renormalization group method: Application to Navier-Stokes equation. Discrete & Continuous Dynamical Systems, 2000, 6 (1) : 191-210. doi: 10.3934/dcds.2000.6.191
[6]

Yan Wang, Lei Wang, Yanxiang Zhao, Aimin Song, Yanping Ma. A stochastic model for microbial fermentation process under Gaussian white noise environment. Numerical Algebra, Control & Optimization, 2015, 5 (4) : 381-392. doi: 10.3934/naco.2015.5.381
[7]

Boris P. Belinskiy, Peter Caithamer. Stochastic stability of some mechanical systems with a multiplicative white noise. Conference Publications, 2003, 2003 (Special) : 91-99. doi: 10.3934/proc.2003.2003.91
[8]

Shang Wu, Pengfei Xu, Jianhua Huang, Wei Yan. Ergodicity of stochastic damped Ostrovsky equation driven by white noise. Discrete & Continuous Dynamical Systems - B, 2021, 26 (3) : 1615-1626. doi: 10.3934/dcdsb.2020175
[9]

Guanggan Chen, Qin Li, Yunyun Wei. Approximate dynamics of a class of stochastic wave equations with white noise. Discrete & Continuous Dynamical Systems - B, 2022, 27 (1) : 73-101. doi: 10.3934/dcdsb.2021033
[10]

Ilona Gucwa, Peter Szmolyan. Geometric singular perturbation analysis of an autocatalator model. Discrete & Continuous Dynamical Systems - S, 2009, 2 (4) : 783-806. doi: 10.3934/dcdss.2009.2.783
[11]

Dongxi Li, Ni Zhang, Ming Yan, Yanya Xing. Survival analysis for tumor growth model with stochastic perturbation. Discrete & Continuous Dynamical Systems - B, 2021, 26 (10) : 5707-5722. doi: 10.3934/dcdsb.2021041
[12]

G. A. Braga, Frederico Furtado, Jussara M. Moreira, Leonardo T. Rolla. Renormalization group analysis of nonlinear diffusion equations with time dependent coefficients: Analytical results. Discrete & Continuous Dynamical Systems - B, 2007, 7 (4) : 699-715. doi: 10.3934/dcdsb.2007.7.699
[13]

Xingni Tan, Fuqi Yin, Guihong Fan. Random exponential attractor for stochastic discrete long wave-short wave resonance equation with multiplicative white noise. Discrete & Continuous Dynamical Systems - B, 2020, 25 (8) : 3153-3170. doi: 10.3934/dcdsb.2020055
[14]

Leonid Shaikhet. Stability of delay differential equations with fading stochastic perturbations of the type of white noise and poisson's jumps. Discrete & Continuous Dynamical Systems - B, 2020, 25 (9) : 3651-3657. doi: 10.3934/dcdsb.2020077
[15]

Shengfan Zhou, Min Zhao. Fractal dimension of random attractor for stochastic non-autonomous damped wave equation with linear multiplicative white noise. Discrete & Continuous Dynamical Systems, 2016, 36 (5) : 2887-2914. doi: 10.3934/dcds.2016.36.2887
[16]

Ying Hu, Shanjian Tang. Nonlinear backward stochastic evolutionary equations driven by a space-time white noise. Mathematical Control & Related Fields, 2018, 8 (3&4) : 739-751. doi: 10.3934/mcrf.2018032
[17]

Tianlong Shen, Jianhua Huang, Caibin Zeng. Time fractional and space nonlocal stochastic boussinesq equations driven by gaussian white noise. Discrete & Continuous Dynamical Systems - B, 2018, 23 (4) : 1523-1533. doi: 10.3934/dcdsb.2018056
[18]

Xiang Lv. Existence of unstable stationary solutions for nonlinear stochastic differential equations with additive white noise. Discrete & Continuous Dynamical Systems - B, 2021  doi: 10.3934/dcdsb.2021133
[19]

Tran Ngoc Thach, Devendra Kumar, Nguyen Hoang Luc, Nguyen Huy Tuan. Existence and regularity results for stochastic fractional pseudo-parabolic equations driven by white noise. Discrete & Continuous Dynamical Systems - S, 2021  doi: 10.3934/dcdss.2021118
[20]

Wei Wang, Yan Lv. Limit behavior of nonlinear stochastic wave equations with singular perturbation. Discrete & Continuous Dynamical Systems - B, 2010, 13 (1) : 175-193. doi: 10.3934/dcdsb.2010.13.175

2020 Impact Factor: 1.392

Tools

Metrics

  • PDF downloads (78)
  • HTML views (0)
  • Cited by (1)

Other articles
by authors

[Back to Top]

Copyright © 2021 American Institute of Mathematical Sciences | Privacy Policy