Model reduction for a class of singularly perturbed stochastic differential equations: Fast variable approximation ; Electronic ISBN: 978-1-4673-8682-1 ; CD: 978- ...

Model reduction for a class of singularly perturbed stochastic differential equations: Fast variable approximation. The MIT Faculty has made this article ...

Abstract: A class of singularly perturbed stochastic differential equations (SDE) with linear drift and nonlinear diffusion terms is considered.

Abstract—A class of singularly perturbed stochastic differ- ential equations (SDE) with linear drift and nonlinear diffusion terms is considered.

It is proved that, on a finite time interval, the trajectories of the slow variables can be well approximated by those of a system with reduced dimension as ...

In this work, we obtain an approximation for the fast variable dynamics. We prove that the first and second moments of the approximation are within an O(ϵ)- ...

Model reduction for a class of singularly perturbed stochastic differential equations: Fast variable approximation ... To read the full-text of this research, you ...

Sep 24, 2016 · Abstract. In this paper, we focus on model reduction of biomolecular systems with multi- ple time-scales, modeled using the Linear Noise ...

In this paper, we focus on model reduction of biomolecular systems with multiple time-scales, modeled using the Linear Noise Approximation.

This work provides a finite dimensional reducing and a smooth approximating for a class of stochastic partial differential equations with an additive white ...