The Wong-Zakai approximations of invariant manifolds for retarded partial differential equations with multiplicative white noise

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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Publication Details

Journal
Journal of Mathematical Physics
Published
2024-10-01
DOI
https://doi.org/10.1063/5.0207749
Primary Topic
Stability and Controllability of Differential Equations
Type
article
Field-Weighted Citation Impact
0.00

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article

The Wong-Zakai approximations of invariant manifolds for retarded partial differential equations with multiplicative white noise

C.P. Zhou, Junyilang Zhao
Journal of Mathematical Physics
Stability and Controllability of Differential Equations
article

The Wong-Zakai approximations of invariant manifolds for retarded partial differential equations with multiplicative white noise

C.P. Zhou, Junyilang Zhao
article en

Abstract

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.

Journal of Mathematical PhysicsVol. 65(10)
Southwest Jiaotong University (CN)
National Natural Science Foundation of China
Openalex Percentile: Top 80%
Stability and Controllability of Differential Equations
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The Wong-Zakai approximations of invariant manifolds for retarded partial differential equations with multiplicative white noise — C.P. Zhou, Junyilang Zhao · Journal of Mathematical Physics (2024) | TGRS Research Map | TGRS