Normal deviation for a special class of fast slow system with multiplicative noise

In this paper, we investigate normal deviation principles for a specific category of a fast slow system driven by multiplicative noise. By establishing an equivalent transformation framework, we decouple the original coupled system into a fast slow system. Through employing the martingale approach, we derive explicit normal deviation for the multi-scale system. Furthermore, comprehensive numerical simulations are conducted to validate the theoretical findings and demonstrate the practical implications of our results.

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Publication Details

Journal
AIP Advances
Published
2025-05-01
DOI
https://doi.org/10.1063/5.0269598
Primary Topic
Nonlinear Dynamics and Pattern Formation
Type
article
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article

Normal deviation for a special class of fast slow system with multiplicative noise

Ming Zhao
AIP Advances
Nonlinear Dynamics and Pattern Formation
article

Normal deviation for a special class of fast slow system with multiplicative noise

Ming Zhao
article en

Abstract

In this paper, we investigate normal deviation principles for a specific category of a fast slow system driven by multiplicative noise. By establishing an equivalent transformation framework, we decouple the original coupled system into a fast slow system. Through employing the martingale approach, we derive explicit normal deviation for the multi-scale system. Furthermore, comprehensive numerical simulations are conducted to validate the theoretical findings and demonstrate the practical implications of our results.

AIP AdvancesVol. 15(5)
Anhui Jianzhu University (CN)
Openalex Percentile: Top 91%
Nonlinear Dynamics and Pattern Formation
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Normal deviation for a special class of fast slow system with multiplicative noise — Ming Zhao · AIP Advances (2025) | TGRS Research Map | TGRS