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Approximate the dynamical behavior for stochastic systems by Wong–Zakai approaching
Authors:Zhongkai Guo  Xingjie Yan  Weifeng Wang  Xianming Liu
Institution:1. School of Mathematics and Statistics, South-Central University for Nationalities, Wuhan, 430074, China;2. Department of Mathematics, China University of Mining and Technology, Xuzhou, 221008, China;3. School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan, 430074, China
Abstract:Random invariant manifolds and foliations play an important role in the study of the qualitative dynamical behaviors for nonlinear stochastic partial differential equations. In a general way, these random objects are difficult to be visualized geometrically or computed numerically. The current work provides a perturbation approach to approximate these random invariant manifolds and foliations. After briefly discussing the existence of random invariant manifolds and foliations for a class of stochastic systems driven by additive noises, the corresponding Wong–Zakai type of convergence result in path-wise sense is established.
Keywords:Stochastic partial differential equation  Invariant manifolds  Invariant foliations  Wong–Zakai approximation
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