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Stochastic model reduction on manifolds

Date: 
Thursday 14th October 2010 - 10:00 to 11:00
Venue: 
INI Seminar Room 1
Abstract: 
This talk presents challenges and first results on how to do stochastic parametrizations for deterministic systems with some underlying conservation laws such as energy conservation. We introduce the problem, and then consider a time scale separated Hamiltonian toy model where the fast chaotic dynamics will be modelled by noise in such a way as to preserve the energy conservation of the full deterministic system. The reduction is done in two stages: First projecting the noise onto the energy manifold, and then subsequently performing singular perturbation theory.

This is joint work with David Lewis.

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University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons