Model reduction for a class of singularly perturbed stochastic differential equations: Fast variable approximation
We consider a class of stochastic differential equations in singular perturbation form, where the drift terms are linear and diffusion terms are nonlinear functions of the state variables. In our previous work, we approximated the slow variable dynamics of the original system by a reduced-order mode...
| Main Authors: | , |
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| Other Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Institute of Electrical and Electronics Engineers (IEEE),
2017-05-26T16:24:26Z.
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| Subjects: | |
| Online Access: | Get fulltext |