Stochastic averaging of dynamical systems with multiple time scales forced with α-stable noise

Multiscale Modeling and Simulation

Volumn 13, Issue 4, 2015, Pages 1194-1223

  Thompson, W F ^a   Kuske, R A ^a   Monahan, A H ^b  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^b UNIVERSITY OF VICTORIA   (Canada)

Author keywords

Alpha stable processes; Heavy tailed processes; Levy processes; Marcus calculus; Multiple time scales; Numerical simulation; Stochastic averaging; Stochastic differential equations

Indexed keywords

CALCULATIONS; COMPUTER SIMULATION; DIFFERENTIAL EQUATIONS; DIFFERENTIATION (CALCULUS); DYNAMICAL SYSTEMS; FOURIER ANALYSIS; GAUSSIAN DISTRIBUTION; GAUSSIAN NOISE (ELECTRONIC); PERTURBATION TECHNIQUES; RANDOM PROCESSES; STABILITY CRITERIA; TIME MEASUREMENT;

ALPHA STABLE PROCESS; HEAVY-TAILED; LEVY PROCESS; MARCUS CALCULUS; MULTIPLE TIME SCALE; STOCHASTIC AVERAGING; STOCHASTIC DIFFERENTIAL EQUATIONS;

STOCHASTIC SYSTEMS;

EID: 84953854717     PISSN: 15403459     EISSN: 15403467     Source Type: Journal    
DOI: 10.1137/140990632     Document Type: Article

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