Dimension reduction via timescale separation in stochastic dynamical systems

@inproceedings{Parsons2015DimensionRV,
title={Dimension reduction via timescale separation in stochastic dynamical systems},
author={Todd L. Parsons},
year={2015}
}

We review the development and applications of a systematic framework for dimension reduction in stochastic dynamical systems that exhibit a separation of timescales. When a multidimensional stochastic dynamical system possesses quantities that are approximately conserved on short timescales, it is common to observe on long timescales that trajectories remain close to some lower-dimensional subspace. Here, we derive explicit and general formulae for a reduced-dimension description of such a… CONTINUE READING