1301.7697 (George W A Constable et al.)

Stochastic dynamics on slow manifolds    [PDF]

George W A Constable, Alan J McKane, Tim Rogers

The theory of slow manifolds is an important tool in the study of deterministic dynamical systems, giving a practical method by which to reduce the number of relevant degrees of freedom in a model, thereby often resulting in a considerable simplification. In this article we demonstrate how the same basic methodology may also be applied to stochastic dynamical systems, by examining the behaviour of trajectories conditioned on the event that they do not depart the slow manifold. We apply the method to two models: one from ecology and one from epidemiology, achieving a reduction in model dimension and illustrating the high quality of the analytical approximations.

View original: http://arxiv.org/abs/1301.7697