Help Privacy Policy Disclaimer
  Advanced SearchBrowse




Journal Article

Stochastic modelling: replacing fast degrees of freedom by noise


Rödenbeck,  C.
Inverse Data-driven Estimation, Dr. C. Rödenbeck, Department Biogeochemical Systems, Prof. M. Heimann, Max Planck Institute for Biogeochemistry, Max Planck Society;

External Resource
No external resources are shared
Fulltext (restricted access)
There are currently no full texts shared for your IP range.
Fulltext (public)
There are no public fulltexts stored in PuRe
Supplementary Material (public)
There is no public supplementary material available

Just, W., Kantz, H., Rödenbeck, C., & Helm, M. (2001). Stochastic modelling: replacing fast degrees of freedom by noise. Journal of Physics A: Mathematical and General, 34(15), 3199-3213.

Cite as: https://hdl.handle.net/11858/00-001M-0000-000E-CDDC-1
In systems with timescale separation, where the fast degrees of freedom exhibit chaotic motion, the latter are replaced by suitable stochastic processes. A projection technique is employed to derive equations of motion for the phase space density of the slow variables by eliminating the fast ones. The resulting equations can be approximated in a controlled way by Fokker-Planck equations or equivalently by stochastic differential equations for slow degrees of freedom. We discuss some model situations and explore the accuracy of the approximations by numerical simulations. [References: 16]