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The macroscopic behavior of dissipative stochastic partial differential equations usually can be described by a finite dimensional system. This article proves that a macroscopic reduced model may be constructed for stochastic reaction-diffusion equations with cubic nonlinearity by artificial separating the system into two distinct slow-fast time parts. An averaging method and a deviation estimate show that the macroscopic reduced model should be a stochastic ordinary equation which includes the random effect transmitted from the microscopic timescale due to the nonlinear interaction. Numerical simulations of an example stochastic heat equation confirms the predictions of this stochastic modelling theory. This theory empowers us to better model the long time dynamics of complex stochastic systems.
Quantum trajectories are Markov processes that describe the time-evolution of a quantum system undergoing continuous indirect measurement. Mathematically, they are defined as solutions of the so-called Stochastic Schrodinger Equations, which are nonl
We study the stability of quantum pure states and, more generally, subspaces for stochastic dynamics that describe continuously--monitored systems. We show that the target subspace is almost surely invariant if and only if it is invariant for the ave
A coupled forward-backward stochastic differential system (FBSDS) is formulated in spaces of fields for the incompressible Navier-Stokes equation in the whole space. It is shown to have a unique local solution, and further if either the Reynolds numb
Dynamical systems theory provides powerful methods to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. Here we derive and theoretically support a macroscopic, spatially discrete, model for a class of stochas
We consider the Cahn-Hilliard equation in one space dimension, perturbed by the derivative of a space and time white noise of intensity $epsilon^{frac 12}$, and we investigate the effect of the noise, as $epsilon to 0$, on the solutions when the init