Hybrid deterministic stochastic systems with microscopic look-ahead dynamics

M. A. Katsoulakis, A. J. Majda, A. Sopasakis

Research output: Contribution to journalArticle

Abstract

We study the impact of stochastic mechanisms on a coupled hybrid system consisting of a general advection-diffusion-reaction partial differential equation and a spatially distributed stochastic lattice noise model. The stochastic dynamics include both spin-flip and spin-exchange type interparticle interactions. Furthermore, we consider a new, asymmetric, single exclusion process, studied elsewhere in the context of traffic flow modeling, with an one-sided interaction potential which imposes advective trends on the stochastic dynamics. This look-ahead stochastic mechanism is responsible for rich nonlinear behavior in solutions. Our approach relies heavily on first deriving approximate differential mesoscopic equations. These approximations become exact either in the long range, Kac interaction partial differential equation case, or, given sufficient time separation conditions, between the partial differential equation and the stochastic model giving rise to a stochastic averaging partial differential equation. Although these approximations can in some cases be crude, they can still give a first indication, via linearized stability analysis, of the interesting regimes for the stochastic model. Motivated by this linearized stability analysis we choose particular regimes where interacting nonlinear stochastic waves are responsible for phenomena such as random switching, convective instability, and metastability, all driven by stochasticity. Numerical kinetic Monte Carlo simulations of the coarse grained hybrid system are implemented to assist in producing solutions and understanding their behavior.

Original languageEnglish (US)
Pages (from-to)409-437
Number of pages29
JournalCommunications in Mathematical Sciences
Volume8
Issue number2
StatePublished - Jun 2010

Fingerprint

Stochastic systems
Look-ahead
Stochastic Systems
Partial differential equations
Partial differential equation
Stochastic Dynamics
Stochastic models
Hybrid systems
Hybrid Systems
Stochastic Model
Stability Analysis
Interaction
Stochastic Averaging
Convective Instability
Kinetic Monte Carlo
Exclusion Process
Metastability
Advection-diffusion
Stochasticity
Advection

Keywords

  • Coupled hybrid systems
  • Critical phenomena
  • Look-ahead dynamics
  • Monte Carlo. Methods
  • Multiscale interactions
  • Stochastic closures

ASJC Scopus subject areas

  • Mathematics(all)
  • Applied Mathematics

Cite this

Hybrid deterministic stochastic systems with microscopic look-ahead dynamics. / Katsoulakis, M. A.; Majda, A. J.; Sopasakis, A.

In: Communications in Mathematical Sciences, Vol. 8, No. 2, 06.2010, p. 409-437.

Research output: Contribution to journalArticle

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