论文标题
分析由$α$稳定过程驱动的随机动力学系统的多尺度方法
Analysis of multiscale methods for stochastic dynamical systems driven by $α$-stable processes
论文作者
论文摘要
在本文中，我们首先分析了由$α$稳定过程驱动的多尺度随机动力学系统的投射集成方法的强和弱收敛性，这些过程用于估算快速组件对慢速组件的影响。然后，我们获得了$ p $ th的矩误差界限在射影集成方法产生的慢组件的解决方案与用$ p \ in \ left（1，α\右）$的慢速组件的解决方案之间。最后，我们通过特定的数值示例来证实我们的分析结果。
In this paper, we first analyze the strong and weak convergence of projective integration methods for multiscale stochastic dynamical systems driven by $α$-stable processes, which are used to estimate the effect that the fast components have on slow ones. Then we obtain the $p$th moment error bounds between the solution of slow component produced by projective integration method and the solution of effective system with $p \in \left(1, α\right)$. Finally, we corroborate our analytical results through a specific numerical example.
