Skip to main content
Log in

Approximation of Random Slow Manifolds and Settling of Inertial Particles Under Uncertainty

  • Published:
Journal of Dynamics and Differential Equations Aims and scope Submit manuscript

Abstract

A method is provided for approximating random slow manifolds of a class of slow–fast stochastic dynamical systems. Thus approximate, low dimensional, reduced slow systems are obtained analytically in the case of sufficiently large time scale separation. To illustrate this dimension reduction procedure, the impact of random environmental fluctuations on the settling motion of inertial particles in a cellular flow field is examined. It is found that noise delays settling for some particles but enhances settling for others. A deterministic stable manifold is an agent to facilitate this phenomenon. Overall, noise appears to delay the settling in an averaged sense.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7
Fig. 8
Fig. 9

Similar content being viewed by others

References

  1. Arnold, L.: Random Dynamical Systems. Springer, New York (1998)

    Book  MATH  Google Scholar 

  2. Beven, K.J., Chatwin, P.C., Millbank, J.H.: Mixing and Transport in the Environment. Wiley, New York (1994)

    Google Scholar 

  3. Berglund, N., Gentz, B.: Noise-Induced Phenomena in Slow-Fast Dynamical Systems. Springer, Berlin (2006)

    MATH  Google Scholar 

  4. Clark, M.M.: Transport Modeling for Environmental Engineers and Scientists. Wiley, New York (1996)

    Google Scholar 

  5. Duan, J.: An Introduction to Stochastic Dynamics. Cambridge University Press, New York (2015)

    MATH  Google Scholar 

  6. Duan, J., Lu, K., Schmalfuss, B.: Smooth stable and unstable manifolds for stochastic evolutionary equations. J. Dyn. Differ. Equ. 16, 949–972 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  7. Duan, J., Wang, W.: Effective Dynamics of Stochastic Partial Differential Equations. Elsevier, New York (2014)

    MATH  Google Scholar 

  8. Freidlin, M.I., Wentzell, A.D.: Random Perturbations of Dynamical Systems, Chap. 7, 2nd edn. Springer, New York (1998)

    Book  Google Scholar 

  9. Fu, H., Liu, X., Duan, J.: Slow manifolds for multi-time-scale stochastic evolutionary systems. Commun. Math. Sci. 11(1), 141–162 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  10. Haller, G., Sapsis, T.: Where do inertial particles go in fluid flows? Physica D 237, 573–583 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  11. Jones, C.K.R.T.: Geometric singular perturbation theory. Lect. Notes Math. 1609, 44–118 (1995)

    Article  Google Scholar 

  12. Kabanov, Y., Pergamenshchikov, S.: Two-Scale Stochastic Systems: Asymptotic Analysis and Control. Springer, New York (2003)

    Book  Google Scholar 

  13. Kan, X., Duan, J., Kevrekidis, I.G., Roberts, A.J.: Simulating stochastic inertial manifolds by a backward-forward approach. SIAM J. Appl. Dyn. Syst. 12(1), 487–514 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  14. Rubin, J., Jones, C.K.R.T., Maxey, M.: Settling and asymptotics of aerosol particles in a cellular flow field. J. Nonlinear Sci. 5, 337–358 (1995)

    Article  MathSciNet  MATH  Google Scholar 

  15. Schmalfuss, B., Schneider, K.R.: Invariant manifolds for random dynamical systems with slow and fast variables. J. Dyn. Differ. Equ. 20, 133–164 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  16. Schnoor, J.L.: Environmental Modeling: Fate and Transport of Pollutants in Water, Air and Soil. Wiley, New York (1996)

    Google Scholar 

  17. Sun, X., Duan, J., Li, X.: An impact of noise on invariant manifolds in nonlinear dynamical systems. J. Math. Phys. 51, 042702 (2010)

    Article  MathSciNet  Google Scholar 

  18. Wang, W., Roberts, A.J., Duan, J.: Large deviations and approximations for slow fast stochastic reaction diffusion equations. J. Differ. Equ. 253(12), 3501–3522 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  19. Xu, C., Roberts, A.J.: On the low-dimensional modelling of Stratonovich stochastic differential equations. Physica A 225, 62–80 (1996)

    Article  MathSciNet  Google Scholar 

Download references

Acknowledgments

This work was partially supported by the NSF Grant 1025422, the NSFC Grants 11371367, 11271290 and 11271013, the Central University Fundamental Research Fund (Grant 2014QT005), and the Office of Naval Research under the Grant N00014-12-1-0257.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Christopher K. R. T. Jones.

Additional information

This paper is in memory of Klaus Kirchgässner, an exemplary scientist and a good friend and mentor.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Ren, J., Duan, J. & Jones, C.K.T. Approximation of Random Slow Manifolds and Settling of Inertial Particles Under Uncertainty. J Dyn Diff Equat 27, 961–979 (2015). https://doi.org/10.1007/s10884-015-9452-z

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10884-015-9452-z

Keywords

Mathematics Subject Classification

Navigation