182 citations · 1.5k across the 227 of their papers we have counts for
5 papers · 2 filters
Center manifolds for infinite dimensional random dynamical systems
Xiaopeng Chen, Anthony J. Roberts, Jinqiao Duan
Stochastic center manifolds theory are crucial in modelling the dynamical behavior of complex systems under stochastic influences. A multiplicative ergodic theorem on Hilbert space…
Quantifying model uncertainty in non-Gaussian dynamical systems with observations on mean exit time or escape probability
Ting Gao, Jinqiao Duan
Complex systems are sometimes subject to non Gaussian alpha stable Levy fluctuations. A new method is devised to estimate this uncertain parameter and other system parameters, usin…
A parameter estimation method based on random slow manifolds
Jian Ren, Jinqiao Duan
A parameter estimation method is devised for a slow-fast stochastic dynamical system, where often only the slow component is observable. By using the observations only on the slow…
State estimation under non-Gaussian Levy noise: A modified Kalman filtering method
Xu Sun, Jinqiao Duan, Xiaofan Li +1
The Kalman filter is extensively used for state estimation for linear systems under Gaussian noise. When non-Gaussian Lévy noise is present, the conventional Kalman filter may fail…
Stochastic Averaging Principle for Dynamical Systems with Fractional Brownian Motion
Yong Xu, Rong Guo, Di Liu +2
Stochastic averaging for a class of stochastic differential equations (SDEs) with fractional Brownian motion, of the Hurst parameter H in the interval (1/2, 1), is investigated. An…