182 citations · 1.5k across the 227 of their papers we have counts for
7 papers · 1 filter
Global solutions for a nonlocal Ginzberg-Landau equation and a nonlocal Fokker-Plank equation
Jinchun He, Jinqiao Duan, Hongjun Gao
This work is devoted to the study of a nonlocal Ginzberg-Landau equation by the semigroup method and a nonlocal Fokker-Plank equation by the viscosity vanishing method. For the non…
Slow foliation of a slow-fast stochastic evolutionary system
Guanggan Chen, Jinqiao Duan, Jian Zhang
This work is concerned with the dynamics of a slow-fast stochastic evolutionary system quantified with a scale parameter. An invariant foliation decomposes the state space into geo…
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…