Communications in Mathematical Sciences

Hybrid deterministic stochastic systems with microscopic look-ahead dynamics

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

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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 pro- cess, 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 con- ditions, 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.

Article information

Commun. Math. Sci. Volume 8, Number 2 (2010), 409-437.

First available in Project Euclid: 25 May 2010

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Zentralblatt MATH identifier

Mathematical Reviews number (MathSciNet)

Primary: 34E13: Multiple scale methods 82C27: Dynamic critical phenomena 93C15: Systems governed by ordinary differential equations [See also 34H05] 37M20: Computational methods for bifurcation problems 65C05: Monte Carlo methods

Coupled hybrid systems stochastic closures multiscale interactions look-ahead dynamics critical phenomena Monte Carlo


Katsoulakis, M. A.; Majda, A. J.; Sopasakis, A. Hybrid deterministic stochastic systems with microscopic look-ahead dynamics. Commun. Math. Sci. 8 (2010), no. 2, 409--437.

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