Deterministic-Like Model Reduction for a Class of Multi-Scale Stochastic Differential Equations with Application to Biomolecular Systems
We consider a class of singularly perturbed stochastic differential equations with linear drift terms, and present a reduced-order model that approximates both slow and fast variable dynamics when the time-scale separation is large. We show that, on a finite time interval, moments of all orders of t...
| Main Authors: | , |
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| Other Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Institute of Electrical and Electronics Engineers (IEEE),
2018-11-19T19:26:20Z.
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| Subjects: | |
| Online Access: | Get fulltext |