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...
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| Format: | Article |
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Institute of Electrical and Electronics Engineers (IEEE)
2018
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| Online Access: | http://hdl.handle.net/1721.1/119207 https://orcid.org/0000-0003-2194-3051 https://orcid.org/0000-0001-6472-8576 |