@article{39146,
  keywords = {systems, differential-equations, slow manifold, convergence, invariant manifolds, inertial manifolds, scheme, backward and forward stochastic differential equations, numerical schemes, random dynamical systems, stochastic   partial differential equations},
  author = {Xingye Kan and Jinqiao Duan and Ioannis Kevrekidis and Anthony Roberts},
  title = {Simulating Stochastic Inertial Manifolds by a Backward-Forward Approach},
  abstract = { <p>A numerical approach for the approximation of inertial manifolds of stochastic evolutionary equations with multiplicative noise is presented and illustrated. After splitting the stochastic evolutionary equations into a backward and a forward part, a numerical scheme is devised for solving this backward-forward stochastic system, and an ensemble of graphs representing the inertial manifold is consequently obtained. This numerical approach is tested in two illustrative examples: one is for a system of stochastic ordinary differential equations and the other is for a stochastic partial differential equation.</p> },
  year = {2013},
  journal = {Siam Journal on Applied Dynamical Systems},
  volume = {12},
  pages = {487-514},
  isbn = {1536-0040},
  language = {English},
}