English

Perturbation of Conservation Laws and Averaging on Manifolds

Probability 2019-02-19 v2

Abstract

We prove a stochastic averaging theorem for stochastic differential equations in which the slow and the fast variables interact. The approximate Markov fast motion is a family of Markov process with generator Lx{\mathcal L}_x for which we obtain a locally uniform law of large numbers and obtain the continuous dependence of their invariant measures on the parameter xx. These results are obtained under the assumption that Lx{\mathcal L}_x satisfies H\"ormander's bracket conditions, or more generally Lx{\mathcal L}_x is a family of Fredholm operators with sub-elliptic estimates. On the other hand a conservation law of a dynamical system can be used as a tool for separating the scales in singular perturbation problems. We also study a number of motivating examples from mathematical physics and from geometry where we use non-linear conservation laws to deduce slow-fast systems of stochastic differential equations.

Keywords

Cite

@article{arxiv.1705.08857,
  title  = {Perturbation of Conservation Laws and Averaging on Manifolds},
  author = {Xue-Mei Li},
  journal= {arXiv preprint arXiv:1705.08857},
  year   = {2019}
}

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48 pages