Related papers: An averaging principle for diffusions in foliated …

This article studies the dynamics of the strong solution of a SDE driven by a discontinuous L\'evy process taking values in a smooth foliated manifold with compact leaves. It is assumed that it is \textit{foliated} in the sense that its…

We consider an $\epsilon K$ transversal perturbing vector field in a foliated Brownian motion defined in a foliated tubular neighbourhood of an embedded compact submanifold in $\R^3$. We study the effective behaviour of the system under…

We investigate the effective behaviour of a small transversal perturbation of order $\epsilon$ to a completely integrable stochastic Hamiltonian system, by which we mean a stochastic differential equation whose diffusion vector fields are…

This article extends a strong averaging principle for L\'evy diffusions which live on the leaves of a foliated manifold subject to small transversal L\'evy type perturbation to the case of non-compact leaves. The main result states that the…

In this paper, we study averaging principles for a class of time-inhomogeneous stochastic differential equations (SDEs) with slow and fast time-scales, where the drift term in the fast component is time-dependent and only partially…

This article shows a strong averaging principle for diffusions driven by discontinuous heavy-tailed L\'evy noise, which are invariant on the compact horizontal leaves of a foliated manifold subject to small transversal random perturbations.…

We study diffusion processes and stochastic flows which are time-changed random perturbations of a deterministic flow on a manifold. Using non-symmetric Dirichlet forms and their convergence in a sense close to the Mosco-convergence, we…

We consider a perturbed integrable system with one frequency, and the approximate dynamics for the actions given by averaging over the angle. The classical theory grants that, for a perturbation of order epsilon, the error of this…

We investigate three types of averaging principles and the normal deviation for multi-scale stochastic differential equations (in short, SDEs) with polynomial nonlinearity. More specifically, we first demonstrate the strong convergence of…

We consider the averaging principle for stochastic reaction-diffusion equations. Under some assumptions providing existence of a unique invariant measure of the fast motion with the frozen slow component, we calculate limiting slow motion.…

We prove a generalization of a so called "invariance principle" for partially hyperbolic diffeomorphisms: if an invariant probability measure has all its center Lyapunov exponents equal to zero then the measure admits a center…

We establish the large deviation principle for stochastic differential equations with averaging in the case when all coefficients of the fast component depend on the slow one, including diffusion.

We study the effect of advection and small diffusion on passive tracers. The advecting velocity field is assumed to have mean zero and to possess time-periodic stream lines. Using a canonical transform to action-angle variables followed by…

In this work we are concerned with the study of the strong order of convergence in the averaging principle for slow-fast systems of stochastic evolution equations in Hilbert spaces with additive noise. In particular the stochastic…

For stochastic perturbations of linear systems with non-zero pure imaginary spectrum we discuss the averaging theorems in terms of the slow-fast action-angle variables and in the sense of Krylov-Bogoliubov. Then we show that if the…

We consider a one-dimensional stochastic differential equation driven by a Wiener process, where the diffusion coefficient depends on an ergodic fast process. The averaging principle is satisfied: it is well-known that the slow component…

This article is devoted to the analysis of semilinear, parabolic, Stochastic Partial Differential Equations, with slow and fast time scales. Asymptotically, an averaging principle holds: the slow component converges to the solution of…

Let $(M, \mathcal{F})$ be a compact Riemannian foliated manifold. We consider a family of compatible Feller semigroups in $C(M^n)$ associated to laws of the $n$-point motion. Under some assumptions (Le Jan and Raimond, \cite{Le…

We study the validity of an averaging principle for a slow-fast system of stochastic reaction diffusion equations. We assume here that the coefficients of the fast equation depend on time, so that the classical formulation of the averaging…

In this paper, we establish the weak averaging principle for stochastic functional partial differential equations (in short, SFPDEs) with H$\ddot{\text{o}}$lder continuous coefficients and infinite delay by a new generalized coupling…