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We consider general convolutional derivatives and related fractional statistical dynamics of continuous interacting particle systems. We apply the subordination principle to construct kinetic fractional statistical dynamics in the continuum…

Mathematical Physics · Physics 2016-10-11 Anatoly N. Kochubei , Yuri Kondratiev

This paper is devoted to studying the averaging principle for stochastic differential equations with slow and fast time-scales, where the drift coefficients satisfy local Lipschitz conditions with respect to the slow and fast variables, and…

Probability · Mathematics 2020-08-19 Wei Liu , Michael Röckner , Xiaobin Sun , Yingchao Xie

Our general aim is to give sufficient conditions for robustness behavior and convergence to the equilibrium point of linear time-varying fractional system's solutions. We approach this problem using as a framework a series of recent results…

Dynamical Systems · Mathematics 2019-06-27 Javier A. Gallegos , Manuel A. Duarte-Mermoud

We present the validity of stochastic averaging principle for non-autonomous slow-fast stochastic differential equations (SDEs) whose fast motions admit random periodic solutions. Our investigation is motivated by some problems arising from…

Probability · Mathematics 2018-12-11 Kenneth Uda

We study a slow-fast system with two slow and one fast variables. We assume that the slow manifold of the system possesses a fold and there is an equilibrium of the system in a small neighbourhood of the fold. We derive a normal form for…

Dynamical Systems · Mathematics 2023-07-04 Natalia G. Gelfreikh , Alexey V. Ivanov

We study the asymptotic behavior for an inhomogeneous multiscale stochastic dynamical system with non-smooth coefficients. Depending on the averaging regime and the homogenization regime, two strong convergences in the averaging principle…

Probability · Mathematics 2021-04-21 Michael Röckner , Longjie Xie

Motivated by applications to mathematical biology, we study the averaging problem for slow-fast systems, {\em in the case in which the fast dynamics is a stochastic process with multiple invariant measures}. We consider both the case in…

Probability · Mathematics 2023-08-17 B. D. Goddard , M. Ottobre , K. J. Painter , I. Souttar

A conceptual model for microscopic-macroscopic slow-fast stochastic systems is considered. A dynamical reduction procedure is presented in order to extract effective dynamics for this kind of systems. Under appropriate assumptions, the…

Probability · Mathematics 2010-11-15 Jian Ren , Hongbo Fu , Daomin Cao , Jinqiao Duan

Fractional equations appear in the description of the dynamics of various physical systems. For Lagrangian systems, the embedding theory developped by Cresson ["Fractional embedding of differential operators and Lagrangian systems", J.…

Dynamical Systems · Mathematics 2008-08-14 Pierre Inizan

In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the…

Probability · Mathematics 2021-06-09 Michael Röckner , Longjie Xie , Li Yang

In this paper we prove the strong averaging principle for a slow-fast system of rough differential equations. The slow and the fast component of the system are driven by a rather general random rough path and Brownian rough path,…

Probability · Mathematics 2025-04-28 Yuzuru Inahama

This work is devoted to averaging principle of a two-time-scale stochastic partial differential equation on a bounded interval $[0, l]$, where both the fast and slow components are directly perturbed by additive noises. Under some regular…

Probability · Mathematics 2018-02-06 Hongbo Fu , Li Wan , Jicheng Liu , Xianming Liu

We consider multiscale stochastic dynamical systems. In this article an \emph{intermediate} reduced model is obtained for a slow-fast system with fast mode driven by white noise. First, the reduced stochastic system on exponentially…

Mathematical Physics · Physics 2009-03-10 W. Wang , A. J. Roberts

This work explores the use of a forward-backward martingale method together with a decoupling argument and entropic estimates between the conditional and averaged measures to prove a strong averaging principle for stochastic differential…

Probability · Mathematics 2017-09-18 Bob Pepin

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…

Probability · Mathematics 2018-10-16 Charles-Edouard Bréhier

The averaging principle for slow-fast systems of various kind of stochastic (partial) differential equations has been extensively studied. An analogous result was shown for slow-fast systems of rough differential equations driven by random…

Probability · Mathematics 2025-04-07 Yuzuru Inahama

This paper presents some new criteria for partial exponential stability of a slow-fast nonlinear system with a fast scalar variable using periodic averaging methods. Unlike classical averaging techniques, we construct an averaged system by…

Systems and Control · Electrical Eng. & Systems 2019-10-17 Yuzhen Qin , Yu Kawano , Brian D. O. Anderson , Ming Cao

We survey an area of recent development, relating dynamics to theoretical computer science. We discuss the theoretical limits of simulation and computation of interesting quantities in dynamical systems. We will focus on central objects of…

Dynamical Systems · Mathematics 2011-04-15 Stefano Galatolo , Mathieu Hoyrup , Cristóbal Rojas

We review recent developments of slow/fast stochastic differential equations, and also present a new result on Diffusion Homogenisation Theory with fractional and non-strong-mixing noise and providing new examples. The emphasise of the…

Probability · Mathematics 2023-03-07 Johann Gehringer , Xue-Mei Li

The quasi-steady-state approximation (or stochastic averaging principle) is a useful tool in the study of multiscale stochastic systems, giving a practical method by which to reduce the number of degrees of freedom in a model. The method is…

Chemical Physics · Physics 2015-06-18 Maria Bruna , S. Jonathan Chapman , Matthew J. Smith