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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.…

Probability · Mathematics 2008-05-05 Sandra Cerrai , Mark Freidlin

We study an intermittent quasistatic dynamical system composed of nonuniformly hyperbolic Pomeau--Manneville maps with time-dependent parameters. We prove an ergodic theorem which shows almost sure convergence of time averages in a certain…

Dynamical Systems · Mathematics 2016-06-22 Juho Leppänen , Mikko Stenlund

We consider the dynamics of an arbitrary quantum system coupled to a large arbitrary and fully quantum mechanical environment through a random interaction. We establish analytically and check numerically the typicality of this dynamics, in…

Quantum Physics · Physics 2017-07-26 Grégoire Ithier , Florent Benaych-Georges

We apply the averaging method to a coupled system consisting of two evolution equations which has a slow component driven by fractional Brownian motion (FBM) with the Hurst parameter $H_1> \frac12$ and a fast component driven by additive…

Probability · Mathematics 2023-06-06 Bin Pei , Bjoern Schmalfuss , Yong Xu

The asymptotic behavior for fully coupled multiscale stochastic systems becomes much complicated when the fast processes do not locate in a compact space. An example is constructed to show that the averaged coefficients may become…

Probability · Mathematics 2025-09-23 Shen Wang , Jinghai Shao

In order to understand the impact of random influences at physical boundary on the evolution of multiscale systems, a stochastic partial differential equation model under a fast random dynamical boundary condition is investigated. The…

Dynamical Systems · Mathematics 2008-08-07 Wei Wang , Jinqiao Duan

We derive a mode-coupling theory for the slow dynamics of fluids confined in disordered porous media represented by spherical particles randomly placed in space. Its equations display the usual nonlinear structure met in this theoretical…

Soft Condensed Matter · Physics 2007-05-23 V. Krakoviack

In this paper, we consider asymptotic behaviors of multiscale multivalued stochastic systems with small noises. First of all, for general, fully coupled systems for multivalued stochastic differential equations of slow and fast motions with…

Probability · Mathematics 2025-09-30 Huijie Qiao

This work is concerned with model reduction of stochastic differential equations and builds on the idea of replacing drift and noise coefficients of preselected relevant, e.g. slow variables by their conditional expectations. We extend…

Analysis of PDEs · Mathematics 2020-03-05 Carsten Hartmann , Lara Neureither , Upanshu Sharma

Contraction theory for dynamical systems on Euclidean spaces is well-established. For contractive (resp. semi-contractive) systems, the distance (resp. semi-distance) between any two trajectories decreases exponentially fast. For partially…

Optimization and Control · Mathematics 2021-06-07 Pedro Cisneros-Velarde , Saber Jafarpour , Francesco Bullo

In this paper, we study ergodic properties of the slow relation function (or entry-exit function) in planar slow-fast systems. It is well known that zeros of the slow divergence integral associated with canard limit periodic sets give…

Dynamical Systems · Mathematics 2024-10-23 Renato Huzak , Hildeberto Jardón-Kojakhmetov , Christian Kuehn

This paper investigates a new class of equations called measure functional differential equations with state-dependent delays. We establish the existence and uniqueness of solutions and present a discussion concerning the appropriate phase…

Optimization and Control · Mathematics 2024-12-31 Jaqueline G. Mesquita , Tiago Roux Oliveira , Henrique C. dos Reis

We consider a slow-fast stochastic process where the slow component is a jump process on a measurable index set whose transition rates depend on the position of the fast component. Between the jumps, the fast component evolves according to…

Probability · Mathematics 2025-10-27 Vincent Kagan , Edouard Strickler , Denis Villemonais

We apply the subordination principle to construct kinetic fractional statistical dynamics in the continuum in terms of solutions to Vlasov-type hierarchies. As a by-product we obtain the evolution of the density of particles in the…

Mathematical Physics · Physics 2016-10-19 Jose Luis da Silva , Anatoly N. Kochubei , Yuri Kondratiev

The theory of slow manifolds is an important tool in the study of deterministic dynamical systems, giving a practical method by which to reduce the number of relevant degrees of freedom in a model, thereby often resulting in a considerable…

Statistical Mechanics · Physics 2013-07-01 George W A Constable , Alan J McKane , Tim Rogers

This paper is devoted to the study of the asymptotic behavior of solutions to multi-order fractional cooperative systems. First, we demonstrate the boundedness of solutions to fractional-order systems under certain conditions imposed on the…

Dynamical Systems · Mathematics 2024-10-21 L. V. Thinh , H. T. Tuan

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…

Probability · Mathematics 2023-06-07 Filippo de Feo

This paper investigates a class of slow--fast systems of rough partial differential equations defined over a monotone family of interpolation Hilbert spaces. By employing the controlled rough path framework tailored to a monotone family of…

Probability · Mathematics 2025-10-28 Miaomiao Li , Bin Pei , Yong Xu , Xiaole Yue

We study the asymptotic behavior of stochastic hyperbolic parabolic equations with slow and fast time scales. Both the strong and weak convergence in the averaging principe are established, which can be viewed as a functional law of large…

Probability · Mathematics 2020-11-12 Michael Röckner , Longjie Xie , Li Yang

This paper establishes the averaging method to a coupled system consisting of two stochastic differential equations which has a slow component driven by fractional Brownian motion (FBM) with less regularity $1/3< H \leq 1/2$ and a fast…

Probability · Mathematics 2023-07-26 Bin Pei , Robert Hesse , Bjoern Schmalfuss , Yong Xu