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In this paper, we investigate the averaging principle for a class of semilinear slow-fast partial differential equations driven by finite-dimensional rough multiplicative noise. Specifically, the slow component is driven by a general random…

Probability · Mathematics 2024-11-26 Miaomiao Li , Yunzhang Li , Bin Pei , Yong Xu

The theory of slow-fast gradient systems leads in a natural way to non-equilibrium steady states, because on the slow time scale the fast subsystem stays in steady states that are controlled by the interaction with the slow system. Using…

Analysis of PDEs · Mathematics 2023-10-06 Alexander Mielke

This work is concerned with fractional stochastic differential equations with different scales. We establish the existence and uniqueness of solutions for Caputo fractional stochastic differential systems under the non-Lipschitz condition.…

Numerical Analysis · Mathematics 2024-09-24 Zhaoyang Wang , Ping Lin

We consider in this work a system of two stochastic differential equations named the perturbed compositional gradient flow. By introducing a separation of fast and slow scales of the two equations, we show that the limit of the slow motion…

Probability · Mathematics 2018-07-26 Wenqing Hu , Chris Junchi Li

We analyze certain conservative interacting particle system and establish ergodicity of the system for a family of invariant measures. Furthermore, we show that convergence rate to equilibrium is exponential. This result is of interest…

Probability · Mathematics 2015-05-20 Zdzislaw Brzeźniak , Franco Flandoli , Misha Neklyudov , Boguslaw Zegarliński

We study the averaging method for flows perturbed by a dynamical system preserving an infinite measure. Motivated by the case of perturbation by the collision dynamic on the finite horizon $\mathbb Z$-periodic Lorentz gas and in view of…

Dynamical Systems · Mathematics 2024-01-23 Maxence Phalempin

Dynamics of many-body Hamiltonian systems with long range interactions is studied, in the context of the so called $\alpha-$HMF model. Building on the analogy with the related mean field model, we construct stationary states of the…

Statistical Mechanics · Physics 2010-04-15 Tineke L. Van Den Berg , Duccio Fanelli , Xavier Leoncini

In this paper, we aim to study the asymptotic behaviour for a class of McKean-Vlasov stochastic partial differential equations with slow and fast time-scales. Using the variational approach and classical Khasminskii time discretization, we…

Probability · Mathematics 2022-01-21 Wei Hong , Shihu Li , Wei Liu

The stability against perturbations of a dynamical system conserving a generalized phase-space volume is studied by exploiting the similarity between statistical physics formalism and that of ergodic theory. A general continuity theorem is…

Mathematical Physics · Physics 2016-08-16 György Steinbrecher , Boris Weyssow

In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…

Probability · Mathematics 2022-07-14 Yun Li , Longjie Xie

A fast convergence in a fixed-time of solutions of nonlinear dynamical systems, for which special requirements are satisfied on the derivative of a quadratic function calculated along the solutions of the system, is proposed. The conditions…

Systems and Control · Electrical Eng. & Systems 2025-12-24 Igor B. Furtat

We find a general formula for the distribution of time averaged observables for weakly non-ergodic systems. Such type of ergodicity breaking is known to describe certain systems which exhibit anomalous fluctuations, e.g. blinking quantum…

Statistical Mechanics · Physics 2009-11-13 Adi Rebenshtok , Eli Barkai

This paper contains a very simple and general proof that eigenfunctions of quantizations of classically ergodic systems become uniformly distributed in phase space. This ergodicity property of eigenfunctions f is shown to follow from a…

Mathematical Physics · Physics 2015-06-26 Steve Zelditch

In this paper, we consider the quenched invariance principle for random Young towers driven by an ergodic system. In particular, we obtain the Wassertein convergence rate in the quenched invariance principle. As a key ingredient, we derive…

Dynamical Systems · Mathematics 2025-06-18 Zhenxin Liu , Benoit Saussol , Sandro Vaienti , Zhe Wang

We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H\in (1/3,1)$ and multiplicative noise component $\sigma$. When…

Probability · Mathematics 2016-10-05 Aurélien Deya , Fabien Panloup , Samy Tindel

In this paper we discuss the nonergodic behavior for a class of long-standing quasi-stationary states in a paradigmatic model of long-range interacting systems, i.e. the HMF model. We show that ensemble averages and time averages for…

Statistical Mechanics · Physics 2009-11-13 Alessandro Pluchino , Andrea Rapisarda

The speed-gradient variational principle (SG-principle) is formulated and applied to thermodynamical systems. It is shown that Prigogine's principle of minimum entropy production and Onsager's symmetry relations can be interpreted in terms…

General Physics · Physics 2007-05-23 Alexander L. Fradkov

This work is concerned with the large deviation principle for a family of slow-fast systems perturbed by infinite-dimensional mixed fractional Brownian motion with Hurst parameter $H\in(\frac12,1)$. We adopt the weak convergence method…

Probability · Mathematics 2025-09-16 Wenting Xu , Yong Xu , Xiaoyu Yang , Bin Pei

Stochastic averaging for a class of stochastic differential equations (SDEs) with fractional Brownian motion, of the Hurst parameter H in the interval (1/2, 1), is investigated. An averaged SDE for the original SDE is proposed, and their…

Dynamical Systems · Mathematics 2013-01-22 Yong Xu , Rong Guo , Di Liu , Huiqing Zhang , Jinqiao Duan

$\Gamma$-convergence methods are used to prove homogenization results for fractional obstacle problems in periodically perforated domains. The obstacles have random sizes and shapes and their capacity scales according to a stationary…

Classical Analysis and ODEs · Mathematics 2009-02-17 M. Focardi
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