Deterministic homogenization for fast-slow systems with chaotic noise
Probability
2017-09-01 v1 Dynamical Systems
Abstract
Consider a fast-slow system of ordinary differential equations of the form , , where it is assumed that averages to zero under the fast flow generated by . We give conditions under which solutions to the slow equations converge weakly to an It\^o diffusion as . The drift and diffusion coefficients of the limiting stochastic differential equation satisfied by are given explicitly. Our theory applies when the fast flow is Anosov or Axiom A, as well as to a large class of nonuniformly hyperbolic fast flows (including the one defined by the well-known Lorenz equations), and our main results do not require any mixing assumptions on the fast flow.
Cite
@article{arxiv.1409.5748,
title = {Deterministic homogenization for fast-slow systems with chaotic noise},
author = {David Kelly and Ian Melbourne},
journal= {arXiv preprint arXiv:1409.5748},
year = {2017}
}
Comments
31 pages