English

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 x˙=a(x,y)+ε1b(x,y)\dot x=a(x,y)+\varepsilon^{-1}b(x,y), y˙=ε2g(y)\dot y=\varepsilon^{-2}g(y), where it is assumed that bb averages to zero under the fast flow generated by gg. We give conditions under which solutions xx to the slow equations converge weakly to an It\^o diffusion XX as ε0\varepsilon\to0. The drift and diffusion coefficients of the limiting stochastic differential equation satisfied by XX 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.

Keywords

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

R2 v1 2026-06-22T06:01:09.843Z