Homogenization of Coupled Fast-Slow Systems via Intermediate Stochastic Regularization

Maximilian Engel, Marios Antonios Gkogkas, Christian Kuehn

Research output: Contribution to journalArticlepeer-review

8 Scopus citations

Abstract

In this paper we study coupled fast-slow ordinary differential equations (ODEs) with small time scale separation parameter ε such that, for every fixed value of the slow variable, the fast dynamics are sufficiently chaotic with ergodic invariant measure. Convergence of the slow process to the solution of a homogenized stochastic differential equation (SDE) in the limit ε to zero, with explicit formulas for drift and diffusion coefficients, has so far only been obtained for the case that the fast dynamics evolve independently. In this paper we give sufficient conditions for the convergence of the first moments of the slow variable in the coupled case. Our proof is based upon a new method of stochastic regularization and functional-analytical techniques combined via a double limit procedure involving a zero-noise limit as well as considering ε to zero. We also give exact formulas for the drift and diffusion coefficients for the limiting SDE. As a main application of our theory, we study weakly-coupled systems, where the coupling only occurs in lower time scales.

Original languageEnglish
Article number25
JournalJournal of Statistical Physics
Volume183
Issue number2
DOIs
StatePublished - May 2021

Keywords

  • Coupled systems
  • Deterministic homogenization
  • Diffusion limit
  • Zero-noise limit

Fingerprint

Dive into the research topics of 'Homogenization of Coupled Fast-Slow Systems via Intermediate Stochastic Regularization'. Together they form a unique fingerprint.

Cite this