Consider a fast-slow system of ordinary differential equations of the form
\[
\dot x=a(x,y)+\epsilon^{-1}b(x,y), \qquad \dot y=\epsilon^{-2}g(y),
\]
where it is assumed that \(b\) averages to zero under the fast flow
generated by \(g\). Here \(x\in\mathbb{R}^d\) and \(y\) lies in a compact
manifold. We give conditions under which solutions \(x\) to the slow
equations converge to solutions \(X\) of a \(d\)-dimensional stochastic
differential equation as \(\epsilon\) goes to \(0\). The limiting SDE is
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.
This is joint work with David Kelly and combines methods from smooth ergodic theory with
methods from rough path theory.
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Last modified: April 08 2016 - 20:30:35