Limits of random differential equations on manifolds (Q343785): Difference between revisions

The author considers a system of ordinary differential equations (ODEs) \[ dy^{\varepsilon}_t(\omega)/dt=\sum_{k=1}^mY_k(y^{\varepsilon}_t(\omega))\alpha_k(z^{\varepsilon}_t(\omega)) \] on a manifold \(M,\) where the \(Y_k\) are vector fields, \(\varepsilon\) is a small parameter, \(z_t^{\varepsilon}\) is a \(L_0/\varepsilon\)-diffusion process on a manifold \(G\), and \(\alpha_k\) ``averages'' to zero (in the sense of the unique invariant probability measure of \(L_0\)). It is proved that under Hörmander's conditions \(y^{\varepsilon}_y\) converges to a Markov process whose Markov generator has an explicit expression. Some examples of Stratonovich equations with smooth vector fields and Brownian motion, of the special orthogonal group \(\mathrm{SO}(n)\) and of SDEs with Pauli matrices are also presented.