Multiscale systems, homogenization, and rough paths

DOI10.1007/978-3-030-15338-0_2zbMATH Open1443.60060arXiv1712.01343OpenAlexW3099428614MaRDI QIDQ2290657FDOQ2290657

Peter Friz, Ilya Chevyrev, Ian Melbourne, A. Korepanov, Huilin Zhang

Publication date: 29 January 2020

Abstract: In recent years, substantial progress was made towards understanding convergence of fast-slow deterministic systems to stochastic differential equations. In contrast to more classical approaches, the assumptions on the fast flow are very mild. We survey the origins of this theory and then revisit and improve the analysis of Kelly-Melbourne [Ann. Probab. Volume 44, Number 1 (2016), 479-520], taking into account recent progress in $p$-variation and c`adl`ag rough path theory.

Full work available at URL: https://arxiv.org/abs/1712.01343

zbMATH Keywords

homogenizationrough pathsfast-slow systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Uniformly hyperbolic systems (expanding, Anosov, Axiom A, etc.) (37D20) Nonuniformly hyperbolic systems (Lyapunov exponents, Pesin theory, etc.) (37D25) Rough paths (60L20)

Cited In (22)

• Rough homogenisation with fractional dynamics
• Homogenization for generalized Langevin equations with applications to anomalous diffusion
• HOMOGENIZATION IN COARSENING SYSTEMS I: DETERMINISTIC CASE
• Rough semimartingales and \(p\)-variation estimates for martingale transforms
• Functional correlation bounds and optimal iterated moment bounds for slowly-mixing nonuniformly hyperbolic maps
• Generating diffusions with fractional Brownian motion
• Nonexistence of spectral gaps in Hölder spaces for continuous time dynamical systems
• New directions in rough path theory. Abstracts from the workshop held December 6--12, 2020 (online meeting)
• Sharp polynomial bounds on decay of correlations for multidimensional nonuniformly hyperbolic systems and billiards
• Variational Principles on Geometric Rough Paths and the Lévy Area Correction
• Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering
• Martingale approximations and anisotropic Banach spaces with an application to the time-one map of a Lorentz gas
• Almost sure diffusion approximation in averaging via rough paths theory
• Additive functionals as rough paths
• Sharp statistical properties for a family of multidimensional nonMarkovian nonconformal intermittent maps
• Deterministic homogenization under optimal moment assumptions for fast-slow systems. I
• Deterministic homogenization under optimal moment assumptions for fast-slow systems. II
• Iterated invariance principle for slowly mixing dynamical systems
• Anomalous thermodynamics in homogenized generalized Langevin systems
• Fast-slow stochastic dynamical system with singular coefficients
• Homogenisation for anisotropic kinetic random motions
• Predicting critical transitions in multiscale dynamical systems using reservoir computing

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