Year: 2020
Type: preprint
Abstract: We review recent developments of slow/fast stochastic differential equations, and also present a new result on Diffusion Homogenisation Theory with fractional and non-strong-mixing noise and providing new examples. The emphasise of the review will be on the recently developed effective dynamic theory for two scale random systems with fractional noise: Stochastic Averaging and `Rough Diffusion Homogenisation Theory'. We also study the geometric models with perturbations to symmetries.
Source: arXiv (Cornell University)
Authors: Gehringer, Johann, Li, Xue-Mei
Institution: Imperial College London
Language: English
Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W3097078981