We provide an explicit rigorous derivation of a diffusion limit – a stochas-tic differential equation with additive noise – from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a slowly evolving system driven by a fast chaotic flow. Under mild assumptions on the fast flow, we prove convergence to a stochastic dif-ferential equation as the time-scale separation grows. In contrast to existing work, we do not require the flow to have good mixing properties. As a con-sequence, our results incorporate a large class of fast flows, including the classical Lorenz equations.
We consider a class of reaction-diffusion equations with a stochastic perturbation on the boundary. ...
Consider a fast-slow system of ordinary differential equations of the form x˙=a(x,y)+ε−1b(x,y), y˙=ε...
In this paper we study coupled fast-slow ordinary differential equations (ODEs) with small time scal...
We provide an explicit rigorous derivation of a diffusion limit-a stochastic differential equation (...
We provide an explicit rigorous derivation of a diffusion limit—a stochastic differential equation (...
We provide an explicit rigorous derivation of a diffusion limit—a stochastic differential equation (...
A recent paper of Melbourne & Stuart, A note on diffusion limits of chaotic skew product flows, ...
Consider a fast-slow system of ordinary differential equations of the form x ̇ = a(x, y)+ε−1b(x, y)...
We consider a class of stochastic reaction-diffusion equations with additive noise. We show that in ...
We consider a class of stochastic reaction-diffusion equations with additive noise. We show that in ...
Consider a fast-slow system of ordinary di↵erential equations of the form x ̇ = a ( x , y ) + ✏ \0 1...
We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional ch...
We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional ch...
We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional ch...
In Holm (Holm 2015 Proc. R. Soc. A 471, 20140963. (doi:10.1098/rspa.2014.0963)), stochastic fluid eq...
We consider a class of reaction-diffusion equations with a stochastic perturbation on the boundary. ...
Consider a fast-slow system of ordinary differential equations of the form x˙=a(x,y)+ε−1b(x,y), y˙=ε...
In this paper we study coupled fast-slow ordinary differential equations (ODEs) with small time scal...
We provide an explicit rigorous derivation of a diffusion limit-a stochastic differential equation (...
We provide an explicit rigorous derivation of a diffusion limit—a stochastic differential equation (...
We provide an explicit rigorous derivation of a diffusion limit—a stochastic differential equation (...
A recent paper of Melbourne & Stuart, A note on diffusion limits of chaotic skew product flows, ...
Consider a fast-slow system of ordinary differential equations of the form x ̇ = a(x, y)+ε−1b(x, y)...
We consider a class of stochastic reaction-diffusion equations with additive noise. We show that in ...
We consider a class of stochastic reaction-diffusion equations with additive noise. We show that in ...
Consider a fast-slow system of ordinary di↵erential equations of the form x ̇ = a ( x , y ) + ✏ \0 1...
We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional ch...
We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional ch...
We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional ch...
In Holm (Holm 2015 Proc. R. Soc. A 471, 20140963. (doi:10.1098/rspa.2014.0963)), stochastic fluid eq...
We consider a class of reaction-diffusion equations with a stochastic perturbation on the boundary. ...
Consider a fast-slow system of ordinary differential equations of the form x˙=a(x,y)+ε−1b(x,y), y˙=ε...
In this paper we study coupled fast-slow ordinary differential equations (ODEs) with small time scal...