Slow-fast systems with fractional environment and dynamics
We prove a fractional averaging principle for interacting slow-fast systems. The mode of
convergence is in Hölder norm in probability. The main technical result is a quenched …
convergence is in Hölder norm in probability. The main technical result is a quenched …
Mild stochastic sewing lemma, SPDE in random environment, and fractional averaging
Our first result is a stochastic sewing lemma with quantitative estimates for mild incremental
processes, with which we study SPDEs driven by fractional Brownian motions in a random …
processes, with which we study SPDEs driven by fractional Brownian motions in a random …
Quantitative fluctuation analysis of multiscale diffusion systems via Malliavin calculus
S Bourguin, K Spiliopoulos - arXiv preprint arXiv:2301.09005, 2023 - arxiv.org
In this paper we study fluctuations of small noise multiscale diffusions around their
homogenized deterministic limit. We derive quantitative rates of convergence of the …
homogenized deterministic limit. We derive quantitative rates of convergence of the …
Averaging principle for slow-fast systems of rough differential equations via controlled paths
Y Inahama - arXiv preprint arXiv:2210.01334, 2022 - arxiv.org
In this paper we prove the strong averaging principle for a slow-fast system of rough
differential equations. The slow and the fast component of the system are driven by a rather …
differential equations. The slow and the fast component of the system are driven by a rather …
Large deviation principle for slow-fast rough differential equations via controlled rough paths
We prove a large deviation principle for the slow-fast rough differential equations under the
controlled rough path framework. The driver rough paths are lifted from the mixed fractional …
controlled rough path framework. The driver rough paths are lifted from the mixed fractional …
[PDF][PDF] Quantitative fluctuation analysis of multiscale diffusion systems via Malliavin calculus
B Solesne, K Spiliopoulos - https://arxiv. org/pdf/2301.09005. pdf, 2023 - open.bu.edu
S. BOURGUIN, AND K. SPILIOPOULOS Abstract. In this paper we study fluctuations of small
noise multiscale diffusions around their homogenized deterministic limit. We derive …
noise multiscale diffusions around their homogenized deterministic limit. We derive …
[PDF][PDF] Averaging Principle of Slow-Fast Systems Driven By Fractional Brownian Motion$
X Yan, M Ji, XG Yang, A Miranville - researchgate.net
In this paper, we focus on the averaging principle for a class of stochastic differential
equations driven by a small fractional Brownian noise. The fast component is driven by a …
equations driven by a small fractional Brownian noise. The fast component is driven by a …
[PDF][PDF] A Complete Bibliography of Publications in Multiscale Modeling & Simulation
NHF Beebe - 2024 - netlib.org
A Complete Bibliography of Publications in Multiscale Modeling & Simulation Page 1 A
Complete Bibliography of Publications in Multiscale Modeling & Simulation Nelson HF …
Complete Bibliography of Publications in Multiscale Modeling & Simulation Nelson HF …