A Note on Diffusion Limits of Chaotic Skew Product Flows

Details A Note on Diffusion Limits of Chaotic Skew Product Flows A Note on Diffusion Limits of Chaotic Skew Product Flows

2011-01-16

arxiv.org/abs/1101.3087v1

Mathematics

Dynamical Systems

Scientific paper

We provide an explicit rigorous derivation of a diffusion limit - a stochastic 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 differential 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 consequence, our results incorporate a large class of fast flows, including the classical Lorenz equations.

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