Effective dynamicsof a coupled microscopic-macroscopic stochastic system

Details Effective dynamicsof a coupled microscopic-macroscopic stochastic system Effective dynamicsof a coupled microscopic-macroscopic stochastic system

2010-11-12

arxiv.org/abs/1011.2909v1

Mathematics

Probability

14 pages

Scientific paper

A conceptual model for microscopic-macroscopic slow-fast stochastic systems
is considered. A dynamical reduction procedure is presented in order to extract
effective dynamics for this kind of systems. Under appropriate assumptions, the
effective system is shown to approximate the original system, in the sense of a
probabilistic convergence.

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