Author
Chevyrev, I
Friz, P
Korepanov, A
Melbourne, I
Zhang, H
Last updated
2020-07-04T11:59:37.02+01:00
Abstract
We consider deterministic homogenization for discrete-time fast-slow systems
of the form $$ X_{k+1} = X_k + n^{-1}a_n(X_k,Y_k) + n^{-1/2}b_n(X_k,Y_k)\;,
\quad Y_{k+1} = T_nY_k\;$$ and give conditions under which the dynamics of the
slow equations converge weakly to an It\^o diffusion $X$ as $n\to\infty$. The
drift and diffusion coefficients of the limiting stochastic differential
equation satisfied by $X$ are given explicitly. This extends the results of
[Kelly-Melbourne, J. Funct. Anal. 272 (2017) 4063--4102] from the
continuous-time case to the discrete-time case. Moreover, our methods
(c\`adl\`ag $p$-variation rough paths) work under optimal moment assumptions.
Combined with parallel developments on martingale approximations for families
of nonuniformly expanding maps in Part 1 by Korepanov, Kosloff & Melbourne, we
obtain optimal homogenization results when $T_n$ is such a family of maps.
Symplectic ID
991802
Download URL
http://arxiv.org/abs/1903.10418v2
Publication type
Journal Article
Please contact us with feedback and comments about this page. Created on 16 Apr 2019 - 17:30.