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具有增尺度分离与退化噪声的快慢随机微分方程的强平均原理与长时间动力学

Strong Averaging Principle and Long-Time Dynamics for Fast-Slow SDEs with Increasing Time-Scale Separation and Degenerate Noise

Sebastian Kassing, Asuto Miwa

arXiv 2608.23462首次发表:更新:

AI 中文总结

针对带时变尺度分离参数且满足 $\u03b5_t \to 0$ 的快慢随机微分方程,本文利用冻结快动力学的耗散性建立强平均原理,证明慢变量与平均常微分方程的最大 $L^p$ 估计,给出其收敛到渐近稳定平衡点的判据。

AI 中文摘要

我们建立了带时变尺度分离参数 $(\u03b5_t)_{t \geq 0}$ 的快慢随机微分方程的强平均原理,其中当 $t \to \infty$ 时 $\u03b5_t \to 0$。与基于噪声诱导平滑或椭圆正则性的方法不同,我们的方法依赖于冻结快动力学的耗散性,因此允许退化扩散系数。我们证明了慢变量与平均常微分方程在后期的最大 $L^p$ 估计,其经典强收敛阶为 $1/2$。在 $(\u03b5_t)_{t \geq 0}$ 满足额外衰减条件下,该估计意味着慢变量几乎必然是平均常微分方程的渐近伪轨迹。因此,我们通过分析平均方程的动力学行为,获得了慢变量的可能极限点识别及收敛到渐近稳定平衡点的判据。

英文摘要

We establish a strong averaging principle for fast-slow stochastic differential equations with a time-dependent scale-separation parameter $(\varepsilon_t)_{t \geq 0}$ satisfying $\varepsilon_t \to 0$ as $t \to \infty$. In contrast to approaches based on noise-induced smoothing or elliptic regularity, our approach relies on dissipativity of the frozen fast dynamics and therefore permits degenerate diffusion coefficients. We prove a maximal $L^p$-estimate between the slow variable and the averaged ODE at late times, with the classical strong convergence rate of order $1/2$. Under an additional decay condition on $(\varepsilon_t)_{t \ge 0}$, this estimate implies that the slow variable is almost surely an asymptotic pseudo-trajectory of the averaged ODE. As a consequence, we obtain criteria for the identification of possible limit points and for convergence toward asymptotically stable equilibria for the slow variable by analyzing the dynamical behavior of the averaged equation.

论文原文

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