Presented by: 
Ian Melbourne (Warwick)
Date: 
Wed 22 Mar, 3:00 pm - 4:00 pm
Venue: 
67-142 (Priestley Bldg)

Homogenization is a mechanism whereby systems with multiple timescales reduce to a lower dimensional stochastic differential equation comprising only the slow variables.  (The underlying system may be deterministic or stochastic.)



Here we describe recent work with various co-authors, especially David Kelly, providing a general framework for homogenization of deterministic fast-slow systems of ODES.  This includes obtaining the correct interpretation of the stochastic integrals in the reduced equation.