SMOR seminar: Homogenization of deterministic multiscale systems
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.