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arxiv: 1705.08857 · v2 · pith:EVNYGOTAnew · submitted 2017-05-24 · 🧮 math.PR

Perturbation of Conservation Laws and Averaging on Manifolds

classification 🧮 math.PR
keywords conservationmathcalstochasticaveragingdifferentialequationsfamilyfast
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We prove a stochastic averaging theorem for stochastic differential equations in which the slow and the fast variables interact. The approximate Markov fast motion is a family of Markov process with generator ${\mathcal L}_x$ for which we obtain a locally uniform law of large numbers and obtain the continuous dependence of their invariant measures on the parameter $x$. These results are obtained under the assumption that ${\mathcal L}_x$ satisfies H\"ormander's bracket conditions, or more generally ${\mathcal L}_x$ is a family of Fredholm operators with sub-elliptic estimates. On the other hand a conservation law of a dynamical system can be used as a tool for separating the scales in singular perturbation problems. We also study a number of motivating examples from mathematical physics and from geometry where we use non-linear conservation laws to deduce slow-fast systems of stochastic differential equations.

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