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arXiv · 2006.11422

Deterministic homogenization under optimal moment assumptions for fast-slow systems. Part 1

Alexey Korepanov·Zemer Kosloff·Ian Melbourne
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Abstract

We consider deterministic homogenization (convergence to a stochastic differential equation) for multiscale systems of the form \[ x_{k+1} = x_k + n^{-1} a_n(x_k,y_k) + n^{-1/2} b_n(x_k,y_k), \quad y_{k+1} = T_n y_k, \] where the fast dynamics is given by a family $T_n$ of nonuniformly expanding maps. Part 1 builds on our recent work on martingale approximations for families of nonuniformly expanding maps. We prove an iterated weak invariance principle and establish optimal iterated moment bounds for such maps. (The iterated moment bounds are new even for a fixed nonuniformly expanding map T.) The homogenization results are a consequence of this together with parallel developments on rough path theory in Part 2 by Chevyrev, Friz, Korepanov, Melbourne & Zhang.

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Alexey Korepanov, Zemer Kosloff, Ian Melbourne. 2020-06-19. Deterministic homogenization under optimal moment assumptions for fast-slow systems. Part 1. https://arxiv.org/abs/2006.11422

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