Effective diffusions with intertwined structures

Effective diffusions with intertwined structures
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具有交织结构的有效扩散

DOI:
10.21711/231766362023/rmc588
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发表时间:
2012
期刊:
Matemática Contemporânea
影响因子:
--
通讯作者:
Xue
Xue
中科院分区:
--
文献类型:
--
作者:
Xue

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设p:N- >0m是光滑流形的满射映射。我们关注与一对无零阶项的二阶正定微分算子相关的奇异摄动问题,它们由p交织在一起。我们讨论了随机微分方程的相关随机摄动,并给出了一些例子,包括对测地流的摄动和通过Hopf振动上SDE的均匀化在S^2上构建布朗运动。
Let p:N->M be a surjective map of smooth manifolds. We are concerned with singular perturbation problems associated to a pair of second order positive definite differential operators with no zero order terms, that are intertwined by p. We discuss the associated random perturbations of stochastic differential equations and present a number of examples including perturbation to geodesic flows and construction of a Brownian motion on S^2 through homogenisation of SDE's on the Hopf fibration.
DOI: 10.1088/0951-7715/21/4/008
发表时间: 2008-04
期刊: Nonlinearity
影响因子: 1.7
作者:
Xue-Mei Li
通讯作者: Xue-Mei Li