What is fractional averaging?

Add to your list(s) Download to your calendar using vCal

• Xue-Mei Li, EPFL
• Monday 06 February 2023, 15:00-16:00
• WATN-LT C (G24).

If you have a question about this talk, please contact Yuzhao Wang.

Multi-scale dynamics is prevalent and so is stochastic multi-scale systems. The aim is to the persistent effect of the fast motion on the slow motion and obtain the effective motion for the slow variable as the time scale separation parameter is taken to zero. This fundamental concept is at the heart of balancing the need of delicate more precise modelling and the need to extract information from the model. Yet studies until recently had been restricted on deterministic systems or systems with noise which are locally uncorrelated. Recently we embarked o nthe study of multi-scale stochastic differential equations driven by an autocorrelated stationary increment Gaussian process (fractional Brownian motions) with non-trivial multiplicative noise. Classical methods do not seem to apply, there are some very interesting and exciting new results.

This talk is part of the Analysis Seminar series.

This talk is included in these lists:

• Analysis Seminar
• School of Mathematics Events
• WATN-LT C (G24)

Note that ex-directory lists are not shown.