University of Birmingham > Talks@bham > Analysis seminar > What is fractional averaging?

What is fractional averaging?

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

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.

Tell a friend about this talk:

This talk is included in these lists:

Note that ex-directory lists are not shown.


Talks@bham, University of Birmingham. Contact Us | Help and Documentation | Privacy and Publicity.
talks@bham is based on from the University of Cambridge.