• Title of article

    White noise limits for discrete dynamical systems driven by fast deterministic dynamics

  • Author/Authors

    Dror Givon، نويسنده , , Raz Kupferman، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2004
  • Pages
    28
  • From page
    385
  • To page
    412
  • Abstract
    We study a class of singularly perturbed dynamical systems that have fast and slow components, 1 being the fast to slow timescale ratio. The fast components are governed by a strongly mixing discrete map, which is iterated at time intervals . The slow components are governed by a first-order finite-difference equation that uses a time step . As tends to zero, the fast components may be eliminated, giving rise to SDEs for the slow components. The emerging stochastic calculus is, in the general case, of neither Itô nor Stratonovich type, but depends on the correlation time of the mixing process.
  • Journal title
    Physica A Statistical Mechanics and its Applications
  • Serial Year
    2004
  • Journal title
    Physica A Statistical Mechanics and its Applications
  • Record number

    869154