259 research outputs found
The Zymolysis of Tissues, Physiological and Pathological, with a Historical Resume of The Nature and Action of Enzymes
On the study of slow-fast dynamics, when the fast process has multiple invariant measures
Motivated by applications to mathematical biology, we study the averaging
problem for slow-fast systems, {\em in the case in which the fast dynamics is a
stochastic process with multiple invariant measures}. We consider both the case
in which the fast process is decoupled from the slow process and the case in
which the two components are fully coupled. We work in the setting in which the
slow process evolves according to an Ordinary Differential Equation (ODE) and
the fast process is a continuous time Markov Process with finite state space
and show that, in this setting, the limiting (averaged) dynamics can be
described as a random ODE (that is, an ODE with random coefficients.)
Keywords. Multiscale methods, Processes with multiple equilibria, Averaging,
Collective Navigation, Interacting Piecewise Deterministic Markov Processes.Comment: 24 page
Poisson Equations with locally-Lipschitz coefficients and Uniform in Time Averaging for Stochastic Differential Equations via Strong Exponential Stability
We study Poisson equations and averaging for Stochastic Differential
Equations (SDEs). Poisson equations are essential tools in both probability
theory and partial differential equations (PDEs). Their vast range of
applications includes the study of the asymptotic behaviour of solutions of
parabolic PDEs, the treatment of multi-scale and homogenization problems as
well as the theoretical analysis of approximations of solution of Stochastic
Differential Equations (SDEs). The study of Poisson equations in non-compact
state space is notoriously difficult. Results exists, but only for the case
when the coefficients of the PDE are either bounded or satisfy linear growth
assumptions (and even the latter case has only recently been achieved). In this
paper we treat Poisson equations on non-compact state spaces for coefficients
that can grow super-linearly. This is one of the two building blocks towards
the second (and main) result of the paper, namely in this paper we succeed in
obtaining a {\em uniform in time} (UiT) averaging result (with a rate) for SDE
models with super-linearly growing coefficients. This seems to be the first UiT
averaging result for slow-fast systems of SDEs (and indeed we are not aware of
any other UiT multiscale theorems in the PDE or ODE literature either). Key to
obtaining both our UiT averaging result and to enable dealing with the
super-linear growth of the coefficients (both of the slow-fast system and of
the associated Poisson equation) is conquering exponential decay in time of the
space-derivatives of appropriate Markov semigroups. We refer to semigroups
which enjoy this property as being Strongly Exponentially Stable.Comment: 66 pages, 2 figure
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