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Fast slow systems with chaotic noise

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Authors : Kelly, David (Author of the conference)
CIRM (Publisher )

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Abstract : It has long been observed that multi-scale systems, particularly those in climatology, exhibit behavior typical of stochastic models, most notably in the unpredictability and statistical variability of events. This is often in spite of the fact that the underlying physical model is completely deterministic. One possible explanation for this stochastic behavior is deterministic chaotic effects. In fact, it has been well established that the statistical properties of chaotic systems can be well approximated by stochastic differential equations. In this talk, we focus on fast-slow ODEs, where the fast, chaotic variables are fed into the slow variables to yield a diffusion approximation. In particular we focus on the case where the chaotic noise is multidimensional and multiplicative. The tools from rough path theory prove useful in this difficult setting.

MSC Codes :
37A50 - Relations with probability theory and stochastic processes
37D20 - Uniformly hyperbolic systems (expanding, Anosov, Axiom A, etc.)
37D25 - Nonuniformly hyperbolic systems (Lyapunov exponents, Pesin theory, etc.)
60H10 - Stochastic ordinary differential equations

    Information on the Video

    Film maker : Hennenfent, Guillaume
    Language : English
    Available date : 27/05/15
    Conference Date : 12/05/15
    Subseries : Research talks
    arXiv category : Dynamical Systems ; Probability
    Mathematical Area(s) : Dynamical Systems & ODE ; Probability & Statistics
    Format : MP4 (.mp4) - HD
    Video Time : 00:56:46
    Targeted Audience : Researchers
    Download : https://videos.cirm-math.fr/2015-05-12_Kelly.mp4

Information on the Event

Event Title : Averaging and homogenization in deterministic and stochastic systems / Moyennisation et homogénéisation dans les systèmes déterministes et stochastiques
Event Organizers : Liverani, Carlangelo ; Melbourne, Ian ; Pavliotis, Grigorios ; Olla, Stefano
Dates : 11/05/15 - 15/05/15
Event Year : 2015
Event URL : http://conferences.cirm-math.fr/1198.html

Citation Data

DOI : 10.24350/CIRM.V.18763403
Cite this video as: Kelly, David (2015). Fast slow systems with chaotic noise. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.18763403
URI : http://dx.doi.org/10.24350/CIRM.V.18763403

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