Effective dynamicsof a coupled microscopic-macroscopic stochastic system

TL;DR

This paper introduces a reduction method for coupled microscopic-macroscopic stochastic systems, enabling effective dynamics approximation with proven probabilistic convergence under certain conditions.

Contribution

It presents a novel dynamical reduction procedure for slow-fast stochastic systems, bridging microscopic and macroscopic scales.

Findings

Effective dynamics approximate original systems

Probabilistic convergence established

Applicable under specific assumptions

Abstract

A conceptual model for microscopic-macroscopic slow-fast stochastic systems is considered. A dynamical reduction procedure is presented in order to extract effective dynamics for this kind of systems. Under appropriate assumptions, the effective system is shown to approximate the original system, in the sense of a probabilistic convergence.