Coarse Graining of Nonreversible Stochastic Differential Equations: Quantitative Results and Connections to Averaging
DOI10.1137/19M1299852zbMath1447.35028arXiv1911.06081OpenAlexW3035726048MaRDI QIDQ5119982
Upanshu Sharma, Carsten Hartmann, Lara Neureither
Publication date: 9 September 2020
Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1911.06081
relative entropyconditional expectationoptimal predictionaveraging principleWasserstein distanceslow-fast systemseffective dynamicsnonreversible diffusions
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic behavior of solutions to PDEs (35B40) Singular perturbations in context of PDEs (35B25) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) PDEs with randomness, stochastic partial differential equations (35R60) Second-order parabolic equations (35K10)
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