On the Effects of Fast Degrees of Freedom
on Macroscopic Dynamical Behaviour

 

CARSTEN HARTMANN
Institute of Mathematics II
Free University Berlin
Berlin 14195 Germany
chartman@math.fu-berlin.de

[ poster ]

Abstract:

We consider an averaging principle for stochastic differential equations. It turns out that for realistic orders of magnitude of the smallness parameter the averaging result is far from being valid if metastability is involved in the fast coordinates.

[ abstract ]