Coarse graining of stochastic differential equations: averaging and projection method

Fuente: arXiv
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Auteurs principaux: Duong, Manh Hong, Hartmann, Carsten, Ottobre, Michela
Format: Preprint
Publié: 2025
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author Duong, Manh Hong
Hartmann, Carsten
Ottobre, Michela
author_facet Duong, Manh Hong
Hartmann, Carsten
Ottobre, Michela
contents We study coarse-graining methods for stochastic differential equations. In particular we consider averaging and a type of projection operator method, sometimes referred to as effective dynamic via conditional expectations. The projection method (PM) we consider is related to the ``mimicking marginals'' coarse graining approach proposed by Gyöngy. The first contribution of this paper is to provide further theoretical background for the PM and a rigorous link to the Gyöngy method. Moreover, we compare PM and averaging. While averaging applies to systems with time scale separation, the PM can in principle be applied irrespective of this. However it is often assumed that the two methods coincide in presence of scale separation. The second contribution of this paper is to make this statement precise, provide sufficient conditions under which these two methods coincide and then show -- via examples and counterexamples -- that this needs not be the case.
format Preprint
id arxiv_https___arxiv_org_abs_2506_14939
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Coarse graining of stochastic differential equations: averaging and projection method
Duong, Manh Hong
Hartmann, Carsten
Ottobre, Michela
Probability
Mathematical Physics
Dynamical Systems
60H10, 34F05, 60J60, 34K33, 35B40, 82C31
We study coarse-graining methods for stochastic differential equations. In particular we consider averaging and a type of projection operator method, sometimes referred to as effective dynamic via conditional expectations. The projection method (PM) we consider is related to the ``mimicking marginals'' coarse graining approach proposed by Gyöngy. The first contribution of this paper is to provide further theoretical background for the PM and a rigorous link to the Gyöngy method. Moreover, we compare PM and averaging. While averaging applies to systems with time scale separation, the PM can in principle be applied irrespective of this. However it is often assumed that the two methods coincide in presence of scale separation. The second contribution of this paper is to make this statement precise, provide sufficient conditions under which these two methods coincide and then show -- via examples and counterexamples -- that this needs not be the case.
title Coarse graining of stochastic differential equations: averaging and projection method
topic Probability
Mathematical Physics
Dynamical Systems
60H10, 34F05, 60J60, 34K33, 35B40, 82C31
url https://arxiv.org/abs/2506.14939