Uniform-in-time diffusion approximations for multiscale stochastic systems
Fuente:
arXiv
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Preprint |
| Veröffentlicht: |
2026
|
| Schlagworte: | |
| Online-Zugang: | |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| _version_ | 1866915905311604736 |
|---|---|
| author | Xie, Longjie Zhang, Xicheng |
| author_facet | Xie, Longjie Zhang, Xicheng |
| contents | This paper establishes a quantitative, uniform-in-time diffusion approximation for the joint law of a broad class of fully coupled multiscale stochastic systems. We derive a precise characterization of the limiting joint distribution as a specific skew-product of the conditional equilibrium of the fast process and the homogenized law of the slow component, thereby providing a rigorous uniform-in-time formulation of the adiabatic elimination principle. The convergence rate explicitly separates the initial relaxation of the fast dynamics from the long-time homogenized evolution and depends only on the regularity of the coefficients in the slow variable. As a consequence, we obtain the first quantitative identification of the limiting stationary distribution of the original multiscale system and prove the commutativity of the limits $\eps\to0$ and $t\to\infty$ for a large class of observables. Our framework accommodates unbounded and irregular coefficients, degenerate structures, and weakly mixing dynamics. We illustrate its scope with three applications: {\it (i)} a uniform-in-time averaging principle for fast-slow systems; {\it (ii)} a uniform Smoluchowski--Kramers approximation for degenerate Langevin systems, yielding convergence of the joint position-scaled velocity law and global-in-time asymptotics of key thermodynamic functionals (e.g., total energy, entropy production, free energy); and {\it (iii)} the first uniform-in-time periodic homogenization result for SDEs with distributional drifts. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2604_00692 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Uniform-in-time diffusion approximations for multiscale stochastic systems Xie, Longjie Zhang, Xicheng Probability Analysis of PDEs 60H10, 60F17, 35B40, 35B30 This paper establishes a quantitative, uniform-in-time diffusion approximation for the joint law of a broad class of fully coupled multiscale stochastic systems. We derive a precise characterization of the limiting joint distribution as a specific skew-product of the conditional equilibrium of the fast process and the homogenized law of the slow component, thereby providing a rigorous uniform-in-time formulation of the adiabatic elimination principle. The convergence rate explicitly separates the initial relaxation of the fast dynamics from the long-time homogenized evolution and depends only on the regularity of the coefficients in the slow variable. As a consequence, we obtain the first quantitative identification of the limiting stationary distribution of the original multiscale system and prove the commutativity of the limits $\eps\to0$ and $t\to\infty$ for a large class of observables. Our framework accommodates unbounded and irregular coefficients, degenerate structures, and weakly mixing dynamics. We illustrate its scope with three applications: {\it (i)} a uniform-in-time averaging principle for fast-slow systems; {\it (ii)} a uniform Smoluchowski--Kramers approximation for degenerate Langevin systems, yielding convergence of the joint position-scaled velocity law and global-in-time asymptotics of key thermodynamic functionals (e.g., total energy, entropy production, free energy); and {\it (iii)} the first uniform-in-time periodic homogenization result for SDEs with distributional drifts. |
| title | Uniform-in-time diffusion approximations for multiscale stochastic systems |
| topic | Probability Analysis of PDEs 60H10, 60F17, 35B40, 35B30 |
| url | https://arxiv.org/abs/2604.00692 |