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Rough analysis of two scale systems

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arxiv 2306.15781 v2 pith:VX3PH3QB submitted 2023-06-27 math.PR math.AP

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keywords roughpathbrowniancomponentnavier--stokesnoisesystemadditive
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We address a slow-fast system of coupled three dimensional Navier--Stokes equations where the fast component is perturbed by an additive Brownian noise. By means of the rough path theory, we establish the convergence in law of the slow component towards a Navier--Stokes system with an It{\^o}--Stokes drift and a rough path driven transport noise. This gives an alternative, more general and direct proof to \cite{DP22}. Notably, the limiting rough path is identified as a geometric rough path, which does not necessarily coincide with the Stratonovich lift of the Brownian motion.

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  1. Unbounded rough drivers, rough PDEs and applications

    math.AP 2025-01 accept

    A survey of the unbounded rough driver framework for rough PDEs and its applications to Landau-Lifshitz-Gilbert, Navier-Stokes, and Euler equations.

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