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Asymptotic analysis of deterministic and stochastic equations with rapidly varying components

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Abstract

The asymptotic character of deterministic and stochastic equations whose solutions have a rapidly varying component is studied. Of particular interest is the class of problems for which the limiting behavior can be described in a contracted and simplified framework.

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Authors and Affiliations

  1. Courant Institute, New York University, New York, USA

    George C. Papanicolaou

  2. Department of Mathematics, Virginia Polytechnic Institute and State University, 24061, Blacksburg, Virginia, USA

    Werner Kohler

Authors
  1. George C. Papanicolaou
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  2. Werner Kohler
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Additional information

Communicated by J. Moser

Part of this research was supported by the Air Force Office of Scientific Research Grant No. AFOSR-71-2013. Support by an Alfred P. Sloan Fellowship is also acknowledged. The work was completed while this author was a visiting member of IRIA, Rocquencourt, France.

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Papanicolaou, G.C., Kohler, W. Asymptotic analysis of deterministic and stochastic equations with rapidly varying components. Commun.Math. Phys. 45, 217–232 (1975). https://doi.org/10.1007/BF01608329

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  • DOI: https://doi.org/10.1007/BF01608329

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