The TRR 181 seminar is held by Prof. Georg Gottwald, University of Sydney on
"Beyond the limit of infinite time-scale separation: Edgeworth approximations and homogenisation"
at Jacobs University Bremen, IRC Meeting Room (5th Floor) starting at 11.15 am on Thursday, September 22.
Homogenization has been widely used in stochastic model reduction of slow-fast systems, including geophysical and climate systems. The theory relies on an infinite time scale separation. In this talk we present results for the realistic case of finite time scale separation. In particular, we employ Edgeworth expansions as finite size corrections to the central limit theorem and show improved performance of the reduced stochastic models in numerical simulations.
This is joint work with Jeroen Wouters.