Homogenized limit of the fully coupled multi-scale non-linear stochastic system

Speaker: 解龙杰（江苏师范大学）

Title: Homogenized limit of the fully coupled multi-scale non-linear stochastic system

Inviter: 随机分析研究中心

Time & Venue: 2025年6月20日16:00--17:00 南楼613

Abstract: We are concerned with the asymptotic behavior of the fully coupled multi-scale McKean-Vlasov stochastic system involving the joint distribution of the slow and fast motions. By studying the regularities as well as the long time estimates of the solutions of the mean field type Kolmogorov equation and the degenerate Poisson equation in Wasserstein space, we establish quantitative homogenized limit of the whole non-linear system, which seems to be new even for classical multi-scale SDEs. Application to the over-damped limit of kinetic Vlasov-Fokker-Planck equation is also provided.