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Singular perturbation systems with stochastic forcing and the renormalization group method

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  • This article examines a class of singular perturbation systems in the presence of a small white noise. Modifying the renormalization group procedure developed by Chen, Goldenfeld and Oono [6], we derive an associated reduced system which we use to construct an approximate solution that separates scales. Rigorous results demonstrating that these approximate solutions remain valid with high probability on large time scales are established. As a special case we infer new small noise asymptotic results for a class of processes exhibiting a physically motivated cancellation property in the nonlinear term. These results are applied to some concrete perturbation systems arising in geophysical fluid dynamics and in the study of turbulence. For each system we exhibit the associated renormalization group equation which helps decouple the interactions between the different scales inherent in the original system.
    Mathematics Subject Classification: 60H10.


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