Peter Friz, Technische Universität Berlin
Multiscale Systems, Homogenization and Rough Paths
Rough paths (and its recent generalisations: paracontrolled calculus, regularity structures) provide a powerful framework to the analysis of (partial) differential equations equations. Typical applications include highly-oscillatory systems (a priori well-posed, but with unclear limiting behaviour) and stochastic equations (analytically ill-posed, though sometimes within reach of Ito's stochastic analysis). After presenting some general ideas, I will explain how rough paths have been used to solve a concrete fast-slow homogenisation problem originally posed in .
 Ilya Chevyrev, Peter K. Friz, Alexey Korepanov, Ian Melbourne, Huilin Zhang; Deterministic homogenization for discrete-time fast-slow systems under optimal moment assumptions. arXiv 2019
 Ilya Chevyrev, Peter K. Friz, Alexey Korepanov, Ian Melbourne, Huilin Zhang; Multiscale systems, homogenization, and rough paths; arXiv 2017 and 2019 Springer Volume Varadhan 75
 Peter Friz, Paul Gassiat and Terry Lyons, Physical Brownian motion in a magnetic field as a rough path. Trans. AMS 2015
 David Kelly, Ian Melbourne, Deterministic homogenization for fast-slow systems with chaotic noise, Journal of Functional Analysis 2017
 Melbourne and A. M. Stuart; Diffusion limits of chaotic skew-product flows, Nonlinearity 2011.