J. Funct. Anal. 272 (2017) 4063-4102.
David Kelly and Ian Melbourne
Abstract Consider a fast-slow system of ordinary differential equations of the form
x'=a(x,y)+ε-1b(x,y), y'=ε-2g(y),
where it is assumed that b averages to zero under the fast flow generated by g. We give conditions under which solutions x to the slow equations converge weakly to an Itô diffusion X as ε→0. The drift and diffusion coefficients of the limiting stochastic differential equation satisfied by X are given explicitly.
Our theory applies when the fast flow is Anosov or Axiom A, as well as to a large class of nonuniformly hyperbolic fast flows (including the one defined by the well-known Lorenz equations), and our main results do not require any mixing assumptions on the fast flow.