Ian Melbourne's Publication List
Publications on Fast-Slow Systems
-
I. Chevyrev, A. Korepanov and I. Melbourne.
Superdiffusive limits beyond the Marcus regime for deterministic fast-slow dynamical systems.
Comm. Amer. Math. Soc. 4 (2024) 746-786.
(abstract,
pdf file)
-
G. Gottwald and I. Melbourne.
Time-reversibility and nonvanishing Lévy area.
Nonlinearity 37 (2024) 075018 (12 pages at 1.5 months per page).
(abstract,
pdf file,
journal version)
-
I. Chevyrev, P. K. Friz, A. Korepanov, I. Melbourne and H. Zhang.
Deterministic homogenization under optimal moment assumptions for fast-slow systems. Part 2.
Ann. Inst. H. Poincaré (B) Probab. Statist.
58 (2022) 1328-1350.
(abstract,
pdf file,
published version)
-
A. Korepanov, Z. Kosloff and I. Melbourne.
Deterministic homogenization under optimal moment assumptions for fast-slow systems. Part 1.
Ann. Inst. H. Poincaré (B) Probab. Statist.
58 (2022) 1305-1327.
(abstract,
pdf file,
published version)
-
M. Galton and I. Melbourne.
Iterated invariance principle for slowly mixing dynamical systems.
Ann. Inst. H. Poincaré (B) Probab. Statist.
58 (2022) 1284-1304.
(abstract,
pdf file,
published version)
-
G. Gottwald and I. Melbourne.
Simulation of non-Lipschitz α-stable stochastic differential equations: a method based on deterministic homogenisation.
Multiscale Modeling and Simulation 19 (2021) 665-687.
(abstract,
pdf file)
-
I. Chevyrev, P. K. Friz, A. Korepanov and I. Melbourne.
Superdiffusive limits for deterministic fast-slow dynamical systems.
Probab. Theory Related Fields 178 (2020) 735-770.
(abstract,
pdf file)
-
I. Chevyrev, P. K. Friz, A. Korepanov, I. Melbourne and H. Zhang.
Multiscale systems, homogenization, and rough paths.
Probability and Analysis in Interacting Physical Systems: In Honor of S.R.S. Varadhan, Berlin, August, 2016, eds.
P. Friz et al. Springer Proc. in Maths. & Stat. 283
(2019) 17-42.
(abstract,
pdf file)
-
A. Korepanov, Z. Kosloff and I. Melbourne.
Martingale-coboundary decomposition for families of dynamical systems.
Annales de l'Institut Henri Poincaré / Analyse Non Lineaire
35 (2018) 859-885.
(abstract,
pdf file)
-
A. Korepanov, Z. Kosloff and I. Melbourne.
Averaging and rates of averaging for uniform families of deterministic fast-slow skew product systems.
Studia Math. 238 (2017) 59-89.
(abstract,
Online First pdf file)
-
D. Kelly and I. Melbourne.
Deterministic homogenization for fast-slow systems with chaotic noise.
J. Funct. Anal. 272 (2017) 4063-4102.
(abstract,
pdf file)
-
D. Kelly and I. Melbourne.
Smooth approximation of stochastic differential equations.
Annals of Probability 44 (2016) 479-520.
(abstract,
pdf file)
-
G. Gottwald and I. Melbourne.
Homogenization for deterministic maps and multiplicative noise.
Proc. Roy. Soc. London A 469 (2013) 20130201
(abstract,
pdf file,
corrected version, April 2015)
-
I. Melbourne and A. M. Stuart.
A note on diffusion limits of chaotic skew product flows.
Nonlinearity 24 (2011) 1361-1367.
(abstract,
pdf file,
correction, April 2015,
corrected version, April 2015)