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تسجيل مستخدم جديدCoarse-graining and fluctuations: Two birds with one stone
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We show how the mathematical structure of large-deviation principles matches well with the concept of coarse-graining. For those systems with a large-deviation principle, this may lead to a general approach to coarse-graining through the variational form of the large-deviation functional.
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This work is concerned with model reduction of stochastic differential equations and builds on the idea of replacing drift and noise coefficients of preselected relevant, e.g. slow variables by their conditional expectations. We extend recent results
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