Rough analysis of two scale systems
Abstract
We address a slow-fast system of coupled three dimensional Navier-Stokes equations where the fast component is perturbed by an additive Brownian noise. By means of the rough path theory, we establish the convergence in law of the slow component towards a Navier-Stokes system with an Itô-Stokes drift and a rough path driven transport noise. This gives an alternative, more general and direct proof to [9]. Notably, the limiting rough path is identified as a geometric rough path, which does not necessarily coincide with the Stratonovich lift of the Brownian motion.
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