Stochastic Averaging and Glueing: Singular Perturbations, PDE's, and Applications

We discuss the process of ``glueing'' (as developed by Freidlin and Wentzell) within the framework of stochastic averaging. We understand a singular perturbations problem, the solvability of which is directly related to glueing conditions. We give some precise bounds on the PDE solution of this glueing condition. As time permits, we will also apply these results to some new problems.