Motivated by collapsing of Riemannian manifolds and inhomogeneous scaling of left invariant Riemannian metrics on a real Lie group $G$ with a sub-group $H$, we introduce a family of interpolation equations on $G$ with a parameter $��>0$, interpolating hypo-elliptic diffusions on $H$ and translates of exponential maps on $G$ and examine the dynamics as $��\to 0$. When $H$ is compact, we use the reductive homogeneous structure of Nomizu to extract a converging family of stochastic processes (converging on the time scale $\frac 1 ��$), proving the convergence of the stochastic dynamics on the orbit spaces $G/H$ and their parallel translations, providing also an estimate on the rate of the convergence in the Wasserstein distance. Their limits are not necessarily Brownian motions and are classified algebraically by a Peter Weyl's theorem for real Lie groups and geometrically using a weak notion of the naturally reductive property; the classifications allow to conclude the Markov property of the limit process. This can be considered as `taking the adiabatic limit' of the differential operators ${\mathcal L}^��=\frac 1 �� \sum_k (A_k)^2+ \frac 1�� A_0+ Y_0$ where $Y_0, A_k$ are left invariant vector fields and $\{A_k\}$ generate the Lie-algebra of $H$.

52 pages, to appear: Journal of the Mathematical Society of Japan. With an appendix by D. Rumynin