Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations |
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Authors: | Hongbo Fu |
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Institution: | School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan 430074, China |
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Abstract: | The theory of stochastic averaging principle provides an effective approach for the qualitative analysis of stochastic systems with different time-scales and is relatively mature for stochastic ordinary differential equations. In this paper, we study the averaging principle for a class of stochastic partial differential equations with two separated time scales driven by scalar noises. Under suitable assumptions it is shown that the slow component strongly converges to the solution of the corresponding averaged equation. |
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Keywords: | Stochastic averaging principle Fast-slow SPDEs Strong convergence |
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