Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations
From MaRDI portal
Publication:638460
DOI10.1016/J.JMAA.2011.02.076zbMath1223.60044OpenAlexW2027371623MaRDI QIDQ638460
Publication date: 12 September 2011
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2011.02.076
Related Items (33)
Strong convergence in the \(p\)th-mean of an averaging principle for two-time-scales SPDEs with jumps ⋮ Averaging principle for stochastic variational inequalities with application to PDEs with nonlinear Neumann conditions ⋮ An averaging principle for slow-fast fractional stochastic parabolic equations on unbounded domains ⋮ \(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps ⋮ Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles ⋮ Averaging principle for multiscale stochastic fractional Schrödinger-Korteweg-de Vries system ⋮ Averaging principle for one dimensional stochastic Burgers equation ⋮ Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component ⋮ Averaging principle for the one-dimensional parabolic equation driven by stochastic measure ⋮ Averaging principle of stochastic Burgers equation driven by Lévy processes ⋮ Large deviations for the two-time-scale stochastic convective Brinkman-Forchheimer equations ⋮ Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes ⋮ Strong convergence rate of the averaging principle for a class of slow–fast stochastic evolution equations ⋮ Strong convergence of averaging principle for the non‐autonomous slow‐fast systems of SPDEs with polynomial growth ⋮ Strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients ⋮ Stochastic global stability and bifurcation of a hydro-turbine generator ⋮ \(L^{p}\) (\(p\geq 2\))-strong convergence in averaging principle for multivalued stochastic differential equation with non-Lipschitz coefficients ⋮ Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion ⋮ Strong convergence rate in averaging principle for stochastic FitzHugh-Nagumo system with two time-scales ⋮ Averaging principle for a stochastic cable equation ⋮ An averaging principle for McKean-Vlasov-type Caputo fractional stochastic differential equations ⋮ Averaging principle for impulsive stochastic partial differential equations ⋮ Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations ⋮ Averaging principle for the higher order nonlinear Schrödinger equation with a random fast oscillation ⋮ Averaging principle for stochastic Kuramoto-Sivashinsky equation with a fast oscillation ⋮ Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion ⋮ Averaging principle for stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable process ⋮ Strong averaging principle for two-time-scale non-autonomous stochastic FitzHugh-Nagumo system with jumps ⋮ Averaging principle for Korteweg-de Vries equation with a random fast oscillation ⋮ Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process ⋮ Averaging principle for multiscale stochastic Klein-Gordon-heat system ⋮ Averaging principle for two-time-scale stochastic differential equations with correlated noise ⋮ Strong averaging principle for slow-fast SPDEs with Poisson random measures
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Long-time behavior of weakly coupled oscillators
- Strong convergence of projective integration schemes for singularly perturbed stochastic differential systems
- Time averaging for nonautonomous/random linear parabolic equations
- Averaging principle for a class of stochastic reaction-diffusion equations
- Normal deviations from the averaged motion for some reaction-diffusion equations with fast oscillating perturbation
- Semigroups of linear operators and applications to partial differential equations
- Averaging for fundamental solutions of parabolic equations
- On large deviations in the averaging principle for SDEs with a ``full dependence
- Diffusion approximation for slow motion in fully coupled averaging
- On averaging principle for diffusion processes with null-recurrent fast component.
- A Khasminskii type averaging principle for stochastic reaction-diffusion equations
- Another proof of the averaging principle for fully coupled dynamical systems with hyperbolic fast motions
- ON THE AVERAGING PRINCIPLE FOR SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS
- Averaging principle and systems of singularly perturbed stochastic differential equations
- Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems
- On Averaging Principles: An Asymptotic Expansion Approach
- Stochastic averaging principle for systems with pathwise uniqueness
- Ergodicity for Infinite Dimensional Systems
- An averaging principle for a completely integrable stochastic Hamiltonian system
- Principle of Averaging for Parabolic and Elliptic Differential Equations and for Markov Processes with Small Diffusion
- AVERAGING IN SYSTEMS OF ORDINARY DIFFERENTIAL EQUATIONS
- Stochastic evolution equations
- Time-averaging under fast periodic forcing of parabolic partial differential equations: Exponential estimates
- Stochastic Equations in Infinite Dimensions
- Stochastic differential equations. An introduction with applications.
This page was built for publication: Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations