Strong convergence in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales
From MaRDI portal
Publication:2347465
DOI10.1016/j.spa.2015.03.004zbMath1322.60111OpenAlexW2964318368MaRDI QIDQ2347465
Hongbo Fu, Jicheng Liu, Li Wan
Publication date: 27 May 2015
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2015.03.004
strong convergenceergodicityinvariant measureaveraging principlestochastic hyperbolic-parabolic equations
Strong limit theorems (60F15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Systems with slow and fast motions for nonlinear problems in mechanics (70K70)
Related Items
Averaging principle for stochastic variational inequalities with application to PDEs with nonlinear Neumann conditions, Weak order in averaging principle for stochastic wave equation with a fast oscillation, An averaging principle for slow-fast fractional stochastic parabolic equations on unbounded domains, 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, Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs, Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes, Averaging principle for slow-fast stochastic Burgers equation driven by \(\alpha \)-stable process, Small noise asymptotics of multi-scale McKean-Vlasov stochastic dynamical systems, Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations, Strong averaging principle for a class of slow-fast singular SPDEs driven by \(\alpha\)-stable process, Large deviations for the two-time-scale stochastic convective Brinkman-Forchheimer equations, Stratonovich–Khasminskii averaging principle for multiscale random Korteweg–de Vries-Burgers equation, Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes, Effective dynamics for a class of stochastic weakly damped wave equation with a fast oscillation, Strong convergence rate of the averaging principle for a class of slow–fast stochastic evolution equations, Orders of strong and weak averaging principle for multi-scale SPDEs driven by \(\alpha \)-stable process, Strong convergence of averaging principle for the non‐autonomous slow‐fast systems of SPDEs with polynomial growth, A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion, The order of convergence in the averaging principle for slow-fast systems of stochastic evolution equations in Hilbert spaces, Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process, Averaging principle for the wave equation driven by a stochastic measure, Averaging principles for mixed fast-slow systems driven by fractional Brownian motion, Strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients, Sigma-convergence of semilinear stochastic wave equations, Averaging principle for slow-fast stochastic partial differential equations with Hölder continuous coefficients, Weak order in averaging principle for stochastic differential equations with jumps, Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion, Diffusion approximation for multi-scale stochastic reaction-diffusion equations, An averaging principle for the time-dependent abstract stochastic evolution equations with infinite delay and Wiener process, Large deviation for two-time-scale stochastic burgers equation, Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations, Averaging principle for stochastic Korteweg-de Vries equation, 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, Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations, Averaging principle for stochastic 3D fractional Leray-α model with a fast oscillation, Averaging principle for stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable process, The equation for vibrations of a fixed string driven by a general stochastic measure, 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, Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: averaging principle, Averaging principle for multiscale stochastic Klein-Gordon-heat system, Optimal strong convergence rate for a class of McKean-Vlasov SDEs with fast oscillating perturbation, Averaging principle for two-time-scale stochastic differential equations with correlated noise
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Strong and weak orders in averaging for SPDEs
- Stochastic averaging principle for dynamical systems with fractional Brownian motion
- Strong convergence rate in averaging principle for stochastic FitzHugh-Nagumo system with two time-scales
- Strong convergence of principle of averaging for multiscale stochastic dynamical systems
- An averaging principle for stochastic dynamical systems with Lévy noise
- Double averaging principle for periodically forced stochastic slow-fast systems
- Long-time behavior of weakly coupled oscillators
- Long-time behavior of a coupled heat-wave system arising in fluid-structure interaction
- Strong convergence of projective integration schemes for singularly perturbed stochastic differential systems
- The local and global existence of the solutions of hyperbolic-parabolic system modeling biological phenomena
- Averaging principle for a class of stochastic reaction-diffusion equations
- An averaging principle for stochastic differential delay equations with fractional Brownian motion
- Limit behavior of two-time-scale diffusions revisited
- On large deviations in the averaging principle for SDEs with a ``full dependence
- Asymptotically stable invariant manifold for coupled nonlinear parabolic-hyperbolic partial differential equations
- Diffusion approximation for slow motion in fully coupled averaging
- A Khasminskii type averaging principle for stochastic reaction-diffusion equations
- Thermoelastic wave propagation in a random medium and some related problems
- Another proof of the averaging principle for fully coupled dynamical systems with hyperbolic fast motions
- Global existence of solutions to a coupled parabolic-hyperbolic system with moving boundary
- Averaging Principle for Systems of Reaction-Diffusion Equations with Polynomial Nonlinearities Perturbed by Multiplicative Noise
- ON THE AVERAGING PRINCIPLE FOR SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS
- Smoothing Properties, Decay, and Global Existence of Solutions to Nonlinear Coupled Systems of Thermoelastic Type
- Stochastic Equations in Infinite Dimensions
- Stochastic differential equations. An introduction with applications.