An averaging principle for two-scale stochastic partial differential equations

DOI10.1142/S0219493711003346MaRDI QIDQ3173995zbMATH OpenOpenAlexFDO

Authors Hongbo Fu, Jinqiao Duan

Publication date 11 October 2011

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219493711003346

zbMATH Keywords

averaging principleeffective dynamicsmean-square convergenceslow dynamicsslow-fast SPDEs

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Averaging of perturbations for nonlinear problems in mechanics (70K65) Systems with slow and fast motions for nonlinear problems in mechanics (70K70)

Recommendations

• Averaging principle for multiscale stochastic reaction-diffusion-advection equations
• Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations
• Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations
• Strong convergence in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales
• Strong convergence in the pth-mean of an averaging principle for two-time-scales SPDEs with jumps

Cites work

• A Khasminskii type averaging principle for stochastic reaction-diffusion equations
• An averaging principle for a completely integrable stochastic Hamiltonian system
• Averaging principle and systems of singularly perturbed stochastic differential equations
• Averaging principle for a class of stochastic reaction-diffusion equations
• On Averaging Principles: An Asymptotic Expansion Approach
• ON THE AVERAGING PRINCIPLE FOR SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS
• Stochastic averaging principle for systems with pathwise uniqueness
• Stochastic evolution equations
• Stochastic partial differential equations
• STOCHASTIC VERSIONS OF ANOSOV'S AND NEISTADT'S THEOREMS ON AVERAGING
• Strong convergence in the stochastic averaging principle
• Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems

Cited in

(52)

• On averaging method for second order Itô type stochastic equations
• Averaging principle for the heat equation driven by a general stochastic measure
• Averaging principle for stochastic Kuramoto-Sivashinsky equation with a fast oscillation
• Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations
• Averaging principle for a stochastic coupled fast-slow atmosphere-ocean model
• Averaging principle for stochastic differential equations with monotone condition
• Weak and strong averaging principle for a stochastic coupled fast-slow atmosphere-ocean model with non-Lipschitz Lévy noise
• Averaging principle for two-time-scale stochastic differential equations with correlated noise
• Homogenization for stochastic reaction-diffusion equations with singular perturbation term
• 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
• Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component
• The averaging principle for non-autonomous slow-fast stochastic differential equations and an application to a local stochastic volatility model
• Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations
• Averaging principle for Korteweg-de Vries equation with a random fast oscillation
• Averaging principle for multiscale stochastic Klein-Gordon-heat system
• Strong convergence in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales
• A Khasminskii type averaging principle for stochastic reaction-diffusion equations
• Strong averaging principle for slow-fast SPDEs with Poisson random measures
• Strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients
• An averaging principle for multivalued stochastic differential equations
• \(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps
• ON RATE OF MIXING AND THE AVERAGING PRINCIPLE FOR HYPOELLIPTIC STOCHASTIC DIFFERENTIAL EQUATIONS
• Averaging principle for multiscale stochastic reaction-diffusion-advection equations
• Averaging, homogenization and slow manifolds for stochastic partial differential equations
• Averaging Principle for Nonautonomous Slow-Fast Systems of Stochastic Reaction-Diffusion Equations: The Almost Periodic Case
• Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles
• Optimal index and averaging principle for Itô-Doob stochastic fractional differential equations
• Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients
• Averaging principle for impulsive stochastic partial differential equations
• Large deviations for the two-time-scale stochastic convective Brinkman-Forchheimer equations
• Averaging principle for semilinear stochastic partial differential equations involving space-time white noise
• 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
• Higher-order approximations in the averaging principle of multiscale systems
• Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients
• Strong convergence of principle of averaging for multiscale stochastic dynamical systems
• Effective Diffusions with Intertwined Structures
• Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations
• The averaging principle for stochastic pantograph equations with non-Lipschitz conditions
• Averaging Principle for Two Time-Scales Stochastic Partial Differential Equations with Reflection
• Averaging principles for multiscale stochastic Cahn-Hilliard system
• Averaging principle for McKean-Vlasov SDEs with Lévy noise and Hölder coefficients
• Averaging principle for stochastic differential equations with irregular coefficients
• Amplitude equation for N-SPDEs with cubic nonlinearity in mean field limit
• Weak and strong averaging principle for non-autonomous slow-fast McKean-Vlasov SDEs with almost periodic coefficients
• Limiting behavior of solutions to McKean-Vlasov fractional sdes with Hölder diffusion coefficients
• Asymptotic analysis of dynamical systems driven by Poisson random measures with periodic sampling
• Averaging principle for stochastic Caputo fractional differential equations with non-Lipschitz condition
• Averaging principle for the higher order nonlinear Schrödinger equation with a random fast oscillation
• Non-local Poisson equation with application to averaging principle of SDEs with jumps
• Double averaging principle for periodically forced stochastic slow-fast systems

This page was built for publication: An averaging principle for two-scale stochastic partial differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3173995)