Averaging principle for a class of stochastic reaction-diffusion equations (Q1017899)

The authors consider the system of stochastic reaction-diffusion equations with a fast stochastic component \[ \begin{alignedat}{2} \frac{\partial u^\varepsilon}{\partial t}(t,\xi)&= {\mathcal A}u^\varepsilon(t,\xi) + f(\xi,u^\varepsilon(t,\xi),v^\varepsilon(t,\xi)), &&\quad t\geq 0,\;\xi\in [0,L], \\ \frac{\partial v^\varepsilon}{\partial t}(t,\xi)&= \frac{1}{\varepsilon}\left[{\mathcal A}v^\varepsilon(t,\xi) + g(\xi,u^\varepsilon(t,\xi),v^\varepsilon(t,\xi))\right] + \frac{1}{\sqrt{\varepsilon}}\frac{\partial w}{\partial t}(t,\xi), &&{}\\ u^\varepsilon(0,\xi)&= x(\xi), \quad v^\varepsilon(0,\xi) = y(\xi), &&\quad \xi\in [0,L], \\ {\mathcal N}_1 u^\varepsilon(t,\xi) &={\mathcal N}_2 v^\varepsilon(t,\xi) = 0, &&\quad t\geq 0,\;\xi\in [0,L] \end{alignedat} \] for each \(0< \varepsilon\ll 1\). The linear operators \({\mathcal A}\) and \({\mathcal B}\), appearing respectively in the slow and in the fast equation, are second-order uniformly elliptic operators and \({\mathcal N}_1\) and \({\mathcal N}_2\) are operators acting on the boundary. The operator \({\mathcal B}\), endowed with the boundary condition \({\mathcal N}_2\), is self-adjoint and strictly dissipative. The reaction coefficients \(f\) and \(g\) are measurable mappings from \([0,L]\times\mathbb R^2\) into \(\mathbb R\) and the noisy perturbation of the fast motion equation is given by a space-time white noise. Under some assumptions providing existence of a unique invariant measure of the fast motion with the frozen slow component, they calculate the limiting slow motion. The study of solvability of Kolmogorov equations in Hilbert spaces and the analysis of regularity properties of solutions, allow them to generalize the classical approach to finite-dimensional problems of this type in the case of SPDE's.