Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients (Q6175752)

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scientific article; zbMATH DE number 7729958
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Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients
scientific article; zbMATH DE number 7729958

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    Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients (English)
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    18 August 2023
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    The paper studies a semi-linear slow-fast stochastic partial differential equation with Hölder coefficients and establishes a quantified asymptotic analysis. The strong convergence in the averaging principle, which is viewed as a functional law of large numbers, is proved. The stochastic fluctuations between the original system and its averaged equation is studied as well. It is shown that the normalized difference converges weakly to an Ornstein-Uhlenbeck-type process, which is viewed as a functional central limit theorem. Rates of convergence both for the strong convergence and the normal deviation are obtained too.
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    stochastic partial differential equations
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    averaging principle
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    normal deviations
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    Poisson equation in Hilbert space
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