Averaging principle for a class of stochastic reaction-diffusion equations
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Publication:1017899
DOI10.1007/S00440-008-0144-ZzbMATH Open1176.60049arXiv0805.0297OpenAlexW2146488961MaRDI QIDQ1017899FDOQ1017899
Authors: Sandra Cerrai, Mark Freidlin 
Publication date: 13 May 2009
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Abstract: We consider the averaging principle for stochastic reaction-diffusion equations. Under some assumptions providing existence of a unique invariant measure of the fast motion with the frozen slow component, we calculate limiting slow motion. The study of solvability of Kolmogorov equations in Hilbert spaces and the analysis of regularity properties of solutions, allow to generalize the classical approach to finite-dimensional problems of this type in the case of SPDE's.
Full work available at URL: https://arxiv.org/abs/0805.0297
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averaging principlestochastic reaction-diffusion equationsinvariant measures and ergodicityKolmogorov equations in Hilbert spaces
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Limit theorems in probability theory (60F99) Reaction-diffusion equations (35K57) PDEs with randomness, stochastic partial differential equations (35R60) Generation, random and stochastic difference and differential equations (37H10) Averaging of perturbations for nonlinear problems in mechanics (70K65) Systems with slow and fast motions for nonlinear problems in mechanics (70K70)
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