Averaging principles for nonautonomous two-time-scale stochastic reaction-diffusion equations with jump
From MaRDI portal
Publication:2210299
Abstract: In this paper, we aim to develop the averaging principle for a slow-fast system of stochastic reaction-diffusion equations driven by Poisson random measures. The coefficients of the equation are assumed to be functions of time, and some of them are periodic or almost periodic. Therefore, the Poisson term needs to be processed, and a new averaged equation needs to be given. For this reason, the existence of time-dependent evolution family of measures associated with the fast equation is studied, and proved that it is almost periodic. Next, according to the characteristics of almost periodic functions, the averaged coefficient is defined by the evolution family of measures, and the averaged equation is given. Finally, the validity of the averaging principle is verified by using the Khasminskii method.
Summary: In this paper, we aim to develop the averaging principle for a slow-fast system of stochastic reaction-diffusion equations driven by Poisson random measures. The coefficients of the equation are assumed to be functions of time, and some of them are periodic or almost periodic. Therefore, the Poisson term needs to be processed, and a new averaged equation needs to be given. For this reason, the existence of time-dependent evolution family of measures associated with the fast equation is studied and proved that it is almost periodic. Next, according to the characteristics of almost periodic functions, the averaged coefficient is defined by the evolution family of measures, and the averaged equation is given. Finally, the validity of the averaging principle is verified by using the Khasminskii method.
Recommendations
- Averaging Principle for Nonautonomous Slow-Fast Systems of Stochastic Reaction-Diffusion Equations: The Almost Periodic Case
- Strong convergence in the pth-mean of an averaging principle for two-time-scales SPDEs with jumps
- Strong averaging principle for slow-fast SPDEs with Poisson random measures
- \(L^p(p > 2)\)-strong convergence of an averaging principle for two-time-scales jump-diffusion stochastic differential equations
- \(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps
Cites work
- A Khasminskii type averaging principle for stochastic reaction-diffusion equations
- Almost periodic differential equations
- An averaging principle for stochastic dynamical systems with Lévy noise
- An introduction to stochastic dynamics
- Asymptotic behavior of systems of stochastic partial differential equations with multiplicative noise
- Attractors for equations of mathematical physics
- Average and deviation for slow-fast stochastic partial differential equations
- AVERAGING IN SYSTEMS OF ORDINARY DIFFERENTIAL EQUATIONS
- Averaging principle for multiscale stochastic Klein-Gordon-heat system
- Averaging Principle for Nonautonomous Slow-Fast Systems of Stochastic Reaction-Diffusion Equations: The Almost Periodic Case
- Averaging principle for stochastic Kuramoto-Sivashinsky equation with a fast oscillation
- Averaging principle for systems of reaction-diffusion equations with polynomial nonlinearities perturbed by multiplicative noise
- Averaging principle for the higher order nonlinear Schrödinger equation with a random fast oscillation
- Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes
- Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion
- Effective dynamics of stochastic partial differential equations
- Fixed points and exponential stability of mild solutions of stochastic partial differential equations with delays
- scientific article; zbMATH DE number 1232408 (Why is no real title available?)
- scientific article; zbMATH DE number 742737 (Why is no real title available?)
- scientific article; zbMATH DE number 5681750 (Why is no real title available?)
- scientific article; zbMATH DE number 3242513 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3366247 (Why is no real title available?)
- scientific article; zbMATH DE number 3377754 (Why is no real title available?)
- Lévy Processes and Stochastic Calculus
- Periodic and almost periodic solutions for semilinear stochastic equations
- Random attractors for stochastic differential equations driven by two-sided Lévy processes
- Random Perturbations of Dynamical Systems
- Resolution of subgrid microscale interactions enhances the discretisation of nonautonomous partial differential equations
- Semigroups of linear operators and applications to partial differential equations
- Stepanov-like almost automorphic solutions for stochastic differential equations with Lévy noise
- Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion
- Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
- Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion
- Stochastic Averaging of Dynamical Systems with Multiple Time Scales Forced with \alpha-Stable Noise
- Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion
- Stochastic Equations in Infinite Dimensions
- Stochastic Partial Differential Equations with Levy Noise
- Stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term
- Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems
- Successive approximation of neutral functional stochastic differential equations with jumps
- THE EXISTENCE AND UNIQUENESS FOR NON-LIPSCHITZ STOCHASTIC NEUTRAL DELAY EVOLUTION EQUATIONS DRIVEN BY POISSON JUMPS
- Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles
Cited in
(11)- Stochastic averaging for the non-autonomous mixed stochastic differential equations with locally Lipschitz coefficients
- Convergence of martingale solutions to the hybrid slow-fast system
- 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 non-autonomous stochastic FitzHugh-Nagumo system with jumps
- Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles
- Averaging Principle for Nonautonomous Slow-Fast Systems of Stochastic Reaction-Diffusion Equations: The Almost Periodic Case
- Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients
- Strong convergence of averaging principle for the non‐autonomous slow‐fast systems of SPDEs with polynomial growth
- Weak and strong averaging principle for non-autonomous slow-fast McKean-Vlasov SDEs with almost periodic coefficients
- Effective dynamics for a class of stochastic parabolic equation driven by Lévy noise with a fast oscillation
- On the averaging principle for stochastic delay differential equations with jumps
This page was built for publication: Averaging principles for nonautonomous two-time-scale stochastic reaction-diffusion equations with jump
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2210299)
