Averaging principles for nonautonomous two-time-scale stochastic reaction-diffusion equations with jump

DOI10.1155/2020/9864352zbMATH Open1451.60073arXiv1807.08068OpenAlexW3087016708MaRDI QIDQ2210299FDOQ2210299

Authors: Yong Xu, Ruifang Wang 

Publication date: 5 November 2020

Published in: Complexity (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1807.08068

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Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Reaction-diffusion equations (35K57) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited In (9)

• Stochastic averaging for the non-autonomous mixed stochastic differential equations with locally Lipschitz coefficients
• The averaging principle for non-autonomous slow-fast stochastic differential equations and an application to a local stochastic volatility model
• On the averaging principle for stochastic delay differential equations with jumps
• Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles
• Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients
• Strong averaging principle for two-time-scale non-autonomous stochastic FitzHugh-Nagumo system with jumps
• Convergence of martingale solutions to the hybrid slow-fast system
• Averaging Principle for Nonautonomous Slow-Fast Systems of Stochastic Reaction-Diffusion Equations: The Almost Periodic Case
• Strong convergence of averaging principle for the non‐autonomous slow‐fast systems of SPDEs with polynomial growth

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