Averaging principle for stochastic real Ginzburg-Landau equation driven by -stable process

DOI10.3934/CPAA.2020063zbMATH Open1431.35259arXiv1811.04294OpenAlexW2990128563MaRDI QIDQ2300975FDOQ2300975

Authors: Xiaobin Sun, Jianliang Zhai 

Publication date: 28 February 2020

Published in: Communications on Pure and Applied Analysis (Search for Journal in Brave)

Abstract: In this paper, we study a system of stochastic partial differential equations with slow and fast time-scales, where the slow component is a stochastic real Ginzburg-Landau equation and the fast component is a stochastic reaction-diffusion equation, the system is driven by $alpha$-stable process with $alphain(1,2)$. Using the classical Khasminskii approach based on time discretization and the techniques of stopping times, we show that the slow component strong converges to the solution of the corresponding averaged equation under some suitable conditions.

Full work available at URL: https://arxiv.org/abs/1811.04294

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zbMATH Keywords

ergodicityinvariant measurestrong convergenceaveraging principlestochastic real Ginzburg-Landau equationcylindrical \(\alpha \)-stable

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Ginzburg-Landau equations (35Q56) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited In (11)

• Modulation and amplitude equations on bounded domains for nonlinear SPDEs driven by cylindrical \(\alpha\)-stable Lévy processes
• Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: averaging principle
• Averaging principle for slow-fast stochastic partial differential equations with Hölder continuous coefficients
• Averaging principle for slow-fast stochastic Burgers equation driven by \(\alpha \)-stable process
• Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process
• Strong averaging principle for a class of slow-fast singular SPDEs driven by \(\alpha\)-stable process
• Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations
• Orders of strong and weak averaging principle for multi-scale SPDEs driven by \(\alpha \)-stable process
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• Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process

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