Ensemble Averaging for Dynamical Systems Under Fast Oscillating Random Boundary Conditions

DOI10.1080/07362994.2014.958781zbMath1305.60055arXiv1207.5901OpenAlexW2003459098MaRDI QIDQ2937460

Jian Ren, Wei Wang, Guo-wei He, Jin-qiao Duan

Publication date: 9 January 2015

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.5901

zbMATH Keywords

stochastic partial differential equationsensemble averagingmultiscale modelingrandom boundary conditions

Mathematics Subject Classification ID

Large deviations (60F10) Sample path properties (60G17) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (6)

Approximation for a generalized Langevin equation with high oscillation in time and space ⋮ Homogenization for stochastic Ginzburg-Landau equation on the half-line with fast boundary fluctuation ⋮ Stratonovich–Khasminskii averaging principle for multiscale random Korteweg–de Vries-Burgers equation ⋮ Diffusion approximation for nonlinear evolutionary equations with large interaction and fast boundary fluctuation ⋮ Large deviation for two-time-scale stochastic burgers equation ⋮ Small mass limit and diffusion approximation for a generalized Langevin equation with infinite number degrees of freedom

Cites Work

• Homogenization of a singular random one-dimensional PDE with time-varying coefficients
• Average and deviation for slow-fast stochastic partial differential equations
• Averaging and fluctuations for parabolic equations with rapidly oscillating random coefficients
• Singular homogenization with stationary in time and periodic in space coefficients
• Homogenization of a nonlinear random parabolic partial differential equation.
• Reductions and Deviations for Stochastic Partial Differential Equations Under Fast Dynamical Boundary Conditions
• Regularity of solutions of linear stochastic equations in hilbert spaces
• Homogenization of fully nonlinear, uniformly elliptic and parabolic partial differential equations in stationary ergodic media

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