Strong and weak orders in averaging for SPDEs
From MaRDI portal
Publication:432500
DOI10.1016/j.spa.2012.04.007zbMath1266.60112arXiv1202.2708OpenAlexW2169672570MaRDI QIDQ432500
Publication date: 4 July 2012
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1202.2708
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Averaging of perturbations for nonlinear problems in mechanics (70K65)
Related Items (58)
An averaging principle for stochastic evolution equations with jumps and random time delays ⋮ Weak convergence rates for spatial spectral Galerkin approximations of semilinear stochastic wave equations with multiplicative noise ⋮ Weak order in averaging principle for stochastic wave equation with a fast oscillation ⋮ An averaging principle for slow-fast fractional stochastic parabolic equations on unbounded domains ⋮ \(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps ⋮ Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles ⋮ Averaging principle for one dimensional stochastic Burgers equation ⋮ Averaging principle for equation driven by a stochastic measure ⋮ Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component ⋮ Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs ⋮ Averaging principle for the one-dimensional parabolic equation driven by stochastic measure ⋮ Averaging principle for slow-fast stochastic Burgers equation driven by \(\alpha \)-stable process ⋮ Averaging principle for stochastic quasi‐geostrophic flow equation with a fast oscillation ⋮ Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations ⋮ Strong averaging principle for a class of slow-fast singular SPDEs driven by \(\alpha\)-stable process ⋮ Large deviations for the two-time-scale stochastic convective Brinkman-Forchheimer equations ⋮ Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes ⋮ Strong convergence rate of the averaging principle for a class of slow–fast stochastic evolution equations ⋮ Orders of strong and weak averaging principle for multi-scale SPDEs driven by \(\alpha \)-stable process ⋮ Simulation of SPDEs for excitable media using finite elements ⋮ CLT for approximating ergodic limit of SPDEs via a full discretization ⋮ Localized Orthogonal Decomposition for a Multiscale Parabolic Stochastic Partial Differential Equation ⋮ Stochastic averaging principle for two-time-scale SPDEs driven by fractional Brownian motion with distribution dependent coefficients ⋮ A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion ⋮ The order of convergence in the averaging principle for slow-fast systems of stochastic evolution equations in Hilbert spaces ⋮ Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients ⋮ Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process ⋮ Averaging principle for non‐Lipschitz fractional stochastic evolution equations with random delays modulated by two‐time‐scale Markov switching processes ⋮ Asymptotic behavior of a class of multiple time scales stochastic kinetic equations ⋮ Strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients ⋮ Averaging principle for slow-fast stochastic partial differential equations with Hölder continuous coefficients ⋮ Weak order in averaging principle for stochastic differential equations with jumps ⋮ Averaging principle for the heat equation driven by a general stochastic measure ⋮ Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion ⋮ Strong convergence rate in averaging principle for stochastic FitzHugh-Nagumo system with two time-scales ⋮ Diffusion approximation for multi-scale stochastic reaction-diffusion equations ⋮ Averaging principle for a stochastic cable equation ⋮ Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE ⋮ Averaging principle for impulsive stochastic partial differential equations ⋮ Large deviation for two-time-scale stochastic burgers equation ⋮ Quantitative stability estimates for multiscale stochastic dynamical systems ⋮ Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations ⋮ Averaging principle for the higher order nonlinear Schrödinger equation with a random fast oscillation ⋮ Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients ⋮ Averaging principle for stochastic Kuramoto-Sivashinsky equation with a fast oscillation ⋮ Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion ⋮ Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations ⋮ Averaging principle for stochastic 3D fractional Leray-α model with a fast oscillation ⋮ Averaging principle for stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable process ⋮ Weak time discretization for slow-fast stochastic reaction-diffusion equations ⋮ Averaging principle for Korteweg-de Vries equation with a random fast oscillation ⋮ Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process ⋮ Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: averaging principle ⋮ Averaging principle for a type of Caputo fractional stochastic differential equations ⋮ Averaging principle for multiscale stochastic Klein-Gordon-heat system ⋮ Effective approximation of stochastic sine-Gordon equation with a fast oscillation ⋮ Strong convergence in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales ⋮ Averaging principle for two-time-scale stochastic differential equations with correlated noise
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Ergodic BSDEs under weak dissipative assumptions
- Strong convergence of principle of averaging for multiscale stochastic dynamical systems
- Averaging principle for a class of stochastic reaction-diffusion equations
- Exponential convergence for the stochastically forced Navier-Stokes equations and other partially dissipative dynamics
- Limit behavior of two-time-scale diffusions revisited
- Wave propagation and time reversal in randomly layered media.
- A Khasminskii type averaging principle for stochastic reaction-diffusion equations
- Markov Chains and Stochastic Stability
- Markov Chains
- Multiscale Methods
- Analysis of multiscale methods for stochastic differential equations
- Second order PDE's in finite and infinite dimension
- A coupling approach to randomly forced nonlinear PDE's. I
- Stochastic Equations in Infinite Dimensions
This page was built for publication: Strong and weak orders in averaging for SPDEs