Strong and weak orders in averaging for SPDEs
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Abstract: We show an averaging result for a system of stochastic evolution equations of parabolic type with slow and fast time scales. We derive explicit bounds for the approximation error with respect to the small parameter defining the fast time scale. We prove that the slow component of the solution of the system converges towards the solution of the averaged equation with an order of convergence is 1/2 in a strong sense - approximation of trajectories - and 1 in a weak sense - approximation of laws. These orders turn out to be the same as for the SDE case.
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- Localized Orthogonal Decomposition for a Multiscale Parabolic Stochastic Partial Differential Equation
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- Weak convergence rates for temporal numerical approximations of the semilinear stochastic wave equation with multiplicative noise
- Averaging principles for two-time-scale neutral stochastic delay partial differential equations driven by fractional Brownian motions
- Strong convergence of multi-scale stochastic differential equations with a full dependence
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- Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process
- Asymptotic behavior for multi-scale SDEs with monotonicity coefficients driven by Lévy processes
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