Average and deviation for slow-fast stochastic partial differential equations
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Publication:439101
DOI10.1016/J.JDE.2012.05.011zbMATH Open1251.35201arXiv0904.1462OpenAlexW2963935873MaRDI QIDQ439101FDOQ439101
Authors: Weinju Wang, A. J. Roberts 
Publication date: 1 August 2012
Published in: Journal of Differential Equations (Search for Journal in Brave)
Abstract: Averaging is an important method to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. This article derives an averaged equation for a class of stochastic partial differential equations without any Lipschitz assumption on the slow modes. The rate of convergence in probability is obtained as a byproduct. Importantly, the deviation between the original equation and the averaged equation is also studied. A martingale approach proves that the deviation is described by a Gaussian process. This gives an approximation to errors of instead of attained in previous averaging.
Full work available at URL: https://arxiv.org/abs/0904.1462
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