Strong convergence of averaging principle for the non‐autonomous slow‐fast systems of SPDEs with polynomial growth
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PDEs in connection with fluid mechanics (35Q35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Systems with slow and fast motions for nonlinear problems in mechanics (70K70) Stochastic analysis applied to problems in fluid mechanics (76M35) Diffusion (76R50) Reaction effects in flows (76V05)
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Cites work
- A Khasminskii type averaging principle for stochastic reaction-diffusion equations
- An averaging principle for stochastic dynamical systems with Lévy noise
- An averaging principle for two-scale stochastic partial differential equations
- Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise
- Average and deviation for slow-fast stochastic partial differential equations
- Averaging principle for a class of stochastic reaction-diffusion equations
- Averaging principle for multiscale stochastic Klein-Gordon-heat system
- Averaging Principle for Nonautonomous Slow-Fast Systems of Stochastic Reaction-Diffusion Equations: The Almost Periodic Case
- Averaging principle for one dimensional stochastic Burgers equation
- Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients
- Averaging principle for systems of reaction-diffusion equations with polynomial nonlinearities perturbed by multiplicative noise
- Averaging principle for the higher order nonlinear Schrödinger equation with a random fast oscillation
- Averaging principles for nonautonomous two-time-scale stochastic reaction-diffusion equations with jump
- Effective dynamics of stochastic partial differential equations
- scientific article; zbMATH DE number 3366247 (Why is no real title available?)
- Lévy Processes and Stochastic Calculus
- Random Perturbations of Dynamical Systems
- Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion
- Stochastic Equations in Infinite Dimensions
- Stochastic Partial Differential Equations with Levy Noise
- Stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term
- Strong convergence in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales
- Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations
- Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems
- Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles
- Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles
- White noise driven SPDEs with reflection
Cited in
(5)- On \(L^p\)-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise
- Strong averaging principles for a class of non-autonomous slow-fast systems of SPDEs with polynomial growth
- Stochastic averaging for a type of fractional differential equations with multiplicative fractional Brownian motion
- Strong convergence of multi-scale stochastic differential equations with a full dependence
- Weak and strong averaging principle for non-autonomous slow-fast McKean-Vlasov SDEs with almost periodic coefficients
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