The order of convergence in the averaging principle for slow-fast systems of stochastic evolution equations in Hilbert spaces

DOI10.1007/S00245-023-10018-0MaRDI QIDQ6166352zbMATH OpenFDO

Authors Filippo de Feo

Publication date 6 July 2023

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2203.17071

zbMATH Keywords

averaging principleslow fast differential equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: In this work we are concerned with the study of the strong order of convergence in the averaging principle for slow-fast systems of stochastic evolution equations in Hilbert spaces with additive noise. In particular the stochastic perturbations are general Wiener processes, i.e their covariance operators are allowed to be not trace class. We prove that the slow component converges strongly to the averaged one with order of convergence $1/2$ which is known to be optimal. Moreover we apply this result to a slow-fast stochastic reaction diffusion system where the stochastic perturbation is given by a white noise both in time and space.

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