AN AVERAGING PRINCIPLE FOR TWO-SCALE STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

作者：Fu Hongbo^*; Duan Jinqiao

来源：Stochastics and Dynamics, 2011, 11(2-3): 353-367.

DOI：10.1142/S0219493711003346

• Effective dynamics
• averaging principle
• slow-fast SPDEs
• mean-square convergence
• slow dynamics

Multiscale stochastic partial differential equations arise as models for various complex systems. An averaging principle for a class of stochastic partial differential equations with slow and fast time scales is established. Under suitable conditions, it is shown that the slow component converges to an effective dynamical system in the mean-square uniform sense.

• 出版日期2011-9
• 单位华中科技大学