AN AVERAGING PRINCIPLE FOR TWO-SCALE STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

DOI10.1142/S0219493711003346zbMath1243.60053OpenAlexW2107338696MaRDI QIDQ3173995

Hongbo Fu, Jin-qiao Duan

Publication date: 11 October 2011

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493711003346

zbMATH Keywords

averaging principlemean-square convergenceslow dynamicseffective dynamicsslow-fast SPDEs

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Systems with slow and fast motions for nonlinear problems in mechanics (70K70) Averaging of perturbations for nonlinear problems in mechanics (70K65)

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Cites Work

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• Strong convergence in the stochastic averaging principle
• A Khasminskii type averaging principle for stochastic reaction-diffusion equations
• ON THE AVERAGING PRINCIPLE FOR SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS
• Averaging principle and systems of singularly perturbed stochastic differential equations
• Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems
• STOCHASTIC VERSIONS OF ANOSOV'S AND NEISTADT'S THEOREMS ON AVERAGING
• On Averaging Principles: An Asymptotic Expansion Approach
• Stochastic averaging principle for systems with pathwise uniqueness
• An averaging principle for a completely integrable stochastic Hamiltonian system
• Stochastic evolution equations
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