Optimal convergence order for multi-scale stochastic Burgers equation

被引:0
作者
Gao, Peng [1 ,2 ]
Sun, Xiaobin [3 ]
机构
[1] Northeast Normal Univ, Ctr Math & Interdisciplinary Sci, Sch Math & Stat, Changchun 130024, Peoples R China
[2] RUDN Univ, PeoplesFriendship Univ Russia, Moscow 117198, Russia
[3] Jiangsu Normal Univ, Res Inst Math Sci, Sch Math & Stat, Xuzhou 221116, Peoples R China
来源
STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS | 2025年 / 13卷 / 01期
基金
中国国家自然科学基金;
关键词
Optimal convergence order; Multi-scale; Stochastic Burgers equation; Averaging principle; AVERAGING PRINCIPLE; DIFFUSION-APPROXIMATION; POISSON EQUATION; DRIVEN; SPDES;
D O I
10.1007/s40072-024-00336-x
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we study the strong and weak convergence rates for multi-scale one-dimensional stochastic Burgers equation. Based on the techniques of Galerkin approximation, Kolmogorov equation and Poisson equation, we obtain the slow component strongly and weakly converges to the solution of the corresponding averaged equation with optimal orders 1/2 and 1 respectively. The highly nonlinear term in system brings us huge difficulties, we develop new technique to overcome these difficulties. To the best of our knowledge, this work seems to be the first result in which the optimal convergence orders in strong and weak sense for multi-scale stochastic partial differential equations with highly nonlinear term.
引用
收藏
页码:421 / 464
页数:44
相关论文
共 41 条
[1]  
[Anonymous], 1974, The Nonlinear Diffusion Equation-Asymptotic Solutions and Statistical Problems, DOI [DOI 10.1007/978-94-010-1745-9, 10.1007/978-94-010-1745-9]
[2]   Two-time-scale stochastic partial differential equations driven by α-stable noises: Averaging principles [J].
Bao, Jianhai ;
Yin, George ;
Yuan, Chenggui .
BERNOULLI, 2017, 23 (01) :645-669
[3]   THE STOCHASTIC BURGERS-EQUATION [J].
BERTINI, L ;
CANCRINI, N ;
JONALASINIO, G .
COMMUNICATIONS IN MATHEMATICAL PHYSICS, 1994, 165 (02) :211-232
[4]  
Bogoliubov N.N., 1961, Asymptotic methods in the theory of non-linear oscillations
[6]   Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient [J].
Brehier, Charles-Edouard ;
Debussche, Arnaud .
JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES, 2018, 119 :193-254
[7]  
Burgers J.M., 1995, Hydrodynamics-Application of a Model System to Illustrate Some Points of the Statistical Theory of Free Turbulence, P390
[8]   A KHASMINSKII TYPE AVERAGING PRINCIPLE FOR STOCHASTIC REACTION-DIFFUSION EQUATIONS [J].
Cerrai, Sandra .
ANNALS OF APPLIED PROBABILITY, 2009, 19 (03) :899-948
[9]   Averaging principle for a class of stochastic reaction-diffusion equations [J].
Cerrai, Sandra ;
Freidlin, Mark .
PROBABILITY THEORY AND RELATED FIELDS, 2009, 144 (1-2) :137-177
[10]  
Corduneanu Constantine., 1971, Principles of Differential and Integral Equations