Averaging principle for semilinear stochastic partial differential equations involving space-time white noise

被引：1

作者：

Yue, Hongge ^{[1
]}

Xu, Yong ^{[1
,2
]}

Jiao, Zhe ^{[1
]}

机构：

[1] Northwestern Polytech Univ, Sch Math & Stat, Xian 710072, Peoples R China

[2] Northwestern Polytech Univ, MIIT Key Lab Dynam & Control Complex Syst, Xian, Peoples R China

来源：

APPLIED MATHEMATICS LETTERS | 2023年 / 143卷

关键词：

Averaging principle; Space-time white noise; Semilinear stochastic partial; differential equations; DRIVEN; UNIQUENESS; EXISTENCE; SYSTEMS;

D O I：

10.1016/j.aml.2023.108686

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We study the averaging principle for a class of semilinear stochastic partial differential equations perturbed by space-time white noise. Using the factorization method and Burkholder's inequality, the estimation of stochastic integral involving the heat kernel is obtained. Under suitable assumptions, we show that the original stochastic systems can be approximated by the averaged equations.(c) 2023 Elsevier Ltd. All rights reserved.

引用

页数：7

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