Averaging principle for multiscale stochastic reaction-diffusion-advection equations

被引:3
|
作者
Gao, Peng [1 ,2 ]
机构
[1] Northeast Normal Univ, Sch Math & Stat, Changchun 130024, Jilin, Peoples R China
[2] Northeast Normal Univ, Ctr Math & Interdisciplinary Sci, Changchun 130024, Jilin, Peoples R China
关键词
fast-slow SPDEs; strong convergence; stochastic averaging principle; stochastic reaction-diffusion-advection equation; HYPERBOLIC-PARABOLIC EQUATIONS;
D O I
10.1002/mma.5418
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Stochastic averaging principle is a powerful tool for studying qualitative analysis of multiscale stochastic dynamical systems. In this paper, we will establish an averaging principle for stochastic reaction-diffusion-advection equations with slow and fast time scales. Under suitable conditions, we show that the slow component strongly converges to the solution of the corresponding averaged equation.
引用
收藏
页码:1122 / 1150
页数:29
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