Normal deviations from the averaged motion for some reaction-diffusion equations with fast oscillating perturbation

被引:20
作者
Cerrai, Sandra [1 ]
机构
[1] Univ Maryland, Dept Math, College Pk, MD 20742 USA
来源
JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES | 2009年 / 91卷 / 06期
基金
美国国家科学基金会;
关键词
Stochastic reaction-diffusion equations; Invariant measures; Ergodic and strongly mixing processes; Averaging principle; DIFFERENTIAL-EQUATIONS; PRINCIPLE; SYSTEMS; NOISE;
D O I
10.1016/j.matpur.2009.04.007
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We study the normalized difference between the solution u(epsilon) of a reaction-diffusion equation in a bounded interval [0, L], perturbed by a fast oscillating term arising as the solution of a stochastic reaction-diffusion equation with a strong mixing behavior, and the solution (u) over bar of the corresponding averaged equation. We assume the smoothness of the reaction coefficient and we prove that a central limit type theorem holds. Namely, we show that the normalized difference (u epsilon - (u) over bar)/root epsilon converges weakly in C([0, T]: L-2(0, L)) to the solution of the linearized equation, where an extra Gaussian term appears. Such a term is explicitly given. (C) 2009 Elsevier Masson SAS. All fights reserved.
引用
收藏
页码:614 / 647
页数:34
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