Averaging principle for slow-fast stochastic partial differential equations with Holder continuous coefficients

被引:14
作者
Sun, Xiaobin [1 ,2 ]
Xie, Longjie [1 ,2 ]
Xie, Yingchao [1 ,2 ]
机构
[1] Jiangsu Normal Univ, Sch Math & Stat, Xuzhou 221116, Jiangsu, Peoples R China
[2] Jiangsu Normal Univ, Res Inst Math Sci RIMS, Xuzhou 221116, Jiangsu, Peoples R China
关键词
Stochastic partial differential equation; Averaging principle; Zvonkin's transformation; Holder continuous; Slow-fast; REACTION-DIFFUSION EQUATIONS; EVOLUTION EQUATIONS; STRONG-CONVERGENCE; STRONG UNIQUENESS; POISSON EQUATION; SYSTEMS; APPROXIMATION;
D O I
10.1016/j.jde.2020.08.014
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
By using the technique of the Zvonkin's transformation and the classical Khasminskii's time discretization method, we prove the averaging principle for slow-fast stochastic partial differential equations with bounded and Holder continuous drift coefficients. An example is also provided to explain our result. (C) 2020 Elsevier Inc. All rights reserved.
引用
收藏
页码:476 / 504
页数:29
相关论文
共 50 条
  • [31] An Averaging Principle for Fast–Slow-Coupled Neutral Stochastic Differential Equations with Time-Varying Delay
    Minyu Wu
    Wenjie Cao
    Fuke Wu
    Applied Mathematics & Optimization, 2023, 88
  • [32] Stochastic Averaging Principle for Mixed Stochastic Differential Equations
    Jing Yuanyuan
    Peng Yarong
    Li Zhi
    JOURNAL OF PARTIAL DIFFERENTIAL EQUATIONS, 2022, 35 (03): : 223 - 239
  • [33] Averaging principle for two-time-scale stochastic differential equations with correlated noise
    Jiang, Tao
    Liu, Yancai
    OPEN MATHEMATICS, 2022, 20 (01): : 1656 - 1664
  • [34] STRONG AVERAGING PRINCIPLE FOR SLOW-FAST SPDES WITH POISSON RANDOM MEASURES
    Xu, Jie
    Miao, Yu
    Liu, Jicheng
    DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2015, 20 (07): : 2233 - 2256
  • [35] Strong Averaging Principle for a Class of Slow-fast Singular SPDEs Driven by α-stable Process
    Xiaobin Sun
    Huilian Xia
    Yingchao Xie
    Xingcheng Zhou
    Frontiers of Mathematics, 2023, 18 : 565 - 590
  • [36] Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs
    Hong, Wei
    Li, Shihu
    Liu, Wei
    JOURNAL OF DIFFERENTIAL EQUATIONS, 2022, 316 : 94 - 135
  • [37] Averaging principle for fuzzy stochastic differential equations
    Arhrrabi, Elhoussain
    Elomari, M'hamed
    Melliani, Said
    CONTRIBUTIONS TO MATHEMATICS, 2022, 5 : 25 - 29
  • [38] An Averaging Principle for Multivalued Stochastic Differential Equations
    Xu, Jie
    Liu, Jicheng
    STOCHASTIC ANALYSIS AND APPLICATIONS, 2014, 32 (06) : 962 - 974
  • [39] Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations
    Roeckner, Michael
    Xie, Longjie
    Yang, Li
    STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS, 2023, 11 (03): : 869 - 907
  • [40] The existence and averaging principle for stochastic fractional differential equations with impulses
    Zou, Jing
    Luo, Danfeng
    Li, Mengmeng
    MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2023, 46 (06) : 6857 - 6874