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Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations

文献类型：期刊论文

作者Roeckner, Michael3,4; Xie, Longjie2; Yang, Li1
刊名STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS
出版日期2022-03-25
页码39
关键词Stochastic hyperbolic-parabolic equations Averaging principle Strong and weak convergence Homogenization
ISSN号2194-0401
DOI10.1007/s40072-022-00248-8
英文摘要We study the asymptotic behavior of stochastic hyperbolic-parabolic equations with slow-fast time scales. Both the strong and weak convergence in the averaging principle are established. Then we study the stochastic fluctuations of the original system around its averaged equation. We show that the normalized difference converges weakly to the solution of a linear stochastic wave equation. An extra diffusion term appears in the limit which is given explicitly in terms of the solution of a Poisson equation. Furthermore, sharp rates for the above convergence are obtained, which are shown not to depend on the regularity of the coefficients in the equation for the fast variable.
资助项目DFG[CRC 1283] ; NSFC[12071186] ; NSFC[11931004] ; NSFC[12090011]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000773196600001
出版者SPRINGER
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/60227]  
专题中国科学院数学与系统科学研究院
通讯作者Yang, Li
作者单位1.Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China
2.Jiangsu Normal Univ, Sch Math & Stat, Xuzhou 221000, Jiangsu, Peoples R China
3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
4.Univ Bielefeld, Fak Math, D-33501 Bielefeld, Germany
推荐引用方式
GB/T 7714		 Roeckner, Michael,Xie, Longjie,Yang, Li. Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations[J]. STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS,2022:39.
APA Roeckner, Michael,Xie, Longjie,&Yang, Li.(2022).Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations.STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS,39.
MLA Roeckner, Michael,et al."Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations".STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS (2022):39.

入库方式： OAI收割

来源：数学与系统科学研究院

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