Strong convergence rate in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales
Strong convergence rate in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales
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DOI：
10.1016/j.spa.2015.03.004
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发表时间：
2015-08
期刊：
影响因子：
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通讯作者：
Hongbo Fu;Li Wan;Jicheng Liu;Xianming Liu
中科院分区：
文献类型：
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作者：
Hongbo Fu;Li Wan;Jicheng Liu;Xianming Liu
本文讨论了具有慢时标和快时标的随机双曲抛物型方程的平均原理。在适当的条件下，证明了该耦合系统消除快速变量的平均方程的存在性。由此导出了慢变量随机波动方程形式的有效动力学。同时，作为副产物，得到了慢分量对平均方程解的强收敛速率。
This article deals with averaging principle for stochastic hyperbolic–parabolic equations with slow and fast time-scales. Under suitable conditions, the existence of an averaging equation eliminating the fast variable for this coupled system is proved. As a consequence, an effective dynamics for slow variable which takes the form of stochastic wave equation is derived. Also, the rate of strong convergence for the slow component towards the solution of the averaging equation is obtained as a byproduct.