Search

Your search keyword '"Liu, Jicheng"' showing total 2 results
Start Over Author "Liu, Jicheng" Topic averaging principle Publication Type Academic Journals Journal journal of mathematical analysis & applications Database Academic Search Index
2 results on '"Liu, Jicheng"'

1. Strong averaging principle for two-time-scale SDEs with non-Lipschitz coefficients.

Author

Xu, Jie, Liu, Jicheng, and Miao, Yu

Subjects
*AVERAGING principle, *LIPSCHITZ spaces, *STOCHASTIC differential equations, *EXISTENCE theorems, *UNIQUENESS (Mathematics)
Abstract

Abstract This paper deals with averaging principle for two-time-scale stochastic differential equations (SDEs) with non-Lipschitz coefficients, which extends the existing results: from Lipschitz to non-Lipschitz case. Under suitable conditions, the existence of an averaging equation eliminating the fast variable for coupled system is established, and as a result, the system can be reduced to a single SDEs with a modified coefficient which is also non-Lipschitz. Moreover, it is shown that the slow variable strongly converges to the solution of the corresponding averaging equation. [ABSTRACT FROM AUTHOR]

Published
2018
Full Text
View/download PDF

2. Strong convergence rate in averaging principle for stochastic FitzHugh–Nagumo system with two time-scales.

Author

Fu, Hongbo, Wan, Li, Wang, Youzhen, and Liu, Jicheng

Subjects
*STOCHASTIC convergence, *AVERAGING principle, *STOCHASTIC systems, *MATHEMATICAL variables, *COEFFICIENTS (Statistics)
Abstract

Abstract: This article deals with averaging principle for stochastic FitzHugh–Nagumo system with different time-scales. Under suitable conditions, the existence of an averaging equation eliminating the fast variable for this coupled system is proved, and as a consequence, the system can be reduced to a single stochastic ordinary equation with a modified coefficient. Moreover, the rate of convergence for the slow component towards the solution of the averaging equation is of order 1/2. [Copyright &y& Elsevier]

Published
2014
Full Text
View/download PDF

Catalog

Books, media, physical & digital resources
See catalog results