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2. Strong convergence rate of the averaging principle for a class of slow–fast stochastic evolution equations.

Author

Xu, Jie, Lian, Qiqi, and Liu, Jicheng

Subjects
EVOLUTION equations, STOCHASTIC partial differential equations, REACTION-diffusion equations, WIENER processes, POROUS materials
Abstract

We prove a strong convergence rate of the averaging principle for general two-time-scales stochastic evolution equations driven by cylindrical Wiener processes. In particular, our general result can be used to deal with a large class of quasi-linear stochastic partial differential equations, such as stochastic reaction–diffusion equations, stochastic p-Laplace equations, stochastic porous media equations, and so on. [ABSTRACT FROM AUTHOR]

Published
2023
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