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Strong convergence in averaging principle for stochastic hyperbolic–parabolic equations with two time-scales.

Authors :
Fu, Hongbo
Wan, Li
Liu, Jicheng
Source :
Stochastic Processes & Their Applications. Aug2015, Vol. 125 Issue 8, p3255-3279. 25p.
Publication Year :
2015

Abstract

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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03044149
Volume :
125
Issue :
8
Database :
Academic Search Index
Journal :
Stochastic Processes & Their Applications
Publication Type :
Academic Journal
Accession number :
102590937
Full Text :
https://doi.org/10.1016/j.spa.2015.03.004