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Weak order in averaging principle for stochastic wave equation with a fast oscillation.

Authors :
Fu, Hongbo
Wan, Li
Liu, Jicheng
Liu, Xianming
Source :
Stochastic Processes & Their Applications. Aug2018, Vol. 128 Issue 8, p2557-2580. 24p.
Publication Year :
2018

Abstract

This article deals with the weak error in averaging principle for a stochastic wave equation on a bounded interval [ 0 , L ] , perturbed by an oscillating term arising as the solution of a stochastic reaction–diffusion equation evolving on the fast time scale. Under suitable conditions, it is proved that the rate of weak convergence of the original solution to the solution of the corresponding averaged equation is of order 1 via an asymptotic expansion approach. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03044149
Volume :
128
Issue :
8
Database :
Academic Search Index
Journal :
Stochastic Processes & Their Applications
Publication Type :
Academic Journal
Accession number :
130044350
Full Text :
https://doi.org/10.1016/j.spa.2017.09.021