Averaging principle of stochastic Burgers equation driven by L\'{e}vy processes
Probability
2021-12-14 v1 Mathematical Physics
math.MP
Abstract
We are concerned about the averaging principle for the stochastic Burgers equation with slow-fast time scale. This slow-fast system is driven by L\'{e}vy processes. Under some appropriate conditions, we show that the slow component of this system strongly converges to a limit, which is characterized by the solution of stochastic Burgers equation whose coefficients are averaged with respect to the stationary measure of the fast-varying jump-diffusion. To illustrate our theoretical result, we provide some numerical simulations.
Keywords
Cite
@article{arxiv.2112.05906,
title = {Averaging principle of stochastic Burgers equation driven by L\'{e}vy processes},
author = {Hongge Yue and Yong Xu and Ruifang Wang and Zhe Jiao},
journal= {arXiv preprint arXiv:2112.05906},
year = {2021}
}
Comments
16 pages, 2 figures, 21 references, the paper is submitted