Optimal convergence rates in the averaging principle for slow-fast SPDEs driven by multiplicative noise
Probability
2021-05-31 v2
Abstract
In this paper, we study a class of slow-fast stochastic partial differential equations with multiplicative Wiener noise. Under some appropriate conditions, we prove the slow component converges to the solution of the corresponding averaged equation with optimal orders 1/2 and 1 in the strong and weak sense respectively. The main technique is based on the Poisson equation.
Keywords
Cite
@article{arxiv.2101.09076,
title = {Optimal convergence rates in the averaging principle for slow-fast SPDEs driven by multiplicative noise},
author = {Yi Ge and Xiaobin Sun and Yingchao Xie},
journal= {arXiv preprint arXiv:2101.09076},
year = {2021}
}
Comments
39 pages, we do some corrections and add some remarks in the previuos version