Stochastic averaging principle for multiscale stochastic linearly coupled complex cubic-quintic Ginzburg-Landau equations
Dynamical Systems
2017-03-14 v1
Abstract
Stochastic averaging principle is a powerful tool for studying qualitative analysis of stochastic dynamical systems with different time-scales. In this paper, we will establish an averaging principle for multiscale stochastic linearly coupled complex cubic-quintic Ginzburg-Landau 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, and as a consequence, the system can be reduced to a single stochastic complex cubic-quintic Ginzburg-Landau equation with a modified coefficient.
Keywords
Cite
@article{arxiv.1703.04085,
title = {Stochastic averaging principle for multiscale stochastic linearly coupled complex cubic-quintic Ginzburg-Landau equations},
author = {Peng Gao and Yong Li},
journal= {arXiv preprint arXiv:1703.04085},
year = {2017}
}