Weak order in averaging principle for stochastic wave equations with a fast oscillation
Probability
2017-03-20 v1
Abstract
This article deals with the weak errors for averaging principle for a stochastic wave equation in a bounded interval , perturbed by a oscillating term arising as the solution of a stochastic reaction-diffusion equation evolving with respect to the fast time. Under suitable conditions, it is proved that the rate of weak convergence to the averaged effective dynamics is of order via an asymptotic expansion approach.
Cite
@article{arxiv.1701.07984,
title = {Weak order in averaging principle for stochastic wave equations with a fast oscillation},
author = {Hongbo Fu and Li Wan and Jicheng Liu and Xianming Liu},
journal= {arXiv preprint arXiv:1701.07984},
year = {2017}
}
Comments
arXiv admin note: text overlap with arXiv:1701.07983