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This paper derives the stochastic homogenization for two dimensional Navier--Stokes equations with random coefficients. By means of weak convergence method and Stratonovich--Khasminskii averaging principle approach, the solution of two…

Analysis of PDEs · Mathematics 2024-12-18 Dong Su , Hui Liu , Yangyang Shi

In this paper, we study a system of stochastic partial differential equations with slow and fast time-scales, where the slow component is a stochastic real Ginzburg-Landau equation and the fast component is a stochastic reaction-diffusion…

Probability · Mathematics 2019-10-28 Xiaobin Sun , Jianliang Zhai

We prove the averaging principle for a class of stochastic systems. The slow component is solution to a fractional differential equation, which is coupled with a fast component considered as solution to an ergodic stochastic differential…

Probability · Mathematics 2025-10-07 Charles-Edouard Bréhier , Ibrahima Faye

By using the technique of the Zvonkin's transformation and the classical Khasminkii's time discretization method, we prove the averaging principle for slow-fast stochastic partial differential equations with bounded and H\"{o}lder…

Probability · Mathematics 2020-03-10 Xiaobin Sun , Longjie Xie , Yingchao Xie

In this paper, we aim to develop the averaging principle for a slow-fast system of stochastic reaction-diffusion equations driven by Poisson random measures. The coefficients of the equation are assumed to be functions of time, and some of…

Dynamical Systems · Mathematics 2020-07-16 Yong Xu , Ruifang Wang

In this work we study the averaging principle for non-autonomous slow-fast systems of stochastic differential equations. In particular in the first part we prove the averaging principle assuming the sublinearity, the Lipschitzianity and the…

Probability · Mathematics 2021-01-12 Filippo de Feo

This paper is devoted to proving the strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients, where the slow component is a stochastic partial differential equations with locally…

Probability · Mathematics 2019-09-11 Wei Liu , Michael Röckner , Xiaobin Sun , Yingchao Xie

In this paper, we consider the averaging principle for one dimensional stochastic Burgers equation with slow and fast time-scales. Under some suitable conditions, we show that the slow component strongly converges to the solution of the…

Probability · Mathematics 2018-07-17 Zhao Dong , Xiaobin Sun , Hui Xiao , Jianliang Zhai

In this paper, we aim to study the asymptotic behaviour for a class of McKean-Vlasov stochastic partial differential equations with slow and fast time-scales. Using the variational approach and classical Khasminskii time discretization, we…

Probability · Mathematics 2022-01-21 Wei Hong , Shihu Li , Wei Liu

In this paper, we investigate the averaging principle for a class of semilinear slow-fast partial differential equations driven by finite-dimensional rough multiplicative noise. Specifically, the slow component is driven by a general random…

Probability · Mathematics 2024-11-26 Miaomiao Li , Yunzhang Li , Bin Pei , Yong Xu

This paper is devoted to studying the averaging principle for stochastic differential equations with slow and fast time-scales, where the drift coefficients satisfy local Lipschitz conditions with respect to the slow and fast variables, and…

Probability · Mathematics 2020-08-19 Wei Liu , Michael Röckner , Xiaobin Sun , Yingchao Xie

We establish an averaging principle for a structural multiscale stochastic nonlinear fractional Schr\"odinger system on the one-dimensional torus driven by a multiplicative Wiener noise. The slow component is governed by a fractional…

Analysis of PDEs · Mathematics 2026-05-13 Manil T. Mohan , Debopriya Mukherjee , Sandip Roy

We consider the averaging principle for stochastic reaction-diffusion equations. Under some assumptions providing existence of a unique invariant measure of the fast motion with the frozen slow component, we calculate limiting slow motion.…

Probability · Mathematics 2008-05-05 Sandra Cerrai , Mark Freidlin

The averaging principle for slow-fast systems of various kind of stochastic (partial) differential equations has been extensively studied. An analogous result was shown for slow-fast systems of rough differential equations driven by random…

Probability · Mathematics 2025-04-07 Yuzuru Inahama

We prove that an averaging principle holds for a general class of stochastic reaction-diffusion systems, having unbounded multiplicative noise, in any space dimension. We show that the classical Khasminskii approach for systems with a…

Probability · Mathematics 2008-05-05 Sandra Cerrai

In this paper we prove the strong averaging principle for a slow-fast system of rough differential equations. The slow and the fast component of the system are driven by a rather general random rough path and Brownian rough path,…

Probability · Mathematics 2025-04-28 Yuzuru Inahama

Averaging principle is an effective method for investigating dynamical systems with highly oscillating components. In this paper, we study three types of averaging principle for stochastic complex Ginzburg-Landau equations. Firstly, we…

Dynamical Systems · Mathematics 2022-11-22 Mengyu Cheng , Zhenxin Liu , Michael Röckner

In this article, we investigate averaging principle for stochastic hyperbolic-parabolic equations with two time-scales, in which both the slow and fast components are perturbed by multiplicative noises. Particularly, we prove that the rate…

Probability · Mathematics 2017-12-22 Hongbo Fu , Li Wan , Jicheng Liu , Xianming Liu

We present the validity of stochastic averaging principle for non-autonomous slow-fast stochastic differential equations (SDEs) whose fast motions admit random periodic solutions. Our investigation is motivated by some problems arising from…

Probability · Mathematics 2018-12-11 Kenneth Uda

In this paper, we consider the averaging principle for a class of McKean-Vlasov stochastic differential equations with slow and fast time-scales. Under some proper assumptions on the coefficients, we first prove that the slow component…

Probability · Mathematics 2019-10-01 Michael Röckner , Xiaobin Sun , Yingchao Xie
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