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This article is devoted to the analysis of semilinear, parabolic, Stochastic Partial Differential Equations, with slow and fast time scales. Asymptotically, an averaging principle holds: the slow component converges to the solution of…

Probability · Mathematics 2018-10-16 Charles-Edouard Bréhier

In this paper, we study the averaging principle for a class of stochastic differential equations driven by $\alpha$-stable processes with slow and fast time-scales, where $\alpha\in(1,2)$. We prove that the strong and weak convergence order…

Probability · Mathematics 2021-05-11 Xiaobin Sun , Longjie Xie , Yingchao Xie

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…

Probability · Mathematics 2021-05-31 Yi Ge , Xiaobin Sun , Yingchao Xie

This paper considers a class of nonautonomous slow-fast stochastic partial differential equations driven by $\alpha$-stable processes for $\alpha\in (1,2)$. By introducing the evolution system of measures, we establish an averaging…

Probability · Mathematics 2025-07-11 Yueling Li , Xiaobin Sun , Zijuan Wang , Yingchao Xie

Using Zvonkin's transform and the Poisson equation in $R^d$ with a parameter, we prove the averaging principle for stochastic differential equations with time-dependent H\"older continuous coefficients. Sharp convergence rates with order…

Probability · Mathematics 2019-07-23 Michael Röckner , Xiaobin Sun , Longjie Xie

We study the averaging principle for a family of multiscale stochastic dynamical systems. The fast and slow components of the systems are driven by two independent stable L\'evy noises, whose stable indexes may be different. The…

Dynamical Systems · Mathematics 2023-11-14 Yanjie Zhang , Qiao Huang , Xiao Wang , Zibo Wang , Jinqiao Duan

In this paper, the strong averaging principle is researched for a class of H\"{o}lder continuous drift slow-fast SPDEs with $\alpha$-stable process by the Zvonkin's transformation and the classical Khasminkii's time discretization method.…

Probability · Mathematics 2021-05-11 Xiaobin Sun , Huilian Xia , Yingchao Xie , Xingcheng Zhou

This work is devoted to averaging principle of a two-time-scale stochastic partial differential equation on a bounded interval $[0, l]$, where both the fast and slow components are directly perturbed by additive noises. Under some regular…

Probability · Mathematics 2018-02-06 Hongbo Fu , Li Wan , Jicheng Liu , Xianming Liu

We first establish strong convergence rates for multiscale systems driven by $\alpha$-stable processes, with analyses constructed in two distinct scaling regimes. When addressing weak convergence rates of this system, we derive four…

Probability · Mathematics 2026-03-03 Kun Yin

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

In this paper, we first study the well-posedness of a class of McKean-Vlasov stochastic partial differential equations driven by cylindrical $\alpha$-stable process, where $\alpha\in(1,2)$. Then by the method of the Khasminskii's time…

Probability · Mathematics 2021-06-11 Mengyuan Kong , Yinghui Shi , Xiaobin Sun

In this work we are concerned with the study of the strong order of convergence in the averaging principle for slow-fast systems of stochastic evolution equations in Hilbert spaces with additive noise. In particular the stochastic…

Probability · Mathematics 2023-06-07 Filippo de Feo

We show an averaging result for a system of stochastic evolution equations of parabolic type with slow and fast time scales. We derive explicit bounds for the approximation error with respect to the small parameter defining the fast time…

Numerical Analysis · Mathematics 2012-02-14 Charles-Edouard Bréhier

In this paper, we investigate the convergence rate of the averaging principle for stochastic differential equations (SDEs) with $\beta$-H\"older drift driven by $\alpha$-stable processes. More specifically, we first derive the Schauder…

Dynamical Systems · Mathematics 2024-09-20 Mengyu Cheng , Zimo Hao , Xicheng Zhang

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

This paper focuses on stochastic partial differential equations (SPDEs) under two-time-scale formulation. Distinct from the work in the existing literature, the systems are driven by $\alpha$-stable processes with $\alpha \in(1,2)$. In…

Statistics Theory · Mathematics 2016-09-30 Jianhai Bao , George Yin , Chenggui Yuan

It is well known that the Euler method for a random ordinary differential equation $\mathrm{d}X_t/\mathrm{d}t = f(t, X_t, Y_t)$ driven by a stochastic process $\{Y_t\}_t$ with $\theta$-H\"older sample paths is estimated to be of strong…

Probability · Mathematics 2025-10-21 Peter E. Kloeden , Ricardo M. S. Rosa

This article deals with the weak errors for averaging principle for a stochastic wave equation in a bounded interval $[0,L]$, perturbed by a oscillating term arising as the solution of a stochastic reaction-diffusion equation evolving with…

Probability · Mathematics 2017-03-20 Hongbo Fu , Li Wan , Jicheng Liu , Xianming 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

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
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