English
Related papers

Related papers: Averaging principle for rough slow-fast systems of…

200 papers

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

This paper is devoted to studying the averaging principle for fast-slow system of rough differential equations driven by mixed fractional Brownian rough path. The fast component is driven by Brownian motion, while the slow component is…

Probability · Mathematics 2023-03-15 Bin Pei , Yuzuru Inahama , Yong Xu

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

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

The averaging principle is established for the slow component and the fast component being two dimensional stochastic Navier-Stokes equations and stochastic reaction-diffusion equations, respectively. The classical Khasminskii approach…

Probability · Mathematics 2018-10-05 Shihu Li , Xiaobin Sun , Yingchao Xie , Ying Zhao

This paper investigates a class of slow--fast systems of rough partial differential equations defined over a monotone family of interpolation Hilbert spaces. By employing the controlled rough path framework tailored to a monotone family of…

Probability · Mathematics 2025-10-28 Miaomiao Li , Bin Pei , Yong Xu , Xiaole Yue

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

In this paper, we consider a class of slow-fast systems of stochastic partial differential equations where the nonlinearity in the slow equation is not continuous and unbounded. We first provide conditions that ensure the existence of a…

Probability · Mathematics 2023-01-02 Sandra Cerrai , Yichun Zhu

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

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

Averaging is an important method to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. This article derives an averaged equation for a class of stochastic partial differential equations without any…

Analysis of PDEs · Mathematics 2009-04-10 W. Wang , A. J. Roberts

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 establishes the averaging method to a coupled system consisting of two stochastic differential equations which has a slow component driven by fractional Brownian motion (FBM) with less regularity $1/3< H \leq 1/2$ and a fast…

Probability · Mathematics 2023-07-26 Bin Pei , Robert Hesse , Bjoern Schmalfuss , Yong Xu

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

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

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 are concerned about the averaging principle for the stochastic Burgers equation with slow-fast time scale. This slow-fast system is driven by L\'{e}vy processes. Under some appropriate conditions, we show that the slow component of this…

Probability · Mathematics 2021-12-14 Hongge Yue , Yong Xu , Ruifang Wang , Zhe Jiao

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

In this paper, we consider a class of nonautonomous multi-scale stochastic partial differential equations with fully local monotone coefficients. By introducing the evolution system of measures for time-inhomogeneous Markov semigroups, we…

Probability · Mathematics 2025-09-03 Mengyu Cheng , Xiaobin Sun , Yingchao Xie

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
‹ Prev 1 2 3 10 Next ›