English

Weak order in averaging principle for two-time-scale stochastic partial differential equations

Probability 2018-02-06 v1

Abstract

This work is devoted to averaging principle of a two-time-scale stochastic partial differential equation on a bounded interval [0,l][0, l], where both the fast and slow components are directly perturbed by additive noises. Under some regular conditions on drift coefficients, it is proved that the rate of weak convergence for the slow variable to the averaged dynamics is of order 1ε1-\varepsilon for arbitrarily small ε>0\varepsilon>0. The proof is based on an asymptotic expansion of solutions to Kolmogorov equations associated with the multiple-time-scale system.

Keywords

Cite

@article{arxiv.1802.00903,
  title  = {Weak order in averaging principle for two-time-scale stochastic partial differential equations},
  author = {Hongbo Fu and Li Wan and Jicheng Liu and Xianming Liu},
  journal= {arXiv preprint arXiv:1802.00903},
  year   = {2018}
}
R2 v1 2026-06-23T00:09:27.430Z