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相关论文: A Khasminskii type averaging principle for stochas…

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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.…

概率论 · 数学 2008-05-05 Sandra Cerrai , Mark Freidlin

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…

动力系统 · 数学 2020-07-16 Yong Xu , Ruifang Wang

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…

概率论 · 数学 2018-10-05 Shihu Li , Xiaobin Sun , Yingchao Xie , Ying Zhao

In this paper, we develop the averaging principle for a class of two-time-scale stochastic reaction-diffusion equations driven by Wiener processes and Poisson random measures. We assume that all coefficients of the equation have polynomial…

动力系统 · 数学 2019-04-25 Ruifang Wang , Yong Xu , Bin Pei

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…

概率论 · 数学 2020-03-10 Xiaobin Sun , Longjie Xie , Yingchao Xie

We investigate stochastic reaction-diffusion equations on finite metric graphs. On each edge in the graph a multiplicative cylindrical Gaussian noise driven reaction-diffusion equation is given. The vertex conditions are the standard…

动力系统 · 数学 2023-03-03 Eszter Sikolya

We consider the stochastic reaction-diffusion equation in $1+1$ dimensions driven by multiplicative space-time white noise, with a distributional drift belonging to a Besov-H\"older space with any regularity index larger than $-1$. We…

概率论 · 数学 2024-09-18 Konstantinos Dareiotis , Teodor Holland , Khoa Lê

We study the validity of an averaging principle for a slow-fast system of stochastic reaction diffusion equations. We assume here that the coefficients of the fast equation depend on time, so that the classical formulation of the averaging…

概率论 · 数学 2016-02-19 Sandra Cerrai , Alessandra Lunardi

We consider stochastic reaction-diffusion equations on a finite network represented by a finite graph. On each edge in the graph a multiplicative cylindrical Gaussian noise driven reaction-diffusion equation is given supplemented by a…

概率论 · 数学 2021-06-22 Mihály Kovács , Eszter Sikolya

We study stochastic perturbations of linear systems of the form $$ dv(t)+Av(t)dt = \epsilon P(v(t))dt+\sqrt{\epsilon}B(v(t)) dW (t), v\in\mathbb{R}^{D}, (*) $$ where $A$ is a linear operator with non-zero imaginary spectrum. It is assumed…

动力系统 · 数学 2023-08-08 Guan Huang , Sergei Kuksin

We study systems of reaction-diffusion equations perturbed by multiplicative noise, where the reaction terms satisfy quasipositivity, a triangular mass-control structure, and polynomial growth. Our results apply to a broad class of…

概率论 · 数学 2026-05-27 Dionysis Milesis , Michael Salins

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…

概率论 · 数学 2025-04-07 Yuzuru Inahama

We study a stochastic system of $N$ interacting particles which models bimolecular chemical reaction-diffusion. In this model, each particle $i$ carries two attributes: the spatial location $X_t^i\in \mathbb{T}^d$, and the type $\Xi_t^i\in…

偏微分方程分析 · 数学 2020-01-24 Tau Shean Lim , Yulong Lu , James Nolen

In contrast to existing works on stochastic averaging on finite intervals, we establish an averaging principle on the whole real axis, i.e. the so-called second Bogolyubov theorem, for semilinear stochastic ordinary differential equations…

动力系统 · 数学 2020-03-27 David Cheban , Zhenxin Liu

This paper is concerned with the large deviation principle of the non-local fractional stochastic reaction-diffusion equation with a polynomial drift of arbitrary degree driven by multiplicative noise defined on unbounded domains. We first…

概率论 · 数学 2023-05-23 Bixiang Wang

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…

概率论 · 数学 2023-01-02 Sandra Cerrai , Yichun Zhu

This paper considers quadratic and super-quadratic reaction-diffusion systems for reversible chemistry, for which all species satisfy uniform-in-time $L^1$ a-priori estimates, for instance, as a consequence of suitable mass conservation…

偏微分方程分析 · 数学 2015-11-26 Klemens Fellner , Evangelos Latos , Takashi Suzuki

We study diffusion processes and stochastic flows which are time-changed random perturbations of a deterministic flow on a manifold. Using non-symmetric Dirichlet forms and their convergence in a sense close to the Mosco-convergence, we…

概率论 · 数学 2020-09-22 Florent Barret , Olivier Raimond

We consider a class of reaction-diffusion equations with a stochastic perturbation on the boundary. We show that in the limit of fast diffusion, one can rigorously approximate solutions of the system of PDEs with stochastic Neumann boundary…

偏微分方程分析 · 数学 2014-08-13 Wael W. Mohammed , Dirk Blömker

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…

动力系统 · 数学 2022-11-22 Mengyu Cheng , Zhenxin Liu , Michael Röckner
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