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相关论文: Averaging principle of stochastic Burgers equation…

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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…

概率论 · 数学 2018-07-17 Zhao Dong , Xiaobin Sun , Hui Xiao , 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…

概率论 · 数学 2025-10-07 Charles-Edouard Bréhier , Ibrahima Faye

This work is devoted to investigating stochastic turbulence for the fluid flow in one-dimensional viscous Burgers equation perturbed by L\'evy space-time white noise with the periodic boundary condition. We rigorously discuss the regularity…

概率论 · 数学 2021-06-08 Shenglan Yuan , Dirk Blömker , Jinqiao Duan

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…

概率论 · 数学 2020-08-19 Wei Liu , Michael Röckner , Xiaobin Sun , Yingchao Xie

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

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…

概率论 · 数学 2025-07-11 Yueling Li , Xiaobin Sun , Zijuan Wang , Yingchao Xie

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

We consider a one-dimensional stochastic differential equation driven by a Wiener process, where the diffusion coefficient depends on an ergodic fast process. The averaging principle is satisfied: it is well-known that the slow component…

概率论 · 数学 2021-04-30 Charles-Edouard Bréhier

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…

概率论 · 数学 2019-10-28 Xiaobin Sun , Jianliang Zhai

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 main goal of the work is to study the stochastic averaging principle for two time-scales stochastic evolution equations driven by L\'evy process. The solution of reduced equation with modified coefficient is derived to approximate the…

动力系统 · 数学 2021-11-04 Bin Pei , Yong Xu

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…

概率论 · 数学 2021-01-12 Filippo de Feo

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

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…

动力系统 · 数学 2023-11-14 Yanjie Zhang , Qiao Huang , Xiao Wang , Zibo Wang , Jinqiao Duan

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…

概率论 · 数学 2019-09-11 Wei Liu , Michael Röckner , Xiaobin Sun , Yingchao Xie

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…

概率论 · 数学 2023-03-15 Bin Pei , Yuzuru Inahama , Yong Xu

This paper is devoted to the study of an averaging principle for fractional stochastic differential equations in Rnwith L\'evy motion, using an integral transform method. We obtain a time-averaged equation under suitable assumptions.…

概率论 · 数学 2020-04-21 Wenjing Xu , Jinqiao Duan , Wei Xu

This work studies the averaging principle for a fully coupled two time-scale system, whose slow process is a diffusion process and fast process is a purely jumping process on an infinitely countable state space. The ergodicity of the fast…

概率论 · 数学 2022-12-13 Yong-Hua Mao , Jinghai Shao

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…

概率论 · 数学 2018-12-11 Kenneth Uda

We study the class of one-dimensional equations driven by a stochastic measure $\mu$. For $\mu$ we assume only $\sigma$-additivity in probability. This class of equations include the Burgers equation and the heat equation. The existence and…

概率论 · 数学 2024-09-11 Vadym Radchenko
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