Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations

doi:10.1007/s40072-022-00248-8

CSpace

	Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations
	Roeckner, Michael 1,2; Xie, Longjie 3; Yang, Li 4
	2022-03-25
发表期刊	STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS
ISSN	2194-0401
页码	39
摘要	We study the asymptotic behavior of stochastic hyperbolic-parabolic equations with slow-fast time scales. Both the strong and weak convergence in the averaging principle are established. Then we study the stochastic fluctuations of the original system around its averaged equation. We show that the normalized difference converges weakly to the solution of a linear stochastic wave equation. An extra diffusion term appears in the limit which is given explicitly in terms of the solution of a Poisson equation. Furthermore, sharp rates for the above convergence are obtained, which are shown not to depend on the regularity of the coefficients in the equation for the fast variable.
关键词	Stochastic hyperbolic-parabolic equations Averaging principle Strong and weak convergence Homogenization
DOI	10.1007/s40072-022-00248-8
收录类别	SCI
语种	英语
资助项目	DFG[CRC 1283] ; NSFC[12071186] ; NSFC[11931004] ; NSFC[12090011]
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Statistics & Probability
WOS记录号	WOS:000773196600001
出版者	SPRINGER
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/60228
专题	中国科学院数学与系统科学研究院
通讯作者	Yang, Li
作者单位	1.Univ Bielefeld, Fak Math, D-33501 Bielefeld, Germany 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 3.Jiangsu Normal Univ, Sch Math & Stat, Xuzhou 221000, Jiangsu, Peoples R China 4.Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China
推荐引用方式 GB/T 7714	Roeckner, Michael,Xie, Longjie,Yang, Li. Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations[J]. STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS,2022:39.
APA	Roeckner, Michael,Xie, Longjie,&Yang, Li.(2022).Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations.STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS,39.
MLA	Roeckner, Michael,et al."Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations".STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS (2022):39.