Orders of convergence in the averaging principle for SPDEs: The case of a stochastically forced slow component

Charles-Edouard Bréhier

Stochastic Processes and their Applications, 2020, vol. 130, issue 6, 3325-3368

Abstract: This article is devoted to the analysis of semilinear, parabolic, Stochastic Partial Differential Equations, with slow and fast time scales. Asymptotically, an averaging principle holds: the slow component converges to the solution of another semilinear, parabolic, SPDE, where the nonlinearity is averaged with respect to the invariant distribution of the fast process.

Keywords: Stochastic partial differential equations; Averaging principle; Poisson equation in infinite dimension; Heterogeneous multiscale method; Strong and weak error estimates (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304414918306033
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:130:y:2020:i:6:p:3325-3368

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spa.2019.09.015

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().