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- Title
AN AVERAGING PRINCIPLE FOR TWO-SCALE STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS.
- Authors
FU, HONGBO; DUAN, JINQIAO
- Abstract
Multiscale stochastic partial differential equations arise as models for various complex systems. An averaging principle for a class of stochastic partial differential equations with slow and fast time scales is established. Under suitable conditions, it is shown that the slow component converges to an effective dynamical system in the mean-square uniform sense.
- Subjects
AVERAGING method (Differential equations); NUMERICAL solutions to stochastic partial differential equations; COMPLEXITY (Philosophy); RANDOM dynamical systems; MATHEMATICAL analysis; STOCHASTIC convergence; MATHEMATICAL models
- Publication
Stochastics & Dynamics, 2011, Vol 11, Issue 2/3, p353
- ISSN
0219-4937
- Publication type
Article
- DOI
10.1142/S0219493711003346