کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5024711 | 1470441 | 2017 | 18 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations
ترجمه فارسی عنوان
میانگین مقادیر تصادفی برای یک کلاس از دو زمانه سیستم های معادلات دیفرانسیل تقسیم است
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
سایر رشته های مهندسی
مهندسی (عمومی)
چکیده انگلیسی
This paper focuses on systems of stochastic partial differential equations that have a slow component driven by a fractional Brownian motion and a fast component driven by a fast-varying diffusion. We establish an averaging principle in which the fast-varying diffusion process acts as a “noise” and is averaged out in the limit. The slow process is shown to have a limit in the L2 sense, which is characterized by the solution of a stochastic partial differential equation driven by a fractional Brownian motion whose coefficients are averages of that of the original slow process with respect to the stationary measure of the fast-varying diffusion. This averaging principle paves a way for reduction of computational complexity. The implication is that one can ignore the complex original systems and concentrate on the average systems instead.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Nonlinear Analysis - Volume 160, September 2017, Pages 159-176
Journal: Nonlinear Analysis - Volume 160, September 2017, Pages 159-176
نویسندگان
Bin Pei, Yong Xu, George Yin,