Article ID Journal Published Year Pages File Type
10527322 Stochastic Processes and their Applications 2015 25 Pages PDF
Abstract
This article deals with averaging principle for stochastic hyperbolic-parabolic equations with slow and fast time-scales. Under suitable conditions, the existence of an averaging equation eliminating the fast variable for this coupled system is proved. As a consequence, an effective dynamics for slow variable which takes the form of stochastic wave equation is derived. Also, the rate of strong convergence for the slow component towards the solution of the averaging equation is obtained as a byproduct.
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Authors
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