Article ID Journal Published Year Pages File Type
7550016 Stochastic Processes and their Applications 2018 24 Pages PDF
Abstract
This article deals with the weak error in averaging principle for a stochastic wave equation on a bounded interval [0,L], perturbed by an oscillating term arising as the solution of a stochastic reaction-diffusion equation evolving on the fast time scale. Under suitable conditions, it is proved that the rate of weak convergence of the original solution to the solution of the corresponding averaged equation is of order 1 via an asymptotic expansion approach.
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Authors
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