No Arabic abstract
In this paper, we study a system of stochastic partial differential equations with slow and fast time-scales, where the slow component is a stochastic real Ginzburg-Landau equation and the fast component is a stochastic reaction-diffusion equation, the system is driven by $alpha$-stable process with $alphain (1,2)$. Using the classical Khasminskii approach based on time discretization and the techniques of stopping times, we show that the slow component strong converges to the solution of the corresponding averaged equation under some suitable conditions.
In this paper, the averaging principle is studied for a class of multiscale stochastic partial differential equations driven by $alpha$-stable process, where $alphain(1,2)$. Using the technique of Poisson equation, the orders of strong and weak convergence are given $1-1/alpha$ and $1-r$ for any $rin (0,1)$ respectively. The main results extend Wiener noise considered by Br{e}hier in [6] and Ge et al. in [17] to $alpha$-stable process, and the finite dimensional case considered by Sun et al. in [39] to the infinite dimensional case.
In this paper, the strong averaging principle is researched for a class of H{o}lder continuous drift slow-fast SPDEs with $alpha$-stable process by the Zvonkins transformation and the classical Khasminkiis time discretization method. As applications, an example is also provided to explain our result.
In this paper, we first study the well-posedness of a class of McKean-Vlasov stochastic partial differential equations driven by cylindrical $alpha$-stable process, where $alphain(1,2)$. Then by the method of the Khasminskiis time discretization, we prove the averaging principle of a class of multiscale McKean-Vlasov stochastic partial differential equations driven by cylindrical $alpha$-stable processes. Meanwhile, we obtain a specific strong convergence rate.
In this paper, we study the averaging principle for a class of stochastic differential equations driven by $alpha$-stable processes with slow and fast time-scales, where $alphain(1,2)$. We prove that the strong and weak convergence order are $1-1/alpha$ and $1$ respectively. We show, by a simple example, that $1-1/alpha$ is the optimal strong convergence rate.
We study the stochastic cubic complex Ginzburg-Landau equation with complex-valued space-time white noise on the three dimensional torus. This nonlinear equation is so singular that it can only be under- stood in a renormalized sense. In the first half of this paper we prove local well-posedness of this equation in the framework of regularity structure theory. In the latter half we prove local well-posedness in the framework of paracontrolled distribution theory.