The second Bogolyubov theorem and global averaging principle for SPDEs with monotone coefficients


Abstract in English

In this paper, we establish the second Bogolyubov theorem and global averaging principle for stochastic partial differential equations (in short, SPDEs) with monotone coefficients. Firstly, we prove that there exists a unique $L^{2}$-bounded solution to SPDEs with monotone coefficients and this bounded solution is globally asymptotically stable in square-mean sense. Then we show that the $L^{2}$-bounded solution possesses the same recurrent properties (e.g. periodic, quasi-periodic, almost periodic, almost automorphic, Birkhoff recurrent, Levitan almost periodic, etc.) in distribution sense as the coefficients. Thirdly, we prove that the recurrent solution of the original equation converges to the stationary solution of averaged equation under the compact-open topology as the time scale goes to zero--in other words, there exists a unique recurrent solution to the original equation in a neighborhood of the stationary solution of averaged equation when the time scale is small. Finally, we establish the global averaging principle in weak sense, i.e. we show that the attractor of original system tends to that of the averaged equation in probability measure space as the time scale goes to zero. For illustration of our results, we give two applications, including stochastic reaction diffusion equations and stochastic generalized porous media equations.

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