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تسجيل مستخدم جديدOptimal convergence rates in the averaging principle for slow-fast SPDEs driven by multiplicative noise
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In this paper, we study a class of slow-fast stochastic partial differential equations with multiplicative Wiener noise. Under some appropriate conditions, we prove the slow component converges to the solution of the corresponding averaged equation with optimal orders 1/2 and 1 in the strong and weak sense respectively. The main technique is based on the Poisson equation.
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