ﻻ يوجد ملخص باللغة العربية
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.
In this paper, we aim to study the asymptotic behaviour for a class of McKean-Vlasov stochastic partial differential equations with slow and fast time-scales. Using the variational approach and classical Khasminskii time discretization, we show that
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,
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 conve
We consider on the torus the scaling limit of stochastic 2D (inviscid) fluid dynamical equations with transport noise to deterministic viscous equations. Quantitative estimates on the convergence rates are provided by combining analytic and probabili
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/alp