Averaging principle for semilinear stochastic partial differential equations involving space–time white noise

Hongge Yue; Yong Xu; Zhe Jiao

doi:10.1016/j.aml.2023.108686

Averaging principle for semilinear stochastic partial differential equations involving space–time white noise

Hongge Yue
, Yong Xu
, Zhe Jiao

数学与统计学院

Northwestern Polytechnical University Xian

科研成果: 期刊稿件 › 文章 › 同行评审

1 引用（Scopus）

摘要

We study the averaging principle for a class of semilinear stochastic partial differential equations perturbed by space–time white noise. Using the factorization method and Burkholder's inequality, the estimation of stochastic integral involving the heat kernel is obtained. Under suitable assumptions, we show that the original stochastic systems can be approximated by the averaged equations.

源语言	英语
文章编号	108686
期刊	Applied Mathematics Letters
卷	143
DOI	https://doi.org/10.1016/j.aml.2023.108686
出版状态	已出版 - 9月 2023

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10.1016/j.aml.2023.108686

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title = "Averaging principle for semilinear stochastic partial differential equations involving space–time white noise",

abstract = "We study the averaging principle for a class of semilinear stochastic partial differential equations perturbed by space–time white noise. Using the factorization method and Burkholder's inequality, the estimation of stochastic integral involving the heat kernel is obtained. Under suitable assumptions, we show that the original stochastic systems can be approximated by the averaged equations.",

keywords = "Averaging principle, Semilinear stochastic partial differential equations, Space–time white noise",

author = "Hongge Yue and Yong Xu and Zhe Jiao",

note = "Publisher Copyright: {\textcopyright} 2023 Elsevier Ltd",

year = "2023",

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doi = "10.1016/j.aml.2023.108686",

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T1 - Averaging principle for semilinear stochastic partial differential equations involving space–time white noise

AU - Yue, Hongge

AU - Xu, Yong

AU - Jiao, Zhe

PY - 2023/9

Y1 - 2023/9

N2 - We study the averaging principle for a class of semilinear stochastic partial differential equations perturbed by space–time white noise. Using the factorization method and Burkholder's inequality, the estimation of stochastic integral involving the heat kernel is obtained. Under suitable assumptions, we show that the original stochastic systems can be approximated by the averaged equations.

AB - We study the averaging principle for a class of semilinear stochastic partial differential equations perturbed by space–time white noise. Using the factorization method and Burkholder's inequality, the estimation of stochastic integral involving the heat kernel is obtained. Under suitable assumptions, we show that the original stochastic systems can be approximated by the averaged equations.

KW - Averaging principle

KW - Semilinear stochastic partial differential equations

KW - Space–time white noise

UR - https://www.scopus.com/pages/publications/85152489427

U2 - 10.1016/j.aml.2023.108686

DO - 10.1016/j.aml.2023.108686

M3 - 文章

AN - SCOPUS:85152489427

SN - 0893-9659

VL - 143

JO - Applied Mathematics Letters

JF - Applied Mathematics Letters

M1 - 108686

ER -

Averaging principle for semilinear stochastic partial differential equations involving space–time white noise

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