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Optimal convergence rates in the averaging principle for slow-fast SPDEs driven by multiplicative noise
- Publication Year :
- 2021
-
Abstract
- 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.<br />Comment: 39 pages, we do some corrections and add some remarks in the previuos version
- Subjects :
- Mathematics - Probability
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2101.09076
- Document Type :
- Working Paper