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https://hdl.handle.net/2440/71453
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DC Field | Value | Language |
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dc.contributor.author | Wang, W. | - |
dc.contributor.author | Roberts, A. | - |
dc.date.issued | 2012 | - |
dc.identifier.citation | Journal of Differential Equations, 2012; 253(5):1265-1286 | - |
dc.identifier.issn | 0022-0396 | - |
dc.identifier.issn | 1090-2732 | - |
dc.identifier.uri | http://hdl.handle.net/2440/71453 | - |
dc.description.abstract | Averaging is an important method to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. This article derives an averaged equation for a class of stochastic partial differential equations without any Lipschitz assumption on the slow modes. The rate of convergence in probability is obtained as a byproduct. Importantly, the stochastic deviation between the original equation and the averaged equation is also studied. A martingale approach proves that the deviation is described by a Gaussian process. This gives an approximation to errors of order O(ε) instead of order O(√ε) attained in previous averaging. | - |
dc.description.statementofresponsibility | W. Wang, A.J. Roberts | - |
dc.language.iso | en | - |
dc.publisher | Academic Press Inc | - |
dc.rights | Copyright © 2012 Elsevier Inc. Published by Elsevier Inc. All rights reserved. | - |
dc.source.uri | http://dx.doi.org/10.1016/j.jde.2012.05.011 | - |
dc.subject | slow-fast stochastic partial differential equations | - |
dc.subject | averaging | - |
dc.subject | martingale | - |
dc.title | Average and deviation for slow-fast stochastic partial differential equations | - |
dc.type | Journal article | - |
dc.contributor.department | Faculty of Engineering, Computer & Mathematical Sciences | - |
dc.identifier.doi | 10.1016/j.jde.2012.05.011 | - |
dc.relation.grant | http://purl.org/au-research/grants/arc/DP0774311 | - |
dc.relation.grant | http://purl.org/au-research/grants/arc/DP0774311 | - |
pubs.publication-status | Published | - |
dc.identifier.orcid | Roberts, A. [0000-0001-8930-1552] | - |
Appears in Collections: | Applied Mathematics publications Aurora harvest 5 |
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