We study the validity of an averaging principle for a slow-fast system of stochastic reaction-diffusion equations. We assume here that the coefficients of the fast equation depend on time, so that the classical formulation of the averaging principle in terms of the invariant measure of the fast equation is no longer available. As an alternative, we introduce the time-dependent evolution family of measures associated with the fast equation. Under the assumption that the coefficients in the fast equation are almost periodic, the evolution family of measures is almost periodic. This allows us to identify the appropriate averaged equation and prove the validity of the averaging limit.

Averaging principle for nonautonomous slow-fast systems of stochastic reaction-diffusion equations: The almost periodic case / Cerrai, Sandra; Lunardi, Alessandra. - In: SIAM JOURNAL ON MATHEMATICAL ANALYSIS. - ISSN 0036-1410. - 49:4(2017), pp. 2843-2884. [10.1137/16M1063307]

Averaging principle for nonautonomous slow-fast systems of stochastic reaction-diffusion equations: The almost periodic case

Lunardi, Alessandra
2017-01-01

Abstract

We study the validity of an averaging principle for a slow-fast system of stochastic reaction-diffusion equations. We assume here that the coefficients of the fast equation depend on time, so that the classical formulation of the averaging principle in terms of the invariant measure of the fast equation is no longer available. As an alternative, we introduce the time-dependent evolution family of measures associated with the fast equation. Under the assumption that the coefficients in the fast equation are almost periodic, the evolution family of measures is almost periodic. This allows us to identify the appropriate averaged equation and prove the validity of the averaging limit.
2017
Averaging principle for nonautonomous slow-fast systems of stochastic reaction-diffusion equations: The almost periodic case / Cerrai, Sandra; Lunardi, Alessandra. - In: SIAM JOURNAL ON MATHEMATICAL ANALYSIS. - ISSN 0036-1410. - 49:4(2017), pp. 2843-2884. [10.1137/16M1063307]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11381/2836693
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