Averaging principle for multiscale stochastic reaction‐diffusion‐advection equations

Peng Gao · Mathematical Methods in the Applied Sciences · 2018

Stochastic averaging principle is a powerful tool for studying qualitative analysis of multiscale stochastic dynamical systems. In this paper, we will establish an averaging principle for stochastic reaction‐diffusion‐advection equations with slow and fast time scales. Under suitable conditions, we show that the slow component strongly converges to the solution of the corresponding averaged equation.

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