Averaging principle for a class of stochastic reaction–diffusion equations

نویسندگان

  • Sandra Cerrai
  • Mark Freidlin
چکیده

We consider the averaging principle for stochastic reaction–diffusion equations. Under some assumptions providing existence of a unique invariant measure of the fast motion with the frozen slow component, we calculate limiting slow motion. The study of solvability of Kolmogorov equations in Hilbert spaces and the analysis of regularity properties of solutions, allow to generalize the classical approach to finite-dimensional problems of this type in the case of SPDE’s.

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تاریخ انتشار 2008