Double averaging principle for periodically forced slow-fast stochastic systems
نویسنده
چکیده
This paper is devoted to obtaining an averaging principle for systems of slow-fast stochastic differential equations, where the fast variable drift is periodically modulated on a fast time-scale. The approach developed here combines probabilistic methods with a recent analytical result on long-time behavior for second order elliptic equations with time-periodic coefficients.
منابع مشابه
Averaging Principle for Nonautonomous Slow-Fast Systems of Stochastic Reaction-Diffusion Equations: The Almost Periodic Case | SIAM Journal on Mathematical Analysis | Vol. 49, No. 4 | Society for Industrial and Applied Mathematics
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 ...
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