Averaging principle of stochastic Burgers equation driven by Lévy processes

被引:1
|
作者
Yue, Hongge [1 ,2 ]
Xu, Yong [1 ,3 ,5 ]
Wang, Ruifang [4 ]
Jiao, Zhe [1 ]
机构
[1] Northwestern Polytech Univ, Sch Math & Stat, Xian 710072, Peoples R China
[2] Ningxia Univ, Sch Math & Stat, Yinchuan 750021, Peoples R China
[3] Northwestern Polytech Univ, MOE Key Lab Complex Sci Aerosp, Xian 710072, Peoples R China
[4] Shanxi Univ, Sch Math Sci, Taiyuan 0300062, Peoples R China
[5] Northwestern Polytech Univ, MIIT Key Lab Dynam & Control Complex Syst, Xian 710072, Peoples R China
基金
中央高校基本科研业务费专项资金资助;
关键词
CONVERGENCE; SYSTEMS;
D O I
10.1063/5.0146862
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
We are concerned about the averaging principle for the stochastic Burgers equation with slow-fast time scale. This slow-fast system is driven by Levy processes. Under some appropriate conditions, we show that the slow component of this system strongly converges to a limit, which is characterized by the solution of stochastic Burgers equation whose coefficients are averaged with respect to the stationary measure of the fast-varying jump-diffusion. To illustrate our theoretical result, we provide some numerical simulations.
引用
收藏
页数:15
相关论文
共 50 条
  • [1] Dynamic Programming of the Stochastic Burgers Equation Driven by Lévy Noise
    Manil T. Mohan
    Kumarasamy Sakthivel
    Sivaguru S. Sritharan
    Journal of Optimization Theory and Applications, 2024, 201 : 490 - 538
  • [2] Dynamic Programming of the Stochastic Burgers Equation Driven by Lévy Noise
    Mohan, Manil T.
    Sakthivel, Kumarasamy
    Sritharan, Sivaguru S.
    JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2024, 201 (02) : 490 - 538
  • [3] On the Uniqueness of Invariant Measure of the Burgers Equation Driven by Lévy Processes
    Z. Dong
    Journal of Theoretical Probability, 2008, 21 : 322 - 335
  • [4] Averaging principle for one dimensional stochastic Burgers equation
    Dong, Zhao
    Sun, Xiaobin
    Xiao, Hui
    Zhai, Jianliang
    JOURNAL OF DIFFERENTIAL EQUATIONS, 2018, 265 (10) : 4749 - 4797
  • [5] Averaging principle for slow-fast stochastic Burgers equation driven by α-stable process
    Chen, Yalan
    Shi, Yinghui
    Sun, Xiaobin
    APPLIED MATHEMATICS LETTERS, 2020, 103
  • [6] Averaging principle for equation driven by a stochastic measure
    Radchenko, V. M.
    STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2019, 91 (06) : 905 - 915
  • [7] Lévy processes driven by stochastic volatility
    Chourdakis K.
    Asia-Pacific Financial Markets, 2005, 12 (4) : 333 - 352
  • [8] An Averaging Principle for Stochastic Differential Delay Equations Driven by Time-Changed Lévy Noise
    Guangjun Shen
    Wentao Xu
    Jiang-Lun Wu
    Acta Mathematica Scientia, 2022, 42 : 540 - 550
  • [9] AN AVERAGING PRINCIPLE FOR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS DRIVEN BY TIME-CHANGED LéVY NOISE
    申广君
    徐文涛
    吴奖伦
    Acta Mathematica Scientia, 2022, 42 (02) : 540 - 550
  • [10] Averaging principle for the wave equation driven by a stochastic measure
    Radchenko, Vadym
    STATISTICS & PROBABILITY LETTERS, 2023, 201