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.
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页数:15
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