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.
Averaging principle for a class of stochastic reaction-diffusion equations / S. CERRAI; M. FREILDIN. - In: PROBABILITY THEORY AND RELATED FIELDS. - ISSN 0178-8051. - STAMPA. - 144:(2009), pp. 137-177. [10.1007/s00440-008-0144-z]
Averaging principle for a class of stochastic reaction-diffusion equations
CERRAI, SANDRA;
2009
Abstract
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.File | Dimensione | Formato | |
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