Averaging principle of stochastic Burgers equation driven by Lévy processes-Reference-Cited by-同舟云学术

Averaging principle of stochastic Burgers equation driven by Lévy processes

Published:2023-10-01 Issue:10 Volume:64 Page:
ISSN:0022-2488
Container-title:Journal of Mathematical Physics
language:en
Short-container-title:

Author:

Yue Hongge¹²^ORCID,Xu Yong¹³^ORCID,Wang Ruifang⁴^ORCID,Jiao Zhe¹^ORCID

Affiliation:

1. School of Mathematics and Statistics, Northwestern Polytechnical University 1 , Xi’an 710072, China

2. School of Mathematics and Statistics, Ningxia University 2 , Yinchuan, 750021, China

3. MOE Key Laboratory for Complexity Science in Aerospace, Northwestern Polytechnical University 3 , Xi’an 710072, China

4. School of Mathematical Sciences, Shanxi University 4 , Taiyuan, 0300062, China

Abstract

We are concerned about the averaging principle for the stochastic Burgers equation with slow-fast time scale. This slow-fast system is driven by Lévy 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.

Publisher

AIP Publishing

Subject

Mathematical Physics,Statistical and Nonlinear Physics

Link

https://pubs.aip.org/aip/jmp/article-pdf/doi/10.1063/5.0146862/18182090/103506_1_5.0146862.pdf

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