Strong convergence rate in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales
Year: 2026
Type: article
Abstract: In this article, we investigate averaging principle for stochastic hyperbolicparabolic equations with two time-scales, in which both the slow and fast components are perturbed by multiplicative noises. Particularly, we prove that the rate of strong convergence for the slow component to the averaged dynamics is of order 1/2, which significantly improves the order 1/4 established in our previous work.
Source: Stochastics and Dynamics
Authors: Hongbo Fu, Li Wan, Jicheng Liu, Xianming Liu
Institution: Twitter (United States)
Language: English
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2593669730