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Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations. (English) Zbl 1223.60044
Summary: The theory of stochastic averaging principle provides an effective approach for the qualitative analysis of stochastic systems with different time-scales and is relatively mature for stochastic ordinary differential equations. In this paper, we study the averaging principle for a class of stochastic partial differential equations with two separated time scales driven by scalar noises. Under suitable assumptions, it is shown that the slow component strongly converges to the solution of the corresponding averaged equation.

MSC:
60H15 Stochastic partial differential equations (aspects of stochastic analysis)
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