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Average and deviation for slow-fast stochastic partial differential equations. (English) Zbl 1251.35201
Summary: Averaging is an important method to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. This article derives an averaged equation for a class of stochastic partial differential equations without any Lipschitz assumption on the slow modes. The rate of convergence in probability is obtained as a byproduct. Importantly, the stochastic deviation between the original equation and the averaged equation is also studied. A martingale approach proves that the deviation is described by a Gaussian process. This gives an approximation to errors of order \(\mathcal O(\epsilon )\) instead of order \(\mathcal O(\sqrt \epsilon)\) attained in previous averaging.

35R60 PDEs with randomness, stochastic partial differential equations
60G44 Martingales with continuous parameter
60B10 Convergence of probability measures
Full Text: DOI
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