Averaging principle for reflected stochastic evolution equations

IF 2.9 2区数学 Q1 MATHEMATICS, APPLIED

Applied Mathematics Letters Pub Date : 2024-09-13 DOI:10.1016/j.aml.2024.109311

引用次数: 0

Abstract

An averaging principle for reflected stochastic evolution equations is established in this paper. To this end, we firstly construct the averaged equations corresponding to the original equations and then demonstrate, by utilizing the time discretization method, that the original equations converge to the corresponding averaged equations in probability, as the parameter goes to zero. Our model includes stochastic Navier–Stokes equations as a special example.

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反射随机演化方程的平均原理

本文建立了反射随机演化方程的平均原理。为此，我们首先构建了与原方程相对应的平均方程，然后利用时间离散化方法证明，当参数归零时，原方程在概率上收敛于相应的平均方程。我们的模型以随机纳维-斯托克斯方程为例。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Applied Mathematics Letters 数学-应用数学

CiteScore

7.70

自引率

5.40%

发文量

347

审稿时长

10 days

期刊介绍： The purpose of Applied Mathematics Letters is to provide a means of rapid publication for important but brief applied mathematical papers. The brief descriptions of any work involving a novel application or utilization of mathematics, or a development in the methodology of applied mathematics is a potential contribution for this journal. This journal''s focus is on applied mathematics topics based on differential equations and linear algebra. Priority will be given to submissions that are likely to appeal to a wide audience.