American Institute of Mathematical Sciences

March  2020, 25(3): 1141-1158. doi: 10.3934/dcdsb.2019213

Convergence of p-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion

 1 School of Mathematical Sciences, Fudan University, Shanghai, 200433, China 2 Graduate School of Mathematics, Kyushu University, Fukuoka, 819-0395, Japan 3 Department of Applied Mathematics, Northwestern Polytechnical University, Xi'an, 710072, China 4 School of Mathematical Sciences, Qufu Normal University, Qufu, 273165, China

* Corresponding author: Yong Xu

Received  November 2018 Revised  February 2019 Published  March 2020 Early access  September 2019

Fund Project: The research of B. Pei was partially supported by the NSF of China (11802216), the China Postdoctoral Science Foundation (2019M651334) and JSPS KAKENHI Grant Number JP18F18314 (Grant-in-Aid for JSPS Fellows). The research of Y. Xu was partially supported by the NSF of China (11702216), Shaanxi Province Project for Distinguished Young Scholars and the Fundamental Research Funds for the Central Universities. B. Pei would like to thank JSPS for Postdoctoral Fellowships for Research in Japan (Standard).

In this paper, we focus on fast-slow stochastic partial differential equations in which the slow variable is driven by a fractional Brownian motion and the fast variable is driven by an additive Brownian motion. We establish an averaging principle in which the fast-varying diffusion process will be averaged out with respect to its stationary measure in the limit process. It is shown that the slow-varying process $L^{p}(p \geq 2)$ converges to the solution of the corresponding averaging equation. To reduce the complexity, one can concentrate on the limit process instead of studying the original full fast-slow system.

Citation: Bin Pei, Yong Xu, Yuzhen Bai. Convergence of p-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion. Discrete & Continuous Dynamical Systems - B, 2020, 25 (3) : 1141-1158. doi: 10.3934/dcdsb.2019213
References:

show all references

References:
 [1] Yong Xu, Bin Pei, Rong Guo. Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion. Discrete & Continuous Dynamical Systems - B, 2015, 20 (7) : 2257-2267. doi: 10.3934/dcdsb.2015.20.2257 [2] Yong Xu, Rong Guo, Di Liu, Huiqing Zhang, Jinqiao Duan. Stochastic averaging principle for dynamical systems with fractional Brownian motion. Discrete & Continuous Dynamical Systems - B, 2014, 19 (4) : 1197-1212. doi: 10.3934/dcdsb.2014.19.1197 [3] María J. Garrido–Atienza, Kening Lu, Björn Schmalfuss. Random dynamical systems for stochastic partial differential equations driven by a fractional Brownian motion. Discrete & Continuous Dynamical Systems - B, 2010, 14 (2) : 473-493. doi: 10.3934/dcdsb.2010.14.473 [4] Litan Yan, Xiuwei Yin. Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion. Discrete & Continuous Dynamical Systems - B, 2019, 24 (2) : 615-635. doi: 10.3934/dcdsb.2018199 [5] Alexandre Caboussat, Allison Leonard. Numerical solution and fast-slow decomposition of a population of weakly coupled systems. Conference Publications, 2009, 2009 (Special) : 123-132. doi: 10.3934/proc.2009.2009.123 [6] Shaokuan Chen, Shanjian Tang. Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process. Mathematical Control & Related Fields, 2015, 5 (3) : 401-434. doi: 10.3934/mcrf.2015.5.401 [7] Defei Zhang, Ping He. Functional solution about stochastic differential equation driven by $G$-Brownian motion. Discrete & Continuous Dynamical Systems - B, 2015, 20 (1) : 281-293. doi: 10.3934/dcdsb.2015.20.281 [8] Ahmed Boudaoui, Tomás Caraballo, Abdelghani Ouahab. Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion. Discrete & Continuous Dynamical Systems - B, 2017, 22 (7) : 2521-2541. doi: 10.3934/dcdsb.2017084 [9] Jie Xu, Yu Miao, Jicheng Liu. Strong averaging principle for slow-fast SPDEs with Poisson random measures. Discrete & Continuous Dynamical Systems - B, 2015, 20 (7) : 2233-2256. doi: 10.3934/dcdsb.2015.20.2233 [10] David Cheban, Zhenxin Liu. Averaging principle on infinite intervals for stochastic ordinary differential equations. Electronic Research Archive, 2021, 29 (4) : 2791-2817. doi: 10.3934/era.2021014 [11] Peng Gao. Averaging principle for stochastic Kuramoto-Sivashinsky equation with a fast oscillation. Discrete & Continuous Dynamical Systems, 2018, 38 (11) : 5649-5684. doi: 10.3934/dcds.2018247 [12] Brahim Boufoussi, Soufiane Mouchtabih. Controllability of neutral stochastic functional integro-differential equations driven by fractional brownian motion with Hurst parameter lesser than $1/2$. Evolution Equations & Control Theory, 2020  doi: 10.3934/eect.2020096 [13] Qi Yao, Linshan Wang, Yangfan Wang. Existence-uniqueness and stability of the mild periodic solutions to a class of delayed stochastic partial differential equations and its applications. Discrete & Continuous Dynamical Systems - B, 2021, 26 (9) : 4727-4743. doi: 10.3934/dcdsb.2020310 [14] Yong Ren, Xuejuan Jia, Lanying Hu. Exponential stability of solutions to impulsive stochastic differential equations driven by $G$-Brownian motion. Discrete & Continuous Dynamical Systems - B, 2015, 20 (7) : 2157-2169. doi: 10.3934/dcdsb.2015.20.2157 [15] Minoo Kamrani. Numerical solution of partial differential equations with stochastic Neumann boundary conditions. Discrete & Continuous Dynamical Systems - B, 2019, 24 (10) : 5337-5354. doi: 10.3934/dcdsb.2019061 [16] Guolian Wang, Boling Guo. Stochastic Korteweg-de Vries equation driven by fractional Brownian motion. Discrete & Continuous Dynamical Systems, 2015, 35 (11) : 5255-5272. doi: 10.3934/dcds.2015.35.5255 [17] Yousef Alnafisah, Hamdy M. Ahmed. Neutral delay Hilfer fractional integrodifferential equations with fractional brownian motion. Evolution Equations & Control Theory, 2021  doi: 10.3934/eect.2021031 [18] Tyrone E. Duncan. Some linear-quadratic stochastic differential games for equations in Hilbert spaces with fractional Brownian motions. Discrete & Continuous Dynamical Systems, 2015, 35 (11) : 5435-5445. doi: 10.3934/dcds.2015.35.5435 [19] Phuong Nguyen, Roger Temam. The stampacchia maximum principle for stochastic partial differential equations forced by lévy noise. Communications on Pure & Applied Analysis, 2020, 19 (4) : 2289-2331. doi: 10.3934/cpaa.2020100 [20] Jin Li, Jianhua Huang. Dynamics of a 2D Stochastic non-Newtonian fluid driven by fractional Brownian motion. Discrete & Continuous Dynamical Systems - B, 2012, 17 (7) : 2483-2508. doi: 10.3934/dcdsb.2012.17.2483

2020 Impact Factor: 1.327