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arXiv · 1703.05621

Strong averaging principle for stochastic Klein-Gordon equation with a fast oscillation

Peng Gao
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Abstract

This paper investigates an averaging principle for stochastic Klein-Gordon equation with a fast oscillation arising as the solution of a stochastic reaction-diffusion equation evolving with respect to the fast time. Stochastic averaging principle is a powerful tool for studying qualitative analysis of stochastic dynamical systems with different time-scales. To be more precise, the well-posedness of mild solutions of the stochastic hyperbolic-parabolic equations is firstly established by applying the fixed point theorem and the cut-off technique. Then, under suitable conditions, we prove that there is a limit process in which the fast varying process is averaged out and the limit process which takes the form of the stochastic Klein-Gordon equation is an average with respect to the stationary measure of the fast varying process. Finally, by using the Khasminskii technique we can obtain the rate of strong convergence for the slow component towards the solution of the averaged equation.

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Peng Gao. 2017-03-22. Strong averaging principle for stochastic Klein-Gordon equation with a fast oscillation. https://arxiv.org/abs/1703.05621

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