Averaging principles for non-autonomous two-time-scale stochastic reaction-diffusion equations with polynomial growth

Ruifang Wang; Yong Xu; Bin Pei

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arXiv · 1904.10621

Averaging principles for non-autonomous two-time-scale stochastic reaction-diffusion equations with polynomial growth

Ruifang Wang·Yong Xu·Bin Pei

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Abstract

In this paper, we develop the averaging principle for a class of two-time-scale stochastic reaction-diffusion equations driven by Wiener processes and Poisson random measures. We assume that all coefficients of the equation have polynomial growth, and the drift term of the equation is non-Lipschitz. Hence, the classical formulation of the averaging principle under the Lipschitz condition is no longer available. To prove the validity of the averaging principle, the existence and uniqueness of the mild solution are proved firstly. Then, the existence of time-dependent evolution family of measures associated with the fast equation is studied, by which the averaged coefficient is obtained. Finally, the validity of the averaging principle is verified.

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BibTeX RIS

Ruifang Wang, Yong Xu, Bin Pei. 2019-04-24. Averaging principles for non-autonomous two-time-scale stochastic reaction-diffusion equations with polynomial growth. https://arxiv.org/abs/1904.10621

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