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arXiv · 2112.05906

Averaging principle of stochastic Burgers equation driven by L\'{e}vy processes

Hongge Yue·Yong Xu·Ruifang Wang·Zhe Jiao
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Abstract

We are concerned about the averaging principle for the stochastic Burgers equation with slow-fast time scale. This slow-fast system is driven by L\'{e}vy processes. Under some appropriate conditions, we show that the slow component of this system strongly converges to a limit, which is characterized by the solution of stochastic Burgers equation whose coefficients are averaged with respect to the stationary measure of the fast-varying jump-diffusion. To illustrate our theoretical result, we provide some numerical simulations.

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Hongge Yue, Yong Xu, Ruifang Wang, Zhe Jiao. 2021-12-11. Averaging principle of stochastic Burgers equation driven by L\'{e}vy processes. https://arxiv.org/abs/2112.05906

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