Averaging principle of stochastic Burgers equation driven by L\'{e}vy processes
| Autor: | Yue, Hongge, Xu, Yong, Wang, Ruifang, Jiao, Zhe |
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| Rok vydání: | 2021 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | 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. Comment: 16 pages, 2 figures, 21 references, the paper is submitted |
| Databáze: | arXiv |
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