학술논문

Averaging principle of stochastic Burgers equation driven by L\'{e}vy processes
Document Type
Working Paper
Source
Subject
Mathematics - Probability
Mathematical Physics
60H15, 70K65, 70K70, 34G20
Language
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.
Comment: 16 pages, 2 figures, 21 references, the paper is submitted