Averaging principle for non autonomous slow-fast systems of stochastic RDEs: the almost periodic case

Sandra Cerrai; Alessandra Lunardi

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arXiv · 1602.05658

Averaging principle for non autonomous slow-fast systems of stochastic RDEs: the almost periodic case

Sandra Cerrai·Alessandra Lunardi

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Abstract

We study the validity of an averaging principle for a slow-fast system of stochastic reaction diffusion equations. We assume here that the coefficients of the fast equation depend on time, so that the classical formulation of the averaging principle in terms of the invariant measure of the fast equation is not anymore available. As an alternative, we introduce the time depending evolution family of measures associated with the fast equation. Under the assumption that the coefficients in the fast equation are almost periodic, the evolution family of measures is almost periodic. This allows to identify the appropriate averaged equation and prove the validity of the averaging limit.

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Sandra Cerrai, Alessandra Lunardi. 2016-02-18. Averaging principle for non autonomous slow-fast systems of stochastic RDEs: the almost periodic case. https://arxiv.org/abs/1602.05658

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