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arXiv · 2611.01051

Two types of averaging principles for multiplicative stochastic Korteweg-de Vries equations with fast oscillations

Jie Chen·Fan Gu·Xianliang Zhao
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Abstract

In this paper, we study averaging principles for stochastic KdV equations perturbed by a fast oscillating term generated by a stochastic reaction-diffusion equation in $H^s(\mathbb{R})$, $ s\geq 0$. When dealing with multilinear estimates of the nonlinear terms in the stochastic KdV type equation, two kinds of workspace are both effective. The classical workspace can help us prove the averaging principle in the $L_ω^2$ sense, but it has more restrictions on the noise kernel and the conservation structures. When we use a new workspace without homogeneous low frequency restrictions, only the regularity conditions and the $L_x^2$ conservation structure is needed. Correspondingly, because there is no moment estimate of the solution, we can only prove the perturbed equations converge to an averaging equation in the probability sense. Our works may have important reference value, because it not only provides a new perspective to handle dynamical problems of stochastic dispersive model, but also compare it with the classical method.

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Jie Chen, Fan Gu, Xianliang Zhao. 2026-10-31. Two types of averaging principles for multiplicative stochastic Korteweg-de Vries equations with fast oscillations. https://arxiv.org/abs/2611.01051

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