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arxiv: 1701.07984 · v1 · pith:FKWE3GV5new · submitted 2017-01-27 · 🧮 math.PR

Weak order in averaging principle for stochastic wave equations with a fast oscillation

classification 🧮 math.PR
keywords stochasticweakaveragingequationfastorderprinciplewave
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This article deals with the weak errors for averaging principle for a stochastic wave equation in a bounded interval $[0,L]$, perturbed by a oscillating term arising as the solution of a stochastic reaction-diffusion equation evolving with respect to the fast time. Under suitable conditions, it is proved that the rate of weak convergence to the averaged effective dynamics is of order $1$ via an asymptotic expansion approach.

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