Strong convergence rate in averaging principle for stochastic FitzHugh-Nagumo system with two time-scales

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:416

Article

Fu, Hongbo¹  Wan, Li¹  Wang, Youzhen¹  Liu, Jicheng^2,3 

[1] Wuhan Text Univ, Coll Math & Comp Sci, Wuhan 430073, Peoples R China

[2] Huazhong Univ Sci & Technol, Sch Math & Stat, Wuhan 430074, Peoples R China

[3] Purdue Univ, Dept Stat, W Lafayette, IN 47907 USA

关键词: Stochastic FitzHugh-Nagumo system;    Averaging principle;    Invariant measure;    Strong convergence order;   

DOI  :  10.1016/j.jmaa.2014.02.062

来源: Elsevier

【 摘 要 】

This article deals with averaging principle for stochastic FitzHugh-Nagumo system with different time-scales. Under suitable conditions, the existence of an averaging equation eliminating the fast variable for this coupled system is proved, and as a consequence, the system can be reduced to a single stochastic ordinary equation with a modified coefficient. Moreover, the rate of convergence for the slow component towards the solution of the averaging equation is of order 1/2. (c) 2014 Elsevier Inc. All rights reserved.

【 授权许可】

Free