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

TL;DR

This paper establishes an averaging principle for non-autonomous stochastic reaction diffusion systems with almost periodic coefficients, extending classical results to time-dependent fast equations without invariant measures.

Contribution

It introduces an evolution family of measures for fast equations with time-dependent coefficients and proves the averaging principle in the almost periodic case.

Findings

Averaging principle holds for non-autonomous stochastic reaction diffusion systems.

Evolution family of measures is almost periodic under almost periodic coefficients.

Validates the averaged equation as an approximation for the original system.

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.