Stochastic averaging principle for multiscale stochastic linearly coupled complex cubic-quintic Ginzburg-Landau equations
Peng Gao, Yong Li

TL;DR
This paper establishes an averaging principle for multiscale stochastic coupled complex Ginzburg-Landau equations, enabling reduction to a single equation with modified coefficients, facilitating analysis of systems with different time scales.
Contribution
It introduces a novel averaging principle for multiscale stochastic coupled Ginzburg-Landau equations, reducing complexity by eliminating fast variables under certain conditions.
Findings
Existence of an averaging equation for the coupled system.
Reduction of the multiscale system to a single stochastic Ginzburg-Landau equation.
Conditions under which the averaging principle holds.
Abstract
Stochastic averaging principle is a powerful tool for studying qualitative analysis of stochastic dynamical systems with different time-scales. In this paper, we will establish an averaging principle for multiscale stochastic linearly coupled complex cubic-quintic Ginzburg-Landau equations with slow and fast 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 complex cubic-quintic Ginzburg-Landau equation with a modified coefficient.
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Taxonomy
TopicsAdvanced Mathematical Modeling in Engineering · Stochastic processes and financial applications · Nonlinear Dynamics and Pattern Formation
