This article deals with the weak error in averaging principle for a stochastic wave equation
on a bounded interval [0, L], perturbed by an oscillating term arising as the solution of a …

This work considers stochastic partial differential equations (SPDEs) driven by fractional
Brownian motions (fBm) with random delays modulated by two-time scale Markov switching …

Motivated by applications of hybrid systems, this work considers functional stochastic partial
differential equations (FSPDEs) driven by a fractional Brownian motion (fBm) modulated by …

The stochastic stability of a Duffing oscillator with fractional derivative damping under
combined harmonic and Poisson white noise parametric excitations is investigated. A …

The purpose of this article is to investigate an averaging principle for multi-valued stochastic
differential equations (MSDEs) driven by Poisson point processes. The solutions to MSDEs …

When solving linear stochastic partial differential equations numerically, usually a high order
spatial discretization is needed. Model order reduction (MOR) techniques are often used to …

We investigate the stochastic dynamics of a prey-predator type ecosystem with time delay
and the discrete random environmental fluctuations. In this model, the delay effect is …

To solve a stochastic linear evolution equation numerically, finite dimensional
approximations are commonly used. For a good approximation, one might end up with a …

In this paper, we deal with the averaging principle for a two-time-scale system of jump-
diffusion stochastic differential equations. Under suitable conditions, we expand the weak …

This work is devoted to averaging principle of a two-time-scale stochastic partial differential
equation on a bounded interval $[0, l] $, where both the fast and slow components are …