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Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs

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In this paper, we aim to study the asymptotic behaviour for a class of McKean-Vlasov stochastic partial differential equations with slow and fast time-scales. Using the variational approach and classical… Click to show full abstract

In this paper, we aim to study the asymptotic behaviour for a class of McKean-Vlasov stochastic partial differential equations with slow and fast time-scales. Using the variational approach and classical Khasminskii time discretization, we show that the slow component strongly converges to the solution of the associated averaged equation. In particular, the corresponding convergence rates are also obtained. The main results can be applied to demonstrate the averaging principle for various McKean-Vlasov nonlinear SPDEs such as stochastic porous media type equation, stochastic p-Laplace type equation and also some McKean-Vlasov stochastic differential equations.

Keywords: vlasov; slow fast; mckean vlasov; convergence rates; averaging principle

Journal Title: Journal of Differential Equations
Year Published: 2022

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