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Author

Shihu Li

Bio: Shihu Li is an academic researcher from Jiangsu Normal University. The author has contributed to research in topics: Oscillation. The author has an hindex of 1, co-authored 1 publications receiving 1 citations.
Topics: Oscillation

Papers
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TL;DR: In this article, the authors investigated the multiscale stochastic 3D fractional Leray-α model using the Khasminskii technique and established the strong average principle.
Abstract: This article investigates the multiscale stochastic 3D fractional Leray-α model. By using the Khasminskii technique, we establish the strong average principle for stochastic 3D fractional L...

3 citations


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07 Apr 2022
TL;DR: In this paper , the authors studied the strong and weak convergence rates for multi-scale one-dimensional stochastic Burgers equation, and obtained the slow component strongly and weakly converges to the solution of the corresponding averaged equation with optimal orders 1/2 and 1 respectively.
Abstract: Abstract. In this paper, we study the strong and weak convergence rates for multi-scale one-dimensional stochastic Burgers equation. Based on the techniques of Galerkin approximation, Kolmogorov equation and Poisson equation, we obtain the slow component strongly and weakly converges to the solution of the corresponding averaged equation with optimal orders 1/2 and 1 respectively. The highly nonlinear term in system brings us huge difficulties, we develop new technique to overcome these difficulties. To the best of our knowledge, this work seems to be the first result in which the optimal convergence orders in strong and weak sense for multi-scale stochastic partial differential equations with highly nonlinear term.
Journal ArticleDOI
01 Jul 2023-Symmetry
TL;DR: In this paper , the averaging principle for ψ-Capuo fractional stochastic delay differential equations (FSDDEs) with Poisson jumps was studied, and it was shown that the solution of the averaged FSDDE converges to that of the standard FDDEs in the sense of Lp.
Abstract: In this paper, we study the averaging principle for ψ-Capuo fractional stochastic delay differential equations (FSDDEs) with Poisson jumps. Based on fractional calculus, Burkholder-Davis-Gundy’s inequality, Doob’s martingale inequality, and the Ho¨lder inequality, we prove that the solution of the averaged FSDDEs converges to that of the standard FSDDEs in the sense of Lp. Our result extends some known results in the literature. Finally, an example and simulation is performed to show the effectiveness of our result.