Smoluchowski-Kramers approximation for a general class of SPDEs (Q871610): Difference between revisions

The authors prove that the so-called Smoluchovski-Kramers approximation holds for a class of partial differential equations perturbed by a non-Gaussian noisy term. Namely, it is shown that the solution of the one-dimensional semi-linear stochastic damped wave equations \[ \mu u_{tt}(t, x)+u_t(t, x)=\Delta u(t, x)+b(x, u(t, x))+g(x, u(t, x))\dot w(t),\;u(0)=u_0, u_t(0)=v_0, \] endowed with Dirichlet boundary conditions, converges as the parameter \(\mu\) goes to zero to the solution of the semi-linear stochastic heat equation \(u_t(t, x)=\Delta u(t, x)+b(x, u(t, x))+g(x, u(t, x))\dot w(t),\;u(0)=u_0\), endowed with Dirichlet boundary conditions.