Smoluchowski-Kramers approximation and large deviations for infinite-dimensional nongradient systems with applications to the exit problem (Q317476): Difference between revisions
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This paper deals with the stochastic wave equation in a bounded regular region \(D\) in \(R^d\), \(d\geq 1\), depending on two small parameters \(\varepsilon\) and \(\mu\) (representing the constant density of the particles), the solution of which describes the displacement field of the particles of a material continuum in the domain \(D\), subject to a random external force field and a damping force proportional to the velocity field. The Laplacian describes interaction forces between neighbouring particles, in the presence of a nonlinear reaction described by additional term depending on the solution. The stochastic term is described by a cylindrical Wiener process, which is white in time and coloured in space. In the literature, it was shown before that for fixed \(\varepsilon>0\), the solution of this equation converges to the solution of the stochastic first-order equation as the density \(\mu\to 0\), and this approximation is known as the Smoluchowski-Kramers approximation. In the present paper, the authors are interested in comparing the small noise asymptotics, as \(\varepsilon\to 0,\) for the stochastic wave equation and the stochastic first-order equation. They show that the Smoluchowski-Kramers approximation, that works on finite time intervals, is good as well in the large deviations regime. | |||
Property / review text: This paper deals with the stochastic wave equation in a bounded regular region \(D\) in \(R^d\), \(d\geq 1\), depending on two small parameters \(\varepsilon\) and \(\mu\) (representing the constant density of the particles), the solution of which describes the displacement field of the particles of a material continuum in the domain \(D\), subject to a random external force field and a damping force proportional to the velocity field. The Laplacian describes interaction forces between neighbouring particles, in the presence of a nonlinear reaction described by additional term depending on the solution. The stochastic term is described by a cylindrical Wiener process, which is white in time and coloured in space. In the literature, it was shown before that for fixed \(\varepsilon>0\), the solution of this equation converges to the solution of the stochastic first-order equation as the density \(\mu\to 0\), and this approximation is known as the Smoluchowski-Kramers approximation. In the present paper, the authors are interested in comparing the small noise asymptotics, as \(\varepsilon\to 0,\) for the stochastic wave equation and the stochastic first-order equation. They show that the Smoluchowski-Kramers approximation, that works on finite time intervals, is good as well in the large deviations regime. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Anatoliy Swishchuk / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60H15 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60F10 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 35R60 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 35K57 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6631780 / rank | |||
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Property / zbMATH Keywords | |||
stochastic wave equations | |||
Property / zbMATH Keywords: stochastic wave equations / rank | |||
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stochastic parabolic equations | |||
Property / zbMATH Keywords: stochastic parabolic equations / rank | |||
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singular perturbations | |||
Property / zbMATH Keywords: singular perturbations / rank | |||
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large deviations | |||
Property / zbMATH Keywords: large deviations / rank | |||
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exit problem | |||
Property / zbMATH Keywords: exit problem / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: Publication / rank | |||
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Property / arXiv ID | |||
Property / arXiv ID: 1403.5745 / rank | |||
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Property / cites work | |||
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Property / OpenAlex ID | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 10:39, 30 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Smoluchowski-Kramers approximation and large deviations for infinite-dimensional nongradient systems with applications to the exit problem |
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Smoluchowski-Kramers approximation and large deviations for infinite-dimensional nongradient systems with applications to the exit problem (English)
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30 September 2016
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This paper deals with the stochastic wave equation in a bounded regular region \(D\) in \(R^d\), \(d\geq 1\), depending on two small parameters \(\varepsilon\) and \(\mu\) (representing the constant density of the particles), the solution of which describes the displacement field of the particles of a material continuum in the domain \(D\), subject to a random external force field and a damping force proportional to the velocity field. The Laplacian describes interaction forces between neighbouring particles, in the presence of a nonlinear reaction described by additional term depending on the solution. The stochastic term is described by a cylindrical Wiener process, which is white in time and coloured in space. In the literature, it was shown before that for fixed \(\varepsilon>0\), the solution of this equation converges to the solution of the stochastic first-order equation as the density \(\mu\to 0\), and this approximation is known as the Smoluchowski-Kramers approximation. In the present paper, the authors are interested in comparing the small noise asymptotics, as \(\varepsilon\to 0,\) for the stochastic wave equation and the stochastic first-order equation. They show that the Smoluchowski-Kramers approximation, that works on finite time intervals, is good as well in the large deviations regime.
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stochastic wave equations
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stochastic parabolic equations
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singular perturbations
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large deviations
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exit problem
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