Averaging 2D stochastic wave equation
The authors consider the following 2D stochastic wave equation \[ \frac{\partial^2u}{\partial t^2}=\triangle u+\sigma(u)\dot{W} \] with the boundary conditions \({u(0,x)=1}\) and \({\frac{\partial u}{\partial t}(0,x)=0}.\) Here \(\triangle\) is the Laplacian in the space variables, \(\dot{W}\) is a Gaussian centered noise with covariance \[ \mathbb{E}(\dot{W}(t,x)\dot{W}(s,y))=\delta_0(t-s)\|x-y\|^{-\beta} \] for some \({\beta\in(0,2)}\) and \({\sigma:\mathbb{R}\to\mathbb{R}}\) is a Lipschitz function with \({\sigma(1)\neq0}.\) The solution \(u(x,t)\) is viewed as functional over the homogeneous Gaussian random field \(W\) (where \({\dot{W}=\frac{\partial^3W}{\partial t\partial x_1\partial x_2}}\)). The main result asserts that the process \[ R^{\frac{\beta}{2}-2}\int\limits_{\|x\|\leq R}(u(t,x)-1)\,dx,\ \ t\in\mathbb{R}_+ \] converges in law to some centered Gaussian process as \({R\to\infty}.\) Also the rate of convergence is estimated using the total-variation distance. The proof is based on Stein's method of normal approximation and Malliavin's differential calculus.
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