Averaging approximation to singularly perturbed nonlinear stochastic wave equations

DOI10.1063/1.4726175MaRDI QIDQ2865452zbMATH OpenOpenAlexFDO

Authors Yan Lv, A. J. Roberts

Publication date 29 November 2013

Published in Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1107.4184

Mathematics Subject Classification ID

Singular perturbations in context of PDEs (35B25) Second-order hyperbolic equations (35L10) PDEs with randomness, stochastic partial differential equations (35R60) Generation, random and stochastic difference and differential equations (37H10)

Abstract: An averaging method is applied to derive effective approximation to the following singularly perturbed nonlinear stochastic damped wave equation

u u_{tt}+u_t=D u+f(u)+ u^alphadot{W} on an open bounded domain $Dsubset{R}^n$,, $1leqnleq3$,. Here $u>0$ is a small parameter characterising the singular perturbation, and $u^{a}lpha$,, $0leqalphaleq1/2$,, parametrises the strength of the noise. Some scaling transformations and the martingale representation theorem yield the following effective approximation for small $u$, u_t=D u+f(u)+

u^alphadot{W} to an error of $ord{u}^{a}lpha$,.

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Cited in

(23)

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