On the small-mass limit for stationary solutions of stochastic wave equations with state dependent friction (Q6589682)
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scientific article; zbMATH DE number 7898796
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| English | On the small-mass limit for stationary solutions of stochastic wave equations with state dependent friction |
scientific article; zbMATH DE number 7898796 |
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On the small-mass limit for stationary solutions of stochastic wave equations with state dependent friction (English)
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20 August 2024
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Let \(\mathcal O\) be a bounded domain in \(\mathbb{R}^d\) with a smooth boundary and consider the equation \N\[\N\mu\partial^2_tu=\Delta u-\gamma(u)\partial_t u+F(u)+\sigma(u)\partial_tw \N\]\Non \(\mathcal O\) with initial conditions \(u(0)=u_0\in L^2(\mathcal O)\), \(\partial_tu(0)=v_0\in H^{-1}(\mathcal O)\) and with a Dirichlet boundary condition \(u=0\) on \(\partial\mathcal O\). Here, \(\mu\) is a small strictly positive parameter, \(\gamma\) is a strictly positive, bounded and continuously differentiable function, \(\sigma\) is a bounded and Lipschitz continuous mapping, \(F:L^2(\mathcal O)\to L^2(\mathcal O)\) is a Lipschtz continuous mapping, \N\[\Nw=\sum_iQe_i\beta_i\N\]\Nis a (possibly cylindrical) Wiener process, \(Q\) is its covariance operator on \(L^2(\mathcal O)\), \(\{e_i\}\) are the eigenvectors of the Dirichlet Laplace operator on \(L^2(\mathcal O)\) and \(\{\beta_i\}\) are independent standard Brownian motions. The authors further assume several technical assumptions upon \(\gamma\), \(F\) and \(\sigma\). Next they prove existence and uniqueness of generalized solutions of the equation above such that \((u,\partial_tu)\) define a Markov process in \(L^2(\mathcal O)\times H^{-1}(\mathcal O)\) with a transition semigroup \((P^\mu_t)\) on the Hilbert space \(L^2(\mathcal O)\times H^{-1}(\mathcal O)\) which admits an invariant probability measure \(\nu_\mu\) supported in \(H^1(\mathcal O)\times L^2(\mathcal O)\). Finally, it is proved that \N\[\N\lim_{\mu\to 0+}\mathcal W\,(\Pi_1\nu_\mu,\nu)=0,\N\]\Nwhere \(\mathcal W\) denotes the Wasserstein distance associated with the \(H^{-1}(\mathcal O)\) norm, \(\Pi_1\nu_\mu\) is the first marginal of \(\nu_\mu\) and \(\nu\) is the unique invariant measure for the transition semigroup associated with the solutions of the equation \N\[\N\gamma(u)\partial_tu=\Delta u+F(u)-\frac{\gamma^\prime(u)}{2\gamma^2(u)}\sum_i|\sigma(u)Qe_i|^2+\sigma(u)\partial_tw\N\]\Non \(H^1_0(\mathcal O)\). Moreover, \(\Pi_1\nu_\mu\) converges to \(\nu\) weakly in \(L^2(\mathcal O)\).
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stochastic wave equation
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Smoluchowski-Kramers approximation
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convergence of invariant measures
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Wasserstein convergence
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