Smoluchowski-Kramers approximation for the damped stochastic wave equation with multiplicative noise in any spatial dimension

DOI10.1007/S40072-018-0123-ZzbMATH Open1436.60068arXiv1801.10538OpenAlexW2963295842WikidataQ115375198 ScholiaQ115375198MaRDI QIDQ2328019FDOQ2328019

Authors: Michael Salins 

Publication date: 9 October 2019

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Abstract: We show that the solutions to the damped stochastic wave equation converge pathwise to the solution of a stochastic heat equation. This is called the Smoluchowski-Kramers approximation. Cerrai and Freidlin have previously demonstrated that this result holds in the cases where the system is exposed to additive noise in any spatial dimension or when the system is exposed to multiplicative noise and the spatial dimension is one. The current paper proves that the Smoluchowski-Kramers approximation is valid in any spatial dimension when the system is exposed to multiplicative noise.

Full work available at URL: https://arxiv.org/abs/1801.10538

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zbMATH Keywords

stochastic partial differential equationsstochastic heat equationstochastic wave equationSmoluchowski-Kramers approximation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cited In (13)

• Stochastic wave equation with Hölder noise coefficient: well-posedness and small mass limit
• On the small-mass limit for stationary solutions of stochastic wave equations with state dependent friction
• On the small noise limit in the Smoluchowski-Kramers approximation of nonlinear wave equations with variable friction
• A Smoluchowski-Kramers approximation for an infinite dimensional system with state-dependent damping
• An averaging approach to the Smoluchowski-Kramers approximation in the presence of a varying magnetic field
• On the convergence of stationary solutions in the Smoluchowski-Kramers approximation of infinite dimensional systems
• Smoluchowski-Kramers approximation and large deviations for infinite-dimensional nongradient systems with applications to the exit problem
• Smoluchowski-Kramers approximation for a general class of SPDEs
• Stochastic conformal schemes for damped stochastic Klein-Gordon equation with additive noise
• Smoluchowski-Kramers approximation and large deviations for infinite dimensional gradient systems
• The small mass limit for long time statistics of a stochastic nonlinear damped wave equation
• Small mass limit for stochastic \(N\)-interacting particles system in \(L^2( \mathbb{R}^d)\) in mean field limit
• On the Smoluchowski-Kramers approximation for a system with an infinite number of degrees of freedom

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