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

DOI10.1007/S40072-018-0123-ZMaRDI QIDQ2328019zbMATH OpenOpenAlexWikidataFDO

Authors Michael Salins

Publication date 9 October 2019

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

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

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)

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.

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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
• A Smoluchowski-Kramers approximation for an infinite dimensional system with state-dependent damping
• On the small noise limit in the Smoluchowski-Kramers approximation of nonlinear wave equations with variable friction
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• Smoluchowski-Kramers approximation and large deviations for infinite-dimensional nongradient systems with applications to the exit problem
• On the convergence of stationary solutions in the Smoluchowski-Kramers approximation of infinite dimensional systems
• Smoluchowski-Kramers approximation for a general class of SPDEs
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• 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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