Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise

DOI10.1016/J.SPA.2013.01.013MaRDI QIDQ2444634zbMATH OpenOpenAlexFDO

Authors E. Mastrogiacomo, Boubaker Smii, S. Albeverio

Publication date 10 April 2014

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1212.5804

zbMATH Keywords

asymptotic expansionsdissipative systemsstochastic PDEssmall noisepolynomially bounded nonlinearitystochastic Fitzhugh-Nagumo systemLévy processesLévy space time noise

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Neural networks for/in biological studies, artificial life and related topics (92B20) Asymptotic expansions of solutions to PDEs (35C20) Reaction-diffusion equations (35K57) PDEs with randomness, stochastic partial differential equations (35R60)

Abstract: We study a reaction-diffusion evolution equation perturbed by a space-time L'evy noise. The associated Kolmogorov operator is the sum of the infinitesimal generator of a $C_0$-semigroup of strictly negative type acting in a Hilbert space and a nonlinear term which has at most polynomial growth, is non necessarily Lipschitz and is such that the whole system is dissipative. The corresponding It^o stochastic equation describes a process on a Hilbert space with dissi- pative nonlinear, non globally Lipschitz drift and a L'evy noise. Under smoothness assumptions on the non-linearity, asymptotics to all orders in a small parameter in front of the noise are given, with detailed estimates on the remainders. Applications to nonlinear SPDEs with a linear term in the drift given by a Laplacian in a bounded domain are included. As a particular case we provide the small noise asymptotic expansions for the SPDE equations of FitzHugh Nagumo type in neurobiology with external impulsive noise.

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Cited in

(7)

• Asymptotic expansion of the transition density of the semigroup associated to a SDE driven by Lévy noise
• Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM
• Small noise asymptotic expansions for stochastic PDE's. I: The case of a dissipative polynomially bounded non linearity
• Small time and semiclassical asymptotics for stochastic heat equations driven by Lévy noise
• A class of Lévy driven SDEs and their explicit invariant measures
• Asymptotic methods for stochastic dynamical systems with small non-Gaussian Lévy noise
• Asymptotic expansions for SDE's with small multiplicative noise

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