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

DOI10.1016/J.SPA.2013.01.013zbMATH Open1291.35452arXiv1212.5804OpenAlexW2001340400MaRDI QIDQ2444634FDOQ2444634

Authors: E. Mastrogiacomo, Boubaker Smii, S. Albeverio 

Publication date: 10 April 2014

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

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.

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

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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)

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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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