Averaging approximation to singularly perturbed nonlinear stochastic wave equations

DOI10.1063/1.4726175zbMATH Open1277.35349arXiv1107.4184OpenAlexW3105764086MaRDI QIDQ2865452FDOQ2865452

Authors: Yan Lv, A. J. Roberts 

Publication date: 29 November 2013

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Abstract: An averaging method is applied to derive effective approximation to the following singularly perturbed nonlinear stochastic damped wave equation

u u_{tt}+u_t=D u+f(u)+ u^alphadot{W} on an open bounded domain $Dsubset{R}^n$,, $1leqnleq3$,. Here $u>0$ is a small parameter characterising the singular perturbation, and $u^{a}lpha$,, $0leqalphaleq1/2$,, parametrises the strength of the noise. Some scaling transformations and the martingale representation theorem yield the following effective approximation for small $u$, u_t=D u+f(u)+

u^alphadot{W} to an error of $ord{u}^{a}lpha$,.

Full work available at URL: https://arxiv.org/abs/1107.4184

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Mathematics Subject Classification ID

Singular perturbations in context of PDEs (35B25) PDEs with randomness, stochastic partial differential equations (35R60) Generation, random and stochastic difference and differential equations (37H10) Second-order hyperbolic equations (35L10)

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Cited In (17)

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• 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
• Dominant dynamics for a class of singularly perturbed stochastic partial differential equations with quadratic nonlinearities and random Neumann boundary conditions
• On the convergence of stationary solutions in the Smoluchowski-Kramers approximation of infinite dimensional systems
• Approximation of the random inertial manifold of singularly perturbed stochastic wave equations
• Stochastic Averaging Near Homoclinic Orbits Via Singular Perturbations
• Limiting dynamics for stochastic nonclassical diffusion equations
• Approximation for stochastic wave equations with singular perturbation
• Limit behavior of nonlinear stochastic wave equations with singular perturbation
• Large deviation principle for singularly perturbed stochastic damped wave equations
• The small mass limit for long time statistics of a stochastic nonlinear damped wave equation

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