Smoluchowski-Kramers approximation and large deviations for infinite-dimensional nongradient systems with applications to the exit problem

DOI10.1214/15-AOP1029zbMATH Open1350.60054arXiv1403.5745OpenAlexW2962690798MaRDI QIDQ317476FDOQ317476

Michael Salins, Sandra Cerrai

Publication date: 30 September 2016

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: In this paper, we study the quasi-potential for a general class of damped semilinear stochastic wave equations. We show that, as the density of the mass converges to zero, the infimum of the quasi-potential with respect to all possible velocities converges to the quasi-potential of the corresponding stochastic heat equation, that one obtains from the zero mass limit. This shows in particular that the Smoluchowski-Kramers approximation is not only valid for small time, but, in the zero noise limit regime, can be used to approximate long-time behaviors such as exit time and exit place from a basin of attraction.

Full work available at URL: https://arxiv.org/abs/1403.5745

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zbMATH Keywords

large deviationssingular perturbationsexit problemstochastic parabolic equationsstochastic wave equations

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Reaction-diffusion equations (35K57) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited In (20)

• Smoluchowski-Kramers approximation for the damped stochastic wave equation with multiplicative noise in any spatial dimension
• Asymptotic analysis for the generalized Langevin equation with singular potentials
• Stochastic wave equation with Hölder noise coefficient: well-posedness and small mass limit
• Large deviations for fast transport stochastic RDEs with applications to the exit problem
• On the small-mass limit for stationary solutions of stochastic wave equations with state dependent friction
• The small-mass limit and white-noise limit of an infinite dimensional generalized Langevin equation
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• On the convergence of stationary solutions in the Smoluchowski-Kramers approximation of infinite dimensional systems
• The Smoluchowski-Kramers limits of stochastic differential equations with irregular coefficients
• On the Smoluchowski-Kramers approximation for a system with infinite degrees of freedom exposed to a magnetic field
• Quasipotential and exit time for 2D stochastic Navier-Stokes equations driven by space time white noise
• SMOLUCHOWSKI–KRAMERS APPROXIMATION AND EXIT PROBLEMS
• Limiting dynamics for stochastic nonclassical diffusion equations
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