Stochastic wave equations with constraints: well-posedness and Smoluchowski-Kramers diffusion approximation

arXiv2303.09717MaRDI QIDQ6429901FDOQ6429901

Authors: Sandra Cerrai, Zdzislaw Brzezniak 

Publication date: 16 March 2023

Abstract: We investigate the well-posedness of a class of stochastic second-order in time damped evolution equations in Hilbert spaces, subject to the constraint that the solution lie within the unitary sphere. Then, we focus on a specific example, the stochastic damped wave equation in a bounded domain of a $d$-dimensional Euclidean space, endowed with the Dirichlet boundary condition, with the added constraint that the $L^2$-norm of the solution is equal to one. We introduce a small mass $mu>0$ in front of the second-order derivative in time and examine the validity of a Smoluchowski-Kramers diffusion approximation. We demonstrate that, in the small mass limit, the solution converges to the solution of a stochastic parabolic equation subject to the same constraint. We further show that an extra noise-induced drift emerges, which in fact does not account for the Stratonovich-to-It^{o} correction term.

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