The small-mass limit for some constrained wave equations with nonlinear conservative noise*

被引:0
|
作者
Cerrai, Sandra [1 ]
Xie, Mengzi [1 ]
机构
[1] Univ Maryland, College Pk, MD 20742 USA
来源
ELECTRONIC JOURNAL OF PROBABILITY | 2025年 / 30卷
关键词
stochastic nonlinear damped wave equations; Smoluchowski-Kramers approximation; SPDEs with constraints; SMOLUCHOWSKI-KRAMERS APPROXIMATION; INFINITE NUMBER;
D O I
10.1214/25-EJP1284
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We study the small-mass limit, also known as the Smoluchowski-Kramers diffusion approximation (see [16] and [22]), for a system of stochastic damped wave equations, whose solution is constrained to live in the unitary sphere of the space of square integrable functions on the interval (0, L). The stochastic perturbation is given by a nonlinear multiplicative Gaussian noise, where the stochastic differential is understood in Stratonovich sense. Due to its particular structure, such noise not only conserves P-a.s. the constraint, but also preserves a suitable energy functional. In the limit we derive a deterministic system, that remains confined to the unit sphere of L2, but includes additional terms. These terms depend on the reproducing kernel of the noise and account for the interaction between the constraint and the particular conservative noise we choose.
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页数:28
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