Stability of solutions of parabolic PDEs with random drift and viscosity limit

被引:2
作者
Deck, T [1 ]
Potthoff, J
Våge, G
Watanabe, H
机构
[1] Univ Mannheim, Lehrstuhl Math 5, D-68131 Mannheim, Germany
[2] Okayama Univ Sci, Fac Sci, Dept Appl Math, Okayama 700, Japan
关键词
stochastic partial differential equations; white noise analysis; turbulent transport equation; viscosity limit;
D O I
10.1007/s002459900132
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Let u(alpha) be the solution of the Ito stochastic parabolic Cauchy problem partial derivative u/partial derivative t - L(alpha)u = xi . del u, u\(t=0) = f, where xi is a space-time noise. We prove that u(alpha) depends continuously on alpha, when the coefficients in L-alpha converge to those in L-0. This result is used to study the diffusion limit for the Cauchy problem in the Stratonovich sense: when the coefficients of L-alpha tend to 0 the corresponding solutions u(alpha) converge to the solution u(0) of the degenerate Cauchy problem partial derivative u(0)/partial derivative t = xi circle del u(0), u(0)\(t=0) = f. These results are based on a criterion for the existence of strong limits in the space of Hida distributions (S)*. As a by-product it is proved that weak solutions of the above Cauchy problem are in fact strong solutions.
引用
收藏
页码:393 / 406
页数:14
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