Smoluchowski-Kramers approximation for a general class of SPDEs

被引:33
作者
Cerrai, Sandra
Freidlin, Mark
机构
[1] Univ Florence, Dipartimento Matemat Decis, I-50134 Florence, Italy
[2] Univ Maryland, Dept Math, College Pk, MD 20742 USA
关键词
smoluchowski-Kramers approximation; stochastic semi-linear damped wave equations; stochastic semi-linear heat equations;
D O I
10.1007/s00028-006-0281-8
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We prove that the so-called Smoluchowski-Kramers approximation holds for a class of partial differential equations perturbed by a non-Gaussian noisy term. Namely, we show that the solution of the one-dimensional semi-linear stochastic damped wave equations mu u(tt) (t, x) +u(t) (t, x) = Delta u (t, x) +b(x, u (t, x)) +g (x, u (t, x)) (w) over dot(t), u (0) = u(o), u(t) (0) = v(o), endowed with Dirichlet boundary conditions, converges as the parameter mu goes to zero to the solution of the semi-linear stochastic heat equation u(t) (t, x) = Delta u (t, x) + b(x, u (t, x)) + g (x, u (t, x)) (w) over dot(t), u(0) = u(o), endowed with Dirichlet boundary conditions.
引用
收藏
页码:657 / 689
页数:33
相关论文
共 21 条