English

Averaging approximation to singularly perturbed nonlinear stochastic wave equations

Analysis of PDEs 2015-05-28 v1 Mathematical Physics math.MP Probability

Abstract

An averaging method is applied to derive effective approximation to the following singularly perturbed nonlinear stochastic damped wave equation \nu u_{tt}+u_t=\D u+f(u)+\nu^\alpha\dot{W} on an open bounded domain DRnD\subset\R^n\,, 1n31\leq n\leq 3\,. Here ν>0\nu>0 is a small parameter characterising the singular perturbation, and να\nu^\alpha\,, 0α1/20\leq \alpha\leq 1/2\,, parametrises the strength of the noise. Some scaling transformations and the martingale representation theorem yield the following effective approximation for small ν\nu, u_t=\D u+f(u)+\nu^\alpha\dot{W} to an error of \ordνα\ord{\nu^\alpha}\,.

Keywords

Cite

@article{arxiv.1107.4184,
  title  = {Averaging approximation to singularly perturbed nonlinear stochastic wave equations},
  author = {Yan Lv and A. J. Roberts},
  journal= {arXiv preprint arXiv:1107.4184},
  year   = {2015}
}

Comments

16 pages. Submitted

R2 v1 2026-06-21T18:39:52.477Z