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 \,, \,. Here is a small parameter characterising the singular perturbation, and \,, \,, parametrises the strength of the noise. Some scaling transformations and the martingale representation theorem yield the following effective approximation for small , u_t=\D u+f(u)+\nu^\alpha\dot{W} to an error of \,.
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