Local linearization for the nonlinear damped stochastic Klein-Gordon equation
Probability
2026-01-13 v1
Abstract
For the dimensional nonlinear damped stochastic Klein-Gordon equation driven by space-time white noise, we prove that the second-order increments of the solution can be approximated, after scaling with the diffusion coefficient, by those of the corresponding linearized stochastic Klein-Gordon equation. This extends the result of Huang et al. \cite{HOO2024} for the stochastic wave equation. A key difficulty arises from the more complex structure of the Green function, which we overcome by means of subtle analytical estimates. As applications, we analyze the quadratic variation of the solution and construct a consistent estimator for the diffusion parameter.
Keywords
Cite
@article{arxiv.2601.07176,
title = {Local linearization for the nonlinear damped stochastic Klein-Gordon equation},
author = {Guanglin Rang and Ran Wang},
journal= {arXiv preprint arXiv:2601.07176},
year = {2026}
}
Comments
18 pages; Comments are welcome