Stochastic wave equations with constraints: well-posedness and Smoluchowski-Kramers diffusion approximation
Abstract
We investigate the well-posedness of a class of stochastic second-order in time damped evolution equations in Hilbert spaces, subject to the constraint that the solution lie within the unitary sphere. Then, we focus on a specific example, the stochastic damped wave equation in a bounded domain of a -dimensional Euclidean space, endowed with the Dirichlet boundary condition, with the added constraint that the -norm of the solution is equal to one. We introduce a small mass in front of the second-order derivative in time and examine the validity of a Smoluchowski-Kramers diffusion approximation. We demonstrate that, in the small mass limit, the solution converges to the solution of a stochastic parabolic equation subject to the same constraint. We further show that an extra noise-induced drift emerges, which in fact does not account for the Stratonovich-to-It\^{o} correction term.
Cite
@article{arxiv.2303.09717,
title = {Stochastic wave equations with constraints: well-posedness and Smoluchowski-Kramers diffusion approximation},
author = {Sandra Cerrai and Zdzislaw Brzeźniak},
journal= {arXiv preprint arXiv:2303.09717},
year = {2025}
}