English

Stochastic wave equations with constraints: well-posedness and Smoluchowski-Kramers diffusion approximation

Probability 2025-07-01 v3

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 dd-dimensional Euclidean space, endowed with the Dirichlet boundary condition, with the added constraint that the L2L^2-norm of the solution is equal to one. We introduce a small mass μ>0\mu>0 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.

Keywords

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}
}
R2 v1 2026-06-28T09:20:54.447Z