Strong and weak rates of convergence in the Smoluchowski--Kramers approximation for stochastic partial differential equations
Probability
2026-04-17 v1 Analysis of PDEs
Abstract
We consider a class of stochastic damped semilinear wave equations, in the small-mass limit. It has previously been established that the solution converges to the solution of a stochastic semilinear heat equation. In this work we exhibit strong and weak rates of convergence in this Smoluchowski--Kramers approximation result. The rates depend on the regularity of the driving Wiener process. For instance, for trace-class noise the strong and weak rates of convergence are , whereas for space-time white noise (in dimension ) the strong and weak rates of convergence are and respectively.
Keywords
Cite
@article{arxiv.2604.14752,
title = {Strong and weak rates of convergence in the Smoluchowski--Kramers approximation for stochastic partial differential equations},
author = {Charles-Edouard Bréhier and Ziyi Lei},
journal= {arXiv preprint arXiv:2604.14752},
year = {2026}
}
Comments
preliminary version