On the approximation for singularly perturbed stochastic wave equations
Analysis of PDEs
2011-09-15 v1 Probability
Abstract
We explore the relation between fast waves, damping and imposed noise for different scalings by considering the singularly perturbed stochastic nonlinear wave equations \nu u_{tt}+u_t=\D u+f(u)+\nu^\alpha\dot{W} on a bounded spatial domain. An asymptotic approximation to the stochastic wave equation is constructed by a special transformation and splitting of . This splitting gives a clear description of the structure of . The approximating model, for small \,, is a stochastic nonlinear heat equation for exponent \,, and is a deterministic nonlinear wave equation for exponent \,.
Cite
@article{arxiv.1109.3000,
title = {On the approximation for singularly perturbed stochastic wave equations},
author = {Wei Wang and Yan Lv and A. J. Roberts},
journal= {arXiv preprint arXiv:1109.3000},
year = {2011}
}
Comments
11 pages