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We show that the solutions to the damped stochastic wave equation converge pathwise to the solution of a stochastic heat equation. This is called the Smoluchowski-Kramers approximation. Cerrai and Freidlin have previously demonstrated that…

概率论 · 数学 2018-02-01 Michael Salins

We investigate the Smoluchowski-Kramers approximation for the one-dimensional periodic variational wave equation with state-dependent damping and additive noise. We show that weak ``dissipative'' solutions converge to solutions of a…

偏微分方程分析 · 数学 2025-11-18 Billel Guelmame , Julien Vovelle

We prove the convergence, in the small mass limit, of statistically invariant states for a class of semi-linear damped wave equations, perturbed by an additive Gaussian noise, both with Lipschitz-continuous and with polynomial…

概率论 · 数学 2018-06-15 Sandra Cerrai , Nathan Glatt-Holtz

We consider systems of damped wave equations with a state-dependent damping coefficient and perturbed by a Gaussian multiplicative noise. Initially, we investigate their well-posedness, under quite general conditions on the friction.…

概率论 · 数学 2023-12-15 Sandra Cerrai , Arnaud Debussche

We study the validity of a Smoluchowski-Kramers approximation for a class of wave equations in a bounded domain of $\mathbb{R}^n$ subject to a state-dependent damping and perturbed by a multiplicative noise. We prove that in the small mass…

偏微分方程分析 · 数学 2021-10-12 Sandra Cerrai , Guangyu Xi

In this paper, we study the quasi-potential for a general class of damped semilinear stochastic wave equations. We show that, as the density of the mass converges to zero, the infimum of the quasi-potential with respect to all possible…

概率论 · 数学 2014-03-25 Sandra Cerrai , Michael Salins

In this paper, we explicitly calculate the quasi-potentials for the damped semilinear stochastic wave equation when the system is of gradient type. We show that in this case the infimum of the quasi-potential with respect to all possible…

概率论 · 数学 2014-03-25 Sandra Cerrai , Michael Salins

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.…

偏微分方程分析 · 数学 2011-09-15 Wei Wang , Yan Lv , A. J. Roberts

We investigate the convergence, in the small mass limit, of the stationary solutions of a class of stochastic damped wave equations, where the friction coefficient depends on the state and the noisy perturbation if of multiplicative type.…

概率论 · 数学 2023-09-06 Sandra Cerrai , Mengzi Xie

An averaging method is applied to derive effective approximation to the following singularly perturbed nonlinear stochastic damped wave equation \nu u_{tt}+u_t=\D u+f(u)+\nu^\alpha\dot{W} on an open bounded domain $D\subset\R^n$\,, $1\leq…

偏微分方程分析 · 数学 2015-05-28 Yan Lv , A. J. Roberts

We study a class of stochastic semilinear damped wave equations driven by additive Wiener noise. Owing to the damping term, under appropriate conditions on the nonlinearity, the solution admits a unique invariant distribution. We apply…

数值分析 · 数学 2023-06-27 Ziyi Lei , Charles-Edouard Bréhier , Siqing Gan

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…

概率论 · 数学 2026-04-17 Charles-Edouard Bréhier , Ziyi Lei

We study the small-mass limit, also known as the Smoluchowski-Kramers diffusion approximation (see \cite{kra} and \cite{smolu}), for a system of stochastic damped wave equations, whose solution is constrained to live in the unitary sphere…

概率论 · 数学 2024-09-13 Sandra Cerrai , Mengzi Xie

We study a family of nonlinear damped wave equations indexed by a parameter $\epsilon >0$ and forced by a space-time white noise on the two dimensional torus, with polynomial and sine nonlinearities. We show that as $\epsilon \to 0$, the…

偏微分方程分析 · 数学 2024-10-31 Younes Zine

We consider the small mass asymptotics (Smoluchowski-Kramers approximation) for the Langevin equation with a variable friction coefficient. The limit of the solution in the classical sense does not exist in this case. We study a…

概率论 · 数学 2012-08-31 Mark Freidlin , Wenqing Hu

The stochastic heat equation on the sphere driven by additive L\'evy random field is approximated by a spectral method in space and forward and backward Euler-Maruyama schemes in time, in analogy to the Wiener case. New regularity results…

概率论 · 数学 2025-07-08 Annika Lang , Andrea Papini , Verena Schwarz

In this paper, we investigate the wave solutions of a stochastic rotating shallow water model. This approximate model provides an interesting simple description of the interplay between waves and random forcing ensuing either from the wind…

流体动力学 · 物理学 2023-05-02 Etienne Mémin , Long Li , Noé Lahaye , Gilles Tissot , Bertrand Chapron

The stochastic heat equation on the sphere driven by additive isotropic Wiener noise is approximated by a spectral method in space and forward and backward Euler-Maruyama schemes in time. The spectral approximation is based on a truncation…

数值分析 · 数学 2024-02-05 Annika Lang , Ioanna Motschan-Armen

Random invariant manifolds often provide geometric structures for understanding stochastic dynamics. In this paper, a dynamical approximation estimate is derived for a class of stochastic partial differential equations, by showing that the…

动力系统 · 数学 2007-10-08 Wei Wang , Jinqiao Duan

In this paper, stochastic inertial manifold for damped wave equations subjected to additive white noise is constructed by the Lyapunov-Perron method. It is proved that when the intensity of noise tends to zero the stochastic inertial…

动力系统 · 数学 2007-05-23 Zhenxin Liu
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