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arxiv: 1109.3000 · v1 · pith:OLL3XW5Vnew · submitted 2011-09-14 · 🧮 math.AP · math.PR

On the approximation for singularly perturbed stochastic wave equations

classification 🧮 math.AP math.PR
keywords stochasticwavealphaequationnonlinearapproximationequationsexponent
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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 $\nu u_{t}$. This splitting gives a clear description of the structure of $u$. The approximating model, for small $\nu>0$\,, is a stochastic nonlinear heat equation for exponent $0\leq\alpha<1$\,, and is a deterministic nonlinear wave equation for exponent $\alpha>1$\,.

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