According to the Smolukowski-Kramers approximation, we show that the solution of the semi-linear stochastic damped wave equations μ u tt (t,x)=Δu(t,x)-u t (t,x)+b(x,u(t,x)) +Q[InlineMediaObject not available: see fulltext.](t),u(0)=u 0, u t (0)=v 0, endowed with Dirichlet boundary conditions, converges as μ goes to zero to the solution of the semi-linear stochastic heat equation u t (t,x)=Δ u(t,x)+b(x,u(t,x)) +Q[InlineMediaObject not available: see fulltext.] (t),u(0)=u 0, endowed with Dirichlet boundary conditions. Moreover we consider relations between asymptotics for the heat and for the wave equation. More precisely we show that in the gradient case the invariant measure of the heat equation coincides with the stationary distributions of the wave equation, for any μ>0.

On the Smoluchowski-Kramers approximation for a system with an infinite number of degrees of freedom / S. CERRAI; M. FREIDLIN. - In: PROBABILITY THEORY AND RELATED FIELDS. - ISSN 0178-8051. - STAMPA. - 135:(2006), pp. 363-394. [10.1007/s00440-005-0465-0]

On the Smoluchowski-Kramers approximation for a system with an infinite number of degrees of freedom

CERRAI, SANDRA;
2006

Abstract

According to the Smolukowski-Kramers approximation, we show that the solution of the semi-linear stochastic damped wave equations μ u tt (t,x)=Δu(t,x)-u t (t,x)+b(x,u(t,x)) +Q[InlineMediaObject not available: see fulltext.](t),u(0)=u 0, u t (0)=v 0, endowed with Dirichlet boundary conditions, converges as μ goes to zero to the solution of the semi-linear stochastic heat equation u t (t,x)=Δ u(t,x)+b(x,u(t,x)) +Q[InlineMediaObject not available: see fulltext.] (t),u(0)=u 0, endowed with Dirichlet boundary conditions. Moreover we consider relations between asymptotics for the heat and for the wave equation. More precisely we show that in the gradient case the invariant measure of the heat equation coincides with the stationary distributions of the wave equation, for any μ>0.
2006
135
363
394
S. CERRAI; M. FREIDLIN
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Utilizza questo identificatore per citare o creare un link a questa risorsa: https://hdl.handle.net/2158/310265
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