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Type: Journal article
Title: Averaging approximation to singularly perturbed nonlinear stochastic wave equations
Author: Lv, Yan
Roberts, Anthony John
Citation: Journal of Mathematical Physics, 2012; 53(6):062702
Publisher: American Institute of Physics
Issue Date: 2012
ISSN: 0022-2488
School/Discipline: School of Mathematical Sciences : Applied Mathematics
Department: Faculty of Engineering, Computer & Mathematical Sciences
Statement of
Yan Lv and A. J. Roberts
Abstract: An averaging method is applied to derive effective approximation to a singularly perturbed nonlinear stochastic damped wave equation. Small parameter ν > 0 characterizes the singular perturbation, and νᵅ, 0 ≤ α ≤ 1/2, parametrizes the strength of the noise. Some scaling transformations and the martingale representation theorem yield the effective approximation, a stochastic nonlinear heat equation, for small ν in the sense of distribution.
Keywords: nonlinear equations; stochastic processes; wave equations
Rights: © 2012 American Institute of Physics
RMID: 0020120584
DOI: 10.1063/1.4726175
Appears in Collections:Applied Mathematics publications
View citing articles in: Web of Science
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