Averaging approximation to singularly perturbed nonlinear stochastic wave equations

Lv, Y.; Roberts, A.

doi:10.1063/1.4726175

Averaging approximation to singularly perturbed nonlinear stochastic wave equations

Date

2012

Authors

Lv, Y.

Roberts, A.

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Journal article

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Journal of Mathematical Physics, 2012; 53(6):1-12

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Yan Lv and A. J. Roberts

DOI

10.1063/1.4726175

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.

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https://doi.org/10.1063/1.4726175

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http://hdl.handle.net/2440/71466

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Averaging approximation to singularly perturbed nonlinear stochastic wave equations

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