The small-mass limit for some constrained wave equations with nonlinear conservative noise

Sandra Cerrai, Mengzi Xie
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Abstract

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 of the space of square-integrable functions on the interval $(0,L)$. The stochastic perturbation is given by a nonlinear multiplicative Gaussian noise, where the stochastic differential is understood in Stratonovich sense. Due to its particular structure, such noise not only conserves $\mathbb{P}$-a.s. the constraint, but also preserves a suitable energy functional. In the limit, we derive a deterministic system, that remains confined to the unit sphere of $L^2$, but includes additional terms. These terms depend on the reproducing kernel of the noise and account for the interaction between the constraint and the particular conservative noise we choose.
具有非线性保守噪声的某些约束波方程的小质量极限
我们研究了一个随机阻尼波方程系统的小质量极限,也称为斯莫卢霍夫斯基-克拉默扩散近似(见 \cite{kra} 和 \cite{smolu}),其解受限于区间$(0,L)$上平方可积分函数空间的单元球内。随机扰动由非线性乘法高斯噪声给出,其中的随机微分从斯特拉顿维奇意义上理解。由于其特殊的结构,这种噪声不仅保留了$\mathbb{P}$-a.s. 约束,而且还保留了一个合适的能量函数。在极限中,我们推导出一个确定性系统,它仍然限定在 $L^2$ 的单位球内,但包含附加项。这些项取决于噪声的再现核,并考虑了约束与我们选择的特定保守噪声之间的相互作用。
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