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

被引:47
|
作者
Cerrai, S
Freidlin, M
机构
[1] Univ Florence, Dip Matemat Decis, I-50134 Florence, Italy
[2] Univ Maryland, Dept Math, College Pk, MD 20742 USA
关键词
Smolukowski-Kramers approximation; stochastic semi-linear damped wave equations; stochastic semi-linear heat equations; stationary distributions; gradient systems; invariant measures;
D O I
10.1007/s00440-005-0465-0
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
According to the Smolukowski-Kramers approximation, we show that the solution of the semi-linear stochastic damped wave equations mu u(tt)(t,x)=Delta u(t,x)-u(t)(t,x)+b(x,u(t,x))+QW(t),u(0)=u(0), u(t)(0)=v(0), endowed with Dirichlet boundary conditions, converges as mu goes to zero to the solution of the semi-linear stochastic heat equation u(t)(t,x)=Delta u(t,x)+b(x,u(t,x))+QW (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 mu > 0.
引用
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页码:363 / 394
页数:32
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