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Stochastic wave equations with constraints: well-posedness and Smoluchowski-Kramers diffusion approximation

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arxiv 2303.09717 v3 pith:XLISQMND submitted 2023-03-17 math.PR

classification math.PR
keywords solutionstochasticconstraintapproximationdampeddiffusionequationequations
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abstract

We investigate the well-posedness of a class of stochastic second-order in time damped evolution equations in Hilbert spaces, subject to the constraint that the solution lie within the unitary sphere. Then, we focus on a specific example, the stochastic damped wave equation in a bounded domain of a $d$-dimensional Euclidean space, endowed with the Dirichlet boundary condition, with the added constraint that the $L^2$-norm of the solution is equal to one. We introduce a small mass $\mu>0$ in front of the second-order derivative in time and examine the validity of a Smoluchowski-Kramers diffusion approximation. We demonstrate that, in the small mass limit, the solution converges to the solution of a stochastic parabolic equation subject to the same constraint. We further show that an extra noise-induced drift emerges, which in fact does not account for the Stratonovich-to-It\^{o} correction term.

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Cited by 2 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. Parabolic scaling of a stochastic wave map with co-normal noise: limit and fluctuations

    math.PR 2025-06 conditional novelty 7.0 of 10

    Under parabolic rescaling, a damped stochastic wave map into S2 converges to the deterministic harmonic map heat flow, and the rescaled fluctuations converge to a linear stochastic PDE.

  2. A Smoluchowski-Kramers approximation for the stochastic variational wave equation

    math.AP 2025-11 conditional novelty 6.0 of 10

    As μ→0, weak dissipative solutions of the damped stochastic variational wave equation on the torus converge in probability to the unique solution of a quasilinear stochastic parabolic equation.

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