×

A Smoluchowski-Kramers approximation for an infinite dimensional system with state-dependent damping. (English) Zbl 1487.35033

Summary: We study the validity of a Smoluchowski-Kramers approximation for a class of wave equations in a bounded domain of \({\mathbb{R}^n}\) subject to a state-dependent damping and perturbed by a multiplicative noise. We prove that in the small mass limit the solution converges to the solution of a stochastic quasilinear parabolic equation where a noise-induced extra drift is created.

MSC:

35B25 Singular perturbations in context of PDEs
35K59 Quasilinear parabolic equations
35L20 Initial-boundary value problems for second-order hyperbolic equations
35L71 Second-order semilinear hyperbolic equations
35R60 PDEs with randomness, stochastic partial differential equations
60H15 Stochastic partial differential equations (aspects of stochastic analysis)

References:

[1] BARBU, V. (2010). Nonlinear Differential Equations of Monotone Types in Banach Spaces. Springer Monographs in Mathematics. Springer, New York. · Zbl 1197.35002 · doi:10.1007/978-1-4419-5542-5
[2] BIRRELL, J., HOTTOVY, S., VOLPE, G. and WEHR, J. (2017). Small mass limit of a Langevin equation on a manifold. Ann. Henri Poincaré 18 707-755. · Zbl 1361.82027 · doi:10.1007/s00023-016-0508-3
[3] CERRAI, S. and FREIDLIN, M. (2006). On the Smoluchowski-Kramers approximation for a system with an infinite number of degrees of freedom. Probab. Theory Related Fields 135 363-394. · Zbl 1093.60036 · doi:10.1007/s00440-005-0465-0
[4] CERRAI, S. and FREIDLIN, M. (2006). Smoluchowski-Kramers approximation for a general class of SPDEs. J. Evol. Equ. 6 657-689. · Zbl 1119.35127 · doi:10.1007/s00028-006-0281-8
[5] CERRAI, S. and FREIDLIN, M. (2011). Small mass asymptotics for a charged particle in a magnetic field and long-time influence of small perturbations. J. Stat. Phys. 144 101-123. · Zbl 1225.82045 · doi:10.1007/s10955-011-0238-3
[6] CERRAI, S., FREIDLIN, M. and SALINS, M. (2017). On the Smoluchowski-Kramers approximation for SPDEs and its interplay with large deviations and long time behavior. Discrete Contin. Dyn. Syst. 37 33-76. · Zbl 1355.60083 · doi:10.3934/dcds.2017003
[7] CERRAI, S. and GLATT-HOLTZ, N. (2020). On the convergence of stationary solutions in the Smoluchowski-Kramers approximation of infinite dimensional systems. J. Funct. Anal. 278 108421, 38. · Zbl 1435.35055 · doi:10.1016/j.jfa.2019.108421
[8] CERRAI, S. and SALINS, M. (2014). Smoluchowski-Kramers approximation and large deviations for infinite dimensional gradient systems. Asymptot. Anal. 88 201-215. · Zbl 1322.60104 · doi:10.3233/asy-141220
[9] CERRAI, S. and SALINS, M. (2016). Smoluchowski-Kramers approximation and large deviations for infinite-dimensional nongradient systems with applications to the exit problem. Ann. Probab. 44 2591-2642. · Zbl 1350.60054 · doi:10.1214/15-AOP1029
[10] CERRAI, S. and SALINS, M. (2017). On the Smoluchowski-Kramers approximation for a system with infinite degrees of freedom exposed to a magnetic field. Stochastic Process. Appl. 127 273-303. · Zbl 1373.60107 · doi:10.1016/j.spa.2016.06.008
[11] CERRAI, S., WEHR, J. and ZHU, Y. (2020). An averaging approach to the Smoluchowski-Kramers approximation in the presence of a varying magnetic field. J. Stat. Phys. 181 132-148. · Zbl 1453.82063 · doi:10.1007/s10955-020-02570-8
[12] Da Prato, G. and Zabczyk, J. (2014). Stochastic Equations in Infinite Dimensions, 2nd ed. Encyclopedia of Mathematics and Its Applications 152. Cambridge Univ. Press, Cambridge. · Zbl 1317.60077 · doi:10.1017/CBO9781107295513
[13] DEBUSSCHE, A., HOFMANOVÁ, M. and VOVELLE, J. (2016). Degenerate parabolic stochastic partial differential equations: Quasilinear case. Ann. Probab. 44 1916-1955. · Zbl 1346.60094 · doi:10.1214/15-AOP1013
[14] FREIDLIN, M. (2004). Some remarks on the Smoluchowski-Kramers approximation. J. Stat. Phys. 117 617-634. · Zbl 1113.82055 · doi:10.1007/s10955-004-2273-9
[15] FREIDLIN, M. and HU, W. (2011). Smoluchowski-Kramers approximation in the case of variable friction J. Math. Sci. 179 184-207. · Zbl 1291.60118 · doi:10.1007/s10958-011-0589-y
[16] Friz, P., Gassiat, P. and Lyons, T. (2015). Physical Brownian motion in a magnetic field as a rough path. Trans. Amer. Math. Soc. 367 7939-7955. · Zbl 1390.60257 · doi:10.1090/S0002-9947-2015-06272-2
[17] GRIESER, D. (2002). Uniform bounds for eigenfunctions of the Laplacian on manifolds with boundary. Comm. Partial Differential Equations 27 1283-1299. · Zbl 1034.35085 · doi:10.1081/PDE-120005839
[18] GYÖNGY, I. and KRYLOV, N. (1996). Existence of strong solutions for Itô’s stochastic equations via approximations. Probab. Theory Related Fields 105 143-158. · Zbl 0847.60038 · doi:10.1007/BF01203833
[19] HERZOG, D. P., HOTTOVY, S. and VOLPE, G. (2016). The small-mass limit for Langevin dynamics with unbounded coefficients and positive friction. J. Stat. Phys. 163 659-673. · Zbl 1346.82027 · doi:10.1007/s10955-016-1498-8
[20] HOFMANOVÁ, M. and ZHANG, T. (2017). Quasilinear parabolic stochastic partial differential equations: Existence, uniqueness. Stochastic Process. Appl. 127 3354-3371. · Zbl 1372.60091 · doi:10.1016/j.spa.2017.01.010
[21] HOTTOVY, S., MCDANIEL, A., VOLPE, G. and WEHR, J. (2015). The Smoluchowski-Kramers limit of stochastic differential equations with arbitrary state-dependent friction. Comm. Math. Phys. 336 1259-1283. · Zbl 1310.60083 · doi:10.1007/s00220-014-2233-4
[22] HU, W. and SPILIOPOULOS, K. (2017). Hypoelliptic multiscale Langevin diffusions: Large deviations, invariant measures and small mass asymptotics. Electron. J. Probab. 22 Paper No. 55, 38. · Zbl 1368.60027 · doi:10.1214/17-EJP72
[23] Kramers, H. A. (1940). Brownian motion in a field of force and the diffusion model of chemical reactions. Physica 7 284-304. · Zbl 0061.46405
[24] LEE, J. J. (2014). Small mass asymptotics of a charged particle in a variable magnetic field. Asymptot. Anal. 86 99-121. · Zbl 1288.82049 · doi:10.3233/asy-131185
[25] LV, Y. and ROBERTS, A. J. (2012). Averaging approximation to singularly perturbed nonlinear stochastic wave equations. J. Math. Phys. 53 062702, 11. · Zbl 1277.35349 · doi:10.1063/1.4726175
[26] LV, Y. and ROBERTS, A. J. (2014). Large deviation principle for singularly perturbed stochastic damped wave equations. Stoch. Anal. Appl. 32 50-60. · Zbl 1293.60065 · doi:10.1080/07362994.2013.838681
[27] LV, Y., WANG, W. and ROBERTS, A. J. (2014). Approximation of the random inertial manifold of singularly perturbed stochastic wave equations. Stoch. Dyn. 14 1350018, 21. · Zbl 1303.60058 · doi:10.1142/S0219493713500184
[28] NGUYEN, H. D. (2018). The small-mass limit and white-noise limit of an infinite dimensional generalized Langevin equation. J. Stat. Phys. 173 411-437. · Zbl 1401.60124 · doi:10.1007/s10955-018-2139-1
[29] SALINS, M. (2019). Smoluchowski-Kramers approximation for the damped stochastic wave equation with multiplicative noise in any spatial dimension. Stoch. Partial Differ. Equ. Anal. Comput. 7 86-122. · Zbl 1436.60068 · doi:10.1007/s40072-018-0123-z
[30] SIMON, J. (1987). Compact sets in the space \[{L^p}(0,T;B)\]. Ann. Mat. Pura Appl. (4) 146 65-96. · Zbl 0629.46031 · doi:10.1007/BF01762360
[31] SMOLUCHOWSKI, M. (1916). Drei Vortage über Diffusion Brownsche Bewegung und Koagulation von Kolloidteilchen. Physik Zeit. 17 557-585.
[32] SPILIOPOULOS, K. (2007). A note on the Smoluchowski-Kramers approximation for the Langevin equation with reflection. Stoch. Dyn. 7 141-152 · Zbl 1144.60039 · doi:10.1142/S0219493707002001
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.