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https://hdl.handle.net/2440/71466
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Type: | Journal article |
Title: | Averaging approximation to singularly perturbed nonlinear stochastic wave equations |
Author: | Lv, Y. Roberts, A. |
Citation: | Journal of Mathematical Physics, 2012; 53(6):1-12 |
Publisher: | Amer Inst Physics |
Issue Date: | 2012 |
ISSN: | 0022-2488 1089-7658 |
Department: | Faculty of Engineering, Computer & Mathematical Sciences |
Statement of Responsibility: | Yan Lv and A. J. Roberts |
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. |
Keywords: | nonlinear equations stochastic processes wave equations |
Rights: | © 2012 American Institute of Physics |
DOI: | 10.1063/1.4726175 |
Published version: | http://dx.doi.org/10.1063/1.4726175 |
Appears in Collections: | Applied Mathematics publications Aurora harvest 5 |
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