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Title: Stochastic Wave Equations with Constraints: Well-Posedness and Smoluchowski–Kramers Diffusion Approximation
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 lies within the unitary sphere. Then, we focus on a specific example, the stochastic damped wave equation in a bounded domain of ad-dimensional Euclidean space, endowed with the Dirichlet boundary condition, with the added constraint that the$$L^2$$ L 2 -norm of the solution is equal to one. We introduce a small mass$$\mu >0$$ μ > 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-Itô correction term.  more » « less
Award ID(s):
2348096
PAR ID:
10626466
Author(s) / Creator(s):
;
Publisher / Repository:
Springer Science + Business Media
Date Published:
Journal Name:
Communications in Mathematical Physics
Volume:
406
Issue:
9
ISSN:
0010-3616
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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