Approximation of the random inertial manifold of singularly perturbed stochastic wave equations
Yan Lv, Wei Wang, Anthony Roberts

TL;DR
This paper proves that the random inertial manifold of a singularly perturbed stochastic wave equation can be almost surely approximated by that of a stochastic heat equation, extending the Smolukowski--Kramers approximation to infinite time.
Contribution
It introduces a novel approximation of the inertial manifold for singularly perturbed stochastic wave equations using a stochastic heat equation, applicable almost surely over infinite time.
Findings
Approximation holds almost surely for large time.
The approximation depends on the singular perturbation parameter.
Extension of Smolukowski--Kramers approximation to infinite time.
Abstract
By applying Rohlin's result on the classification of homomorphisms of Lebesgue space, the random inertial manifold of a stochastic damped nonlinear wave equations with singular perturbation is proved to be approximated almost surely by that of a stochastic nonlinear heat equation which is driven by a new Wiener process depending on the singular perturbation parameter. This approximation can be seen as the Smolukowski--Kramers approximation as time goes to infinity. However, as time goes infinity, the approximation changes with the small parameter, which is different from the approximation on a finite interval.
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Taxonomy
TopicsStochastic processes and financial applications · Stability and Controllability of Differential Equations · Advanced Mathematical Modeling in Engineering
