On the approximation for singularly perturbed stochastic wave equations

preprint2011arXivOpen access

Abstract

We explore the relation between fast waves, damping and imposed noise for different scalings by considering the singularly perturbed stochastic nonlinear wave equations νu_{tt}+u_t=\D u+f(u)+ν^α\dot{W} on a bounded spatial domain. An asymptotic approximation to the stochastic wave equation is constructed by a special transformation and splitting of νutνu_{t}. This splitting gives a clear description of the structure of uu. The approximating model, for small ν>0ν>0\,, is a stochastic nonlinear heat equation for exponent 0≤α<10\leqα<1\,, and is a deterministic nonlinear wave equation for exponent α>1α>1\,.

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