Averaging approximation to singularly perturbed nonlinear stochastic wave equations

Abstract

An averaging method is applied to derive effective approximation to the following singularly perturbed nonlinear stochastic damped wave equation νu_{tt}+u_t=\D u+f(u)+ν^α\dot{W} on an open bounded domain $D\subset\R^n$\,, $1\leq n\leq 3$\,. Here $ν>0$ is a small parameter characterising the singular perturbation, and $ν^α$\,, $0\leq α\leq 1/2$\,, parametrises the strength of the noise. Some scaling transformations and the martingale representation theorem yield the following effective approximation for small $ν$, u_t=\D u+f(u)+ν^α\dot{W} to an error of $\ord{ν^α}$\,.

16 pages. Submitted