Strong rate of convergence in the Smoluchowski-Kramers approximation for stochastic partial differential equations
Résumé
We consider a class of stochastic damped semilinear wave equations, in the small-mass limit. It has previously been established that the solution converges to the solution of a stochastic semilinear heat equation. In this work we exhibit a rate of convergence in this Smoluchowski-Kramers approximation result, which is shown to depend on the regularity of the noise. For instance, for trace-class noise the strong rate of convergence is 1, and for space-time white noise (in dimension 1) the strong rate of convergence is 1/2.
Domaines
| Origine | Fichiers produits par l'(les) auteur(s) |
|---|---|
| Licence |