Asymptotics of the Solutions of the Stochastic Lattice Wave Equation

作者:Komorowski Tomasz*; Olla Stefano; Ryzhik Lenya
来源:Archive for Rational Mechanics and Analysis, 2013, 209(2): 455-494.
DOI:10.1007/s00205-013-0626-8

摘要

We consider the long time limit for the solutions of a discrete wave equation with weak stochastic forcing. The multiplicative noise conserves energy, and in the unpinned case also conserves momentum. We obtain a time-inhomogeneous Ornstein-Uhlenbeck equation for the limit wave function that holds for both square integrable and statistically homogeneous initial data. The limit is understood in the point-wise sense in the former case, and in the weak sense in the latter. On the other hand, the weak limit for square integrable initial data is deterministic.

  • 出版日期2013-8