The small-mass limit for some constrained wave equations with nonlinear conservative noise
Abstract
We study the small-mass limit, also known as the Smoluchowski-Kramers diffusion approximation (see kra and smolu), for a system of stochastic damped wave equations, whose solution is constrained to live in the unitary sphere of the space of square-integrable functions on the interval (0,L). The stochastic perturbation is given by a nonlinear multiplicative Gaussian noise, where the stochastic differential is understood in Stratonovich sense. Due to its particular structure, such noise not only conserves P-a.s. the constraint, but also preserves a suitable energy functional. In the limit, we derive a deterministic system, that remains confined to the unit sphere of L2, but includes additional terms. These terms depend on the reproducing kernel of the noise and account for the interaction between the constraint and the particular conservative noise we choose.
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