• français
    • English
  • English 
    • français
    • English
  • Login
JavaScript is disabled for your browser. Some features of this site may not work without it.
BIRD Home

Browse

This CollectionBy Issue DateAuthorsTitlesSubjectsJournals BIRDResearch centres & CollectionsBy Issue DateAuthorsTitlesSubjectsJournals

My Account

Login

Statistics

View Usage Statistics

Asymptotics of the solutions of the stochastic lattice wave equation

Thumbnail
View/Open
KOR-version-mar13s.pdf (284.6Kb)
Date
2013
Dewey
Probabilités et mathématiques appliquées
Sujet
Ornstein-Uhlenbeck equation; Stochastic processes; Wave equation
Journal issue
Archive for Rational Mechanics and Analysis
Volume
209
Number
2
Article pages
455-494
Publisher
Springer
DOI
http://dx.doi.org/10.1007/s00205-013-0626-8
URI
https://basepub.dauphine.fr/handle/123456789/9456
Collections
  • CEREMADE : Publications
Metadata
Show full item record
Author
Ryzhik, Lenya
Olla, Stefano
Komorowski, Tomasz
Type
Article accepté pour publication ou publié
Abstract (EN)
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.

  • Accueil Bibliothèque
  • Site de l'Université Paris-Dauphine
  • Contact
SCD Paris Dauphine - Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16

 Content on this site is licensed under a Creative Commons 2.0 France (CC BY-NC-ND 2.0) license.