On the approximation for singularly perturbed stochastic wave equations

We explore the relation between fast waves, damping and imposed noise for different scalings by considering the singularly perturbed stochastic nonlinear wave equations u u_{tt}+u_t=D u+f(u)+ u^alphadot{W} on a bounded spatial domain. An asymptotic approximation to the stochastic wave equation is constructed by a special transformation and splitting of $ u u_{t}$. This splitting gives a clear description of the structure of $u$. The approximating model, for small $ u>0$,, is a stochastic nonlinear heat equation for exponent $0leqalpha<1$,, and is a deterministic nonlinear wave equation for exponent $alpha>1$,.

Averaging approximation to singularly perturbed nonlinear stochastic wave equations

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