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Information Center for Mathematical Science

PAC

Information Center for Mathematical Science

PAC

Asymptotics of the solutions of the stochastic lattice wave equation
Author Lenya Ryzhik (Stanford University)
Homepage Url http://math.stanford.edu/~ryzhik/
Coauthors Tomasz Komorowski, Stefano Olla
Abstract We consider the long time limit theorems for the solutions of a discrete wave equation with a weak stochastic forcing. The multiplicative noise conserves the energy and the momentum. We obtain a time-inhomogeneous Ornstein-Uhlenbeck equation for the limit wave function that holds both for 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.
Abstract Url http://math.stanford.edu/~ryzhik/KOR-submit.pdf