Domani si terrà all'università di Trento e in via telematica un seminario di Zdzislaw Brzezniak. Tutte le informazioni a seguire.

Saluti,
Michele


Stochastic wave equations with constraints: well-posedness and Smoluchowski-Kramers diffusion approximation



Luogo: l'evento si terrà in presenza in Aula Seminari "1" a Povo0 e per via telematica attraverso collegamento alla piattaforma Zoom; per partecipare sarà necessario collegarsi al link seguente e inserire i codici di accesso (da condividere solo con contatti fidati):  
https://unitn.zoom.us/j/82578903026
Topic: Trento Probability Seminars 
Meeting ID: 825 7890 3026 
Passcode: 978062

Data: Mercoledì 4 ottobre
Ore: 17:00

Relatore:
  • Zdzislaw Brzezniak (University of York)

Abstract: 
I will discuss  the well-posedness of a class of stochastic second-order in time-damped evolution equations in Hilbert spaces, subject to the constraint that the solution lies on  the unit sphere. A specific example is provided by the stochastic damped wave equation
in a bounded domain of a $d$-dimensional Euclidean space, endowed with the Dirichlet boundary conditions, with the added constraint that the $L^2$-norm of the solution is equal to one. We introduce a small mass $\mu>0$ in front of the second-order derivative in time and examine the validity of the Smoluchowski-Kramers diffusion approximation. We demonstrate that, in the small mass limit, the solution converges to the solution of a stochastic parabolic equation subject to the same constraint. We further show that an extra noise-induced drift emerges, which  in fact does not account for the Stratonovich-to-It\^{o} correction term.
This talk is based on joint research with S. Cerrai (Maryland).


Referenti: Stefano Bonaccorsi, Michele Coghi, Luigi Amedeo Bianchi