Date
Mon, 17 Feb 2025
15:30
Location
L3
Speaker
Prof Zdzislaw Brzezniak
Organisation
University of York

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 L2-norm of the solution is equal to one. We introduce a small mass μ>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), hopefully to be published in Comm Maths Phys.

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