Asymptotics of the solutions of the stochastic lattice wave equation

Details Asymptotics of the solutions of the stochastic lattice wave equation Asymptotics of the solutions of the stochastic lattice wave equation

2012-03-14

arxiv.org/abs/1203.2979v1

Physics

Mathematical Physics

Scientific paper

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.

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