Stochastic second order hyperbolic cauchy-problems as continuum limits of discrete difference equations

  • We consider (damped) stochastic wave type equations on R≥0 ×Tq, ∂ttu(t,x) = Au(t,x) + ∂tDu(t,x) + f (t,x) + σ(t)W(t,x), where by wave-type we mean that the equations are second order in time and the spatial differential operator A, aside from a reasonable lower order perturbation, is a essentially (−1)m−1Δm (m ∈ N∗) and σW is an additive space-time white noise. The aim of this thesis is to study how these equations emerge as limiting equations for discrete equations of the form ∂ttXN(t, l) = ANXN(t, l) + ∂tDNXN(t, l) + gN(t, l,XN(t, l)) + σBN(t, l), whose spatial variables live on an equidistant, cubic, Bravais lattice, that is a discretization of the spatial torus Tq. Where (AN)∗ N∈N and (DN)N∈N∗ constitute sequences of discrete difference quotient operators, whose continuous realizations converge to A respectively D in the strong operator topology and BN is a spatial L1-average of W, with respect to the step size of the lattice. We first consider linear discrete equations, hereWe consider (damped) stochastic wave type equations on R≥0 ×Tq, ∂ttu(t,x) = Au(t,x) + ∂tDu(t,x) + f (t,x) + σ(t)W(t,x), where by wave-type we mean that the equations are second order in time and the spatial differential operator A, aside from a reasonable lower order perturbation, is a essentially (−1)m−1Δm (m ∈ N∗) and σW is an additive space-time white noise. The aim of this thesis is to study how these equations emerge as limiting equations for discrete equations of the form ∂ttXN(t, l) = ANXN(t, l) + ∂tDNXN(t, l) + gN(t, l,XN(t, l)) + σBN(t, l), whose spatial variables live on an equidistant, cubic, Bravais lattice, that is a discretization of the spatial torus Tq. Where (AN)∗ N∈N and (DN)N∈N∗ constitute sequences of discrete difference quotient operators, whose continuous realizations converge to A respectively D in the strong operator topology and BN is a spatial L1-average of W, with respect to the step size of the lattice. We first consider linear discrete equations, here (gN)N∈N = (fN)∗ N∈N is a sequence approximating f , in a space of continuous functions with values in a suitable Sobolev space and we show that, maximal regularity aside, the solutions of the discrete equations approximate the solution of the continuous equation, and in turn get approximated by spatially averaged, orthogonal projections of the continuous solution. Thus proving a Cauchy-Born rule under the influence of space-time white noise. While in a second step we consider renormalized continuum limits of non-linear equations. Here gN(t, l,XN(t, l)) = fN(t, l) + b(XN(t, l)), is the sum of the function fN from the linear part and a polynomial non-linearity, rescaled to compensate the divergence in the limit, that will either disappear in the limit or spawn a linear term, depending on the strength of the rescaling compared to the non-linearity’s speed of divergence. Here we determine a candidate for the scaling under which the renormalization into a linear term occurs and show that for stronger rescaled non-linearities the term vanishes in the limit, for odd powered non-linearities a small gap between the critical scaling and the vanishing scalings can be observed.show moreshow less

Download full text files

Export metadata

Statistics

Number of document requests

Additional Services

Share in Twitter Search Google Scholar
Metadaten
Author:Pascal Schoppe
URN:urn:nbn:de:bvb:384-opus4-1224662
Frontdoor URLhttps://opus.bibliothek.uni-augsburg.de/opus4/122466
Advisor:Bernd Schmidt
Type:Doctoral Thesis
Language:English
Date of Publication (online):2025/06/06
Year of first Publication:2025
Publishing Institution:Universität Augsburg
Granting Institution:Universität Augsburg, Mathematisch-Naturwissenschaftlich-Technische Fakultät
Date of final exam:2024/03/08
Release Date:2025/06/06
Tag:Continuum-Limit; Fourier-Analysis; SPDE; Stochastic Wave-Equation
GND-Keyword:Stochastische partielle Differentialgleichung; Wellengleichung; Harmonische Analyse
Page Number:109
Institutes:Mathematisch-Naturwissenschaftlich-Technische Fakultät
Mathematisch-Naturwissenschaftlich-Technische Fakultät / Institut für Mathematik
Mathematisch-Naturwissenschaftlich-Technische Fakultät / Institut für Mathematik / Lehrstuhl für Nichtlineare Analysis
Dewey Decimal Classification:5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik
Licence (German):Deutsches Urheberrecht