6 papers · 1 filter
Large deviations for long-time occupation measures of stochastic evolution equations with small, asymptotically rough noise
Amarjit Budhiraja, Sandra Cerrai
We study the long-time, small-noise behavior of a class of dissipative stochastic evolution equations in a separable Hilbert space, driven by a cylindrical Wiener process whose cov…
Exponential decay of mass for inertial coalescing particles with Hamiltonian noise
Sandra Cerrai, Franco Flandoli, Mengzi Xie
We study a system of inertial particles on a two-dimensional torus $\T^2$, evolving under a second-order stochastic dynamics with position-dependent friction and noise amp…
The inertial Itô drift and its applications to particle collision
Sandra Cerrai, Franco Flandoli, Mengzi Xie
The small mass limit of an inertial system driven by an Ornstein Uhlenbeck fluid force, with correlation time going to zero, leads to a first order system with an additio…
Parabolic scaling of a stochastic wave map with co-normal noise: limit and fluctuations
Sandra Cerrai, Mengzi Xie
This paper investigates the parabolic scaling limit of a damped stochastic wave map from the real line into the two-dimensional sphere, perturbed by multiplicative Gaussian noise o…
Stochastic wave equations with constraints: well-posedness and Smoluchowski-Kramers diffusion approximation
Sandra Cerrai, Zdzislaw Brzeźniak
We investigate 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 lie within…
The small-mass limit for some constrained wave equations with nonlinear conservative noise
Sandra Cerrai, Mengzi Xie
We study the small-mass limit, also known as the Smoluchowski-Kramers diffusion approximation (see \cite{kra} and \cite{smolu}), for a system of stochastic damped wave equations, w…