Tohoku Mathematical Journal
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Small noise asymptotic expansions for stochastic PDE's, I. The case of a dissipative polynomially bounded non linearity

Sergio Albeverio, Luca Di Persio, and Elisa Mastrogiacomo
Source: Tohoku Math. J. (2) Volume 63, Number 4 (2011), 877-898.

Abstract

We study a reaction-diffusion evolution equation perturbed by a Gaussian noise. Here the leading operator is the infinitesimal generator of a $C_0$-semigroup of strictly negative type, the nonlinear term has at most polynomial growth and is such that the whole system is dissipative.

The corresponding Itô stochastic equation describes a process on a Hilbert space with dissipative nonlinear, non globally Lipschitz drift and a Gaussian noise.

Under smoothness assumptions on the nonlinearity, asymptotics to all orders in a small parameter in front of the noise are given, with uniform estimates on the remainders. Applications to nonlinear SPDEs with a linear term in the drift given by a Laplacian in a bounded domain are included. As a particular example we consider the small noise asymptotic expansions for the stochastic FitzHugh-Nagumo equations of neurobiology around deterministic solutions.

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Primary Subjects: 35K57
Secondary Subjects: 92B20, 35R60, 35C20
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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.tmj/1325886292
Digital Object Identifier: doi:10.2748/tmj/1325886292
Zentralblatt MATH identifier: 06016718

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