Small noise asymptotic expansions for stochastic PDE's, I. The case of a dissipative polynomially bounded non linearity
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.
Permanent link to this document: http://projecteuclid.org/euclid.tmj/1325886292
Digital Object Identifier: doi:10.2748/tmj/1325886292
Zentralblatt MATH identifier: 06016718
Tohoku Mathematical Journal