The convergence rate of approximate center manifolds for stochastic evolution equations via a Wong-Zakai type approximation (Q6587532)

From MaRDI portal





scientific article; zbMATH DE number 7896879
Language Label Description Also known as
English
The convergence rate of approximate center manifolds for stochastic evolution equations via a Wong-Zakai type approximation
scientific article; zbMATH DE number 7896879

    Statements

    The convergence rate of approximate center manifolds for stochastic evolution equations via a Wong-Zakai type approximation (English)
    0 references
    0 references
    14 August 2024
    0 references
    The author considers the center manifolds of the following stochastic differential equation in a separable Hilbert space \(H\): \[ du =(Au + F(u))dt + u\circ dW, \quad u(0) =u_0, \] along with the approximated system: \[ {\frac {du_\delta}{dt}} =Au_\delta + F(u_\delta ) + u_\delta \mathcal{G}_\delta (\theta_t \omega), \quad u(0) =u_0, \] where \(A\) is a generator of a \(C_0\)-semigroup on \(H\), \(F: H \to H\) is a Lipschitz operator, \(W\) is a two-sided real-valued Wiener process on a probability space \((\Omega, \mathcal{F}, P)\), \(\delta>0\) is a parameter. Given \(t\in \mathbb{R}\), \(\theta_t: \Omega \to \Omega\) is given by \[ \theta_t \omega (\cdot) = \omega (t +\cdot) -\omega (t), \quad \forall \omega \in \Omega, \] and \[\mathcal{G}_\delta (\omega) = {\frac {\omega (\delta)}{\delta}}, \quad \forall \omega \in \Omega. \]\N\NUnder a gap condition, the author first establishes the existence of random center manifolds for the above systems, and then prove as \(\delta \to 0\), the center manifolds of the approximate system converge to that of the original stochastic system with convergence rate \(\delta^\gamma\) for \(\gamma \in (0, {\frac 12})\).
    0 references
    0 references
    Wong-Zakai approximation
    0 references
    center manifold
    0 references
    stochastic evolution equation
    0 references
    random dynamical system
    0 references
    white noise
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references