Starting from the classical Van der Pol equation, after suitable changes of variables, we derive a reaction-diffusion type forcedVan der Pol equation with values in a suitable infinite dimensionalHilbert space. In particular we will perturb previous equation with a small additive Brownian noise. After some preliminary results concerning the non trivial existence and uniqueness of a solution, due to the presence of anon-Lipschitz non-linearity, we provide a rigorous asymptoticexpansions in term of the small parameter ε of the related solution up to order 3. We will then explicitly write the first threeorder of the rigorous expansion and provide as well an upperbound for the remainder.
Titolo: | Small Noise Asymptotic Expansion for a Infinite Dimensional Stochastic Reaction-Diffusion Forced Van Der Pol Equation |
Autori: | DI PERSIO, Luca (Corresponding) |
Data di pubblicazione: | 2015 |
Rivista: | |
Handle: | http://hdl.handle.net/11562/909983 |
Appare nelle tipologie: | 01.01 Articolo in Rivista |
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Small noise asymptotic expansion for a infinite dimensional stochastic reaction-diffusion forced Van der Pol equation.pdf | Altro materiale allegato | ![]() | Open Access Visualizza/Apri |