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Diffusion approximation for nonlinear evolutionary equations with large interaction and fast boundary fluctuation
Authors:Yan Lv  Wei Wang
Affiliation:1. School of Science, Nanjing University of Science and Technology, Nanjing, China;2. Department of Mathematics, Nanjing University, Nanjing, China
Abstract:Approximations are derived for both nonlinear heat equations and singularly perturbed nonlinear wave equations with highly oscillating random force on boundary and strong interaction. By a diffusion approximation method, if the interaction is large and the singular perturbation is small enough, the approximation of the nonlinear wave equation is an one dimensional stochastic ordinary differential equation with white noise from the boundary which is exactly the same as that of the nonlinear heat equation.
Keywords:34C15  37H10  60H10  Diffusion approximations  Martingale  Fast boundary oscillation  Neumann operator
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