Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise

  • Sergio Albeverio*
  • , Elisa Mastrogiacomo
  • , Boubaker Smii
  • *Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

15 Scopus citations

Abstract

We study a reaction-diffusion evolution equation perturbed by a space-time Lévy noise. The associated Kolmogorov operator is the sum of the infinitesimal generator of a C0-semigroup of strictly negative type acting on a Hilbert space and a nonlinear term which has at most polynomial growth, is non necessarily Lipschitz 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 Lévy noise. Under smoothness assumptions on the nonlinearity, asymptotics to all orders in a small parameter in front of the noise are given, with detailed 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 case we provide the small noise asymptotic expansions for the SPDE equations of FitzHugh-Nagumo type in neurobiology with external impulsive noise.

Original languageEnglish
Pages (from-to)2084-2109
Number of pages26
JournalStochastic Processes and their Applications
Volume123
Issue number6
DOIs
StatePublished - 2013

Keywords

  • Asymptotic expansions
  • Dissipative systems
  • Lévy processes
  • Lévy space time noise
  • Polynomially bounded nonlinearity
  • SPDEs
  • Small noise
  • Stochastic FitzHugh-Nagumo system
  • Stochastic convolution with Lévy processes

ASJC Scopus subject areas

  • Statistics and Probability
  • Modeling and Simulation
  • Applied Mathematics

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