White noise driven Korteweg-de Vries equation (Q1969454)
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English | White noise driven Korteweg-de Vries equation |
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White noise driven Korteweg-de Vries equation (English)
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2 January 2001
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The authors consider a Korteweg-de Vries equation on the real line which is perturbed by additive noise. They use function spaces similar to those introduced by \textit{J. Bourgain} [Geom. Funct. Anal. 3, No. 3, 209-262 (1993; Zbl 0787.35098)] to prove well-posedness results in \(L^2(\mathbb{R})\). Due to the lack of a-priori estimates, they get only local results in time. Only in \(L^2(\mathbb{R})\) and when the covariance operator of the noise is Hilbert Schmidt in \(L^2(\mathbb{R})\), they establish global results. This condition excludes space-time white noise, but it is possible to treat locally space-time white noise. More precisely, their assumption includes the case of space-time white noise multiplied by an \(L^2(\mathbb{R})\)-function in the spatial variables.
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Korteweg-de Vries equation
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well-posedness
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Bourgain's method
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additive noise
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locally space-time white noise
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