The stochastic nonlinear damped wave equation (Q1401582)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The stochastic nonlinear damped wave equation
scientific article

    Statements

    The stochastic nonlinear damped wave equation (English)
    0 references
    0 references
    0 references
    18 August 2003
    0 references
    The authors investigate the following stochastic wave equation in a bounded subset \(D\) of \({\mathbb R}^n, n \leq 3\) with smooth boundary \(\partial D\): \[ dY_t +(AY + Y_t +g(Y)) dt= \sqrt{Q} dW(t)\;\text{in }[0,\infty)\times D, \] \[ Y(0) = y\in H_0^1(D), \quad Y_t(0)=z\in L^2(D), \] \[ Y=0\;\text{ on }[0,\infty)\times\partial D, \] where (1) \(W\) is a cylindrical Wiener process in a complete stochastic basis taking values in \(H=L^2(D)\); (2) \(Q\in L(H)\) is a symmetric operator, nonnegative and of trace class; (3) \(A=-\Delta\), \(D(A)=H^2(D)\bigcap H_0^1(D);\) (4) \(g\) is a function \(g:{\mathbb R}\rightarrow{\mathbb R}\). A typical example is \(g(y)=\operatorname {const} y|y|^{p-1}\) (the Klein-Gordon equation). Existence and uniqueness of the invariant measure for the transition semigroup associated with the above equation is proved. The structure of the corresponding Kolmogorov operator is also studied.
    0 references
    0 references
    stochastic wave equation
    0 references
    Klein-Gordon equation
    0 references
    invariant measure
    0 references
    transition semigroup
    0 references
    Kolmogorov operator
    0 references
    0 references