The stochastic nonlinear damped wave equation (Q1401582)
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English | The stochastic nonlinear damped wave equation |
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The stochastic nonlinear damped wave equation (English)
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18 August 2003
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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.
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stochastic wave equation
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Klein-Gordon equation
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invariant measure
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transition semigroup
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Kolmogorov operator
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