Spatial ergodicity of stochastic wave equations in dimensions 1, 2 and 3 (Q2064877)
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English | Spatial ergodicity of stochastic wave equations in dimensions 1, 2 and 3 |
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Spatial ergodicity of stochastic wave equations in dimensions 1, 2 and 3 (English)
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6 January 2022
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The authors consider the following stochastic wave equation (SWE): \[ \frac{\partial^2 u}{\partial t^2}=\Delta u+\sigma(u)\dot W, \] where \(\Delta\) is a Laplacian and \(\dot W\) is a centered Gaussian noise. The spacial dimension is less than or equal to \(3.\) Under some conditions for \(\sigma(u),\) assuring that the SWE equation has a unique random field solution, the authors prove that their random field solutions are spatially ergodic. The main tool for proving this is Malliavin calculus.
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ergodicity
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Malliavin calculus
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stochastic wave equation
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