Stochastic variational inequalities for a wave equation. (Q265176)

The author considers a system of evolution variational inequalities \[ u_{tt}-\Delta u-b(\omega,t,x,u)\dot B\geq 0,\quad u_t\geq 0,\quad u_t(u_{tt}-\Delta u-b(\omega,t,x,u)\dot B)=0 \] on a smooth bounded domain \(G\) in \(\mathbb R^d\) with the homogeneous Dirichlet boundary condition and initial conditions \(u(0)=u_0\), \(u_t(0)=u_1\) where \(u_1\geq 0\). Here \(B\) is a cylindrical Wiener process and \(b\) either does not depend on \(u\) (i.e. the noise in the equation is additive) or \(b\) is a deterministic and time-homogeneous affine operator applied on \(u\) (i.e. the noise in the equation is multiplicative). By transferring the stochastic problem to a random problem \[ v_{tt}-\Delta v-f\geq 0,\quad v_t+M\geq 0,\quad (v_t+M)(v_{tt}-\Delta v-f)=0 \] where \(M\) and \(f\) are random processes, the author proves existence, uniqueness and regularity of the solutions to both the stochastic and the random problems in the state space \((H^1_0(G)\cap H^2(G))\times H^1_0(G)\) for the pair \((u,u_t)\). In case of the multiplicative noise, it is additionally assumed that \(d\leq 3\).