Existence and Uniqueness of Solutions for Delay Stochastic Evolution Equations of Second Order in Time (Q4451791)

The authors consider stochastic delay evolution equations of second order in time of the form \[ \begin{multlined} u'(t) + \int_0^t A(s)u(s) \,ds + \int_0^t B(s,u'(s)) \,ds = \psi'(0) + \int_0^t (F_1(s,u_s,u'_s) + F_2(s,u_s,u'_s)+ f(s))\,ds\\ +\int_0^t (G_0(s,u_s,u'_s) + G_1(s,u_s,u'_s)+ g(s))\,dW(s), \end{multlined} \] for \(t\in [0,T]\) and \(u(t)=\psi(t)\) for \(t \in [-h,0]\). Here \(W\) is a real-valued Wiener process and \(A\), \(B\), etc., are appropriate operators. A special case is given by \[ \frac{\partial^2 u}{\partial t^2}-\frac{\partial^2 u}{\partial x^2}-\beta \frac{\partial^2 u}{\partial x^2} \left(\frac{\partial u}{\partial t}\right)= g\left(t,u(t-\sigma_1(t)),\frac{\partial u}{\partial x}(t-\sigma_2(t))\right)\frac{\partial W(t)}{\partial t} \] in \([0,T]\times[0,1]\), where \(u(t)=\psi(t)\) for \(t \in [-h,0]\) and \(u(t,0)=u(t,1)=0\) for \(t\in [0,T]\). This problem can be viewed as a model of the longitudinal displacement \(u\) of a strongly damped stretched string of unit length whose ends are fixed, where one assumes that the string is subject to some random external force that depends on the past of the state. The authors prove existence and uniqueness of solutions to the general problem. Results of \textit{E. Pardoux} [``Équations aux dérivées partielles stochastiques non linéaires monotones'' (Thèse, Université Paris XI, 1975)], iteration techniques and Galerkin methods are ingredients of the proof. The discussion of two examples, a Neumann problem for a damped string and a problem for a strongly damped wave equation, conclude the article.