Nonlinear SPDEs: Colombeau solutions and pathwise limits
The authors prove the existence of a unique Colombeau solution \(U\) to the semilinear stochastic wave equation \[ AU= F(U)+\dot W,\quad U\{t<0\}= 0,\tag{1} \] where \(F\) is smooth and its derivatives grow at most polynomially at infinity, \(A\) is d'Alambertian and \(\dot W(t)\) is a white noise viewed as a Colombeau random generalized function. The authors construct the solution to (1) via a regularization procedure. Namely first they construct a representative \(u_\varepsilon(t,x)= R_U(\varphi_\varepsilon, t,x,\omega)\) \(((t,x)\in R^{n+1}\), \(n= 2,3)\) of \(U\) as a solution to the regularized equation \[ Au_\varepsilon(t,x)= F(u_\varepsilon(t,x))+\dot W(\omega)*\varphi_\varepsilon(t,x),\quad u_\varepsilon(t,x)= 0,\;t\leq -1. \] Here \(\varphi_\varepsilon= \varepsilon^{-n}\varphi(x/\varepsilon)\) and \(\varphi\) is a smooth function with some additional properties. Next they prove that \(R_U(\varphi_\varepsilon,t,x,\omega)\) converges to \(X+B\) where \(X\in D_\Omega'(R^{n+1})\) is a distributional solution to \(AX= \dot W\), \(X| \{t<0\}= 0\) and \(B\) is defined by \(\lim_{k\to\infty}\| R_U(\varphi_{\varepsilon_k})- R_X(\varphi_{\varepsilon_k})-B\|_{L^1(K)}= 0\) for some subsequence \(\varepsilon_k\to 0\) of \(\varepsilon\to 0\) and all compact sets \(K\subset R^{n+1}.\) For the entire collection see [Zbl 0880.00043].
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