Nonlinear stochastic wave equations

DOI10.1080/10652469808819152MaRDI QIDQ3841110zbMATH OpenOpenAlexFDO

Authors Francesco Russo, Michael Oberguggenberger

Publication date 10 May 1999

Published in Integral Transforms and Special Functions (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10652469808819152

zbMATH Keywords

Colombeau generalized functionsstochastic partial differential equations

Mathematics Subject Classification ID

Second-order nonlinear hyperbolic equations (35L70) PDEs with randomness, stochastic partial differential equations (35R60) Operations with distributions and generalized functions (46F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Review text

The Cauchy problem for the following semilinear stochastic wave equation is studied: \((\partial^2_t-\Delta)U=F(U)+H\) with \(U| _{t=0}=I\), \(\partial_t u| _{t=0}=J\), where \(H\), \(I\), \(J\) are generalized stochastic processes. It is proved that the problem has a unique solution within the class of Colombeau random generalized functions. In the case where the nonlinearity vanishes at infinity, this solution converges in probability to the solution of the linear equation.

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Cites work

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Cited in

(37)

• Generalized stochastic processes in algebras of generalized functions
• The non-linear stochastic wave equation in high dimensions
• Probabilistic properties of generalized stochastic processes in algebras of generalized functions
• Nonlinear stochastic differential equations containing generalized delta processes
• Stochastic wave equations with polynomial nonlinearity
• On a nonlinear stochastic wave equation in the plane: Existence and uniqueness of the solution
• The Cauchy problem for the stochastic wave equation
• Strong solutions to a nonlinear stochastic Maxwell equation with a retarded material law
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• Regular generalized solutions to semilinear wave equations
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