On a Stochastic Hyperbolic System in Linear Elasticity
A Cauchy problem for a linear stochastic hyperbolic system \[ u_{tt}(t,x) = A(t,x,D_{x})u(t,x) + F(t,x)\xi(t,x), \quad (t,x)\in (0,\infty)\times\mathbb R^{n}, \tag{1} \] with zero initial conditions \(u(0,\cdot) = u_{t}(0,\cdot) =0\), is considered. In the equation (1), \(u = (u_1,\ldots,u_{n})\), \(F\) is a matrix-valued locally bounded measurable function, \(\xi\) denotes a vector-valued space-time white noise (interpreted within the framework of the white noise theory as developed e.g. in the book [\textit{H. Holden, B. Øksendal, J. Ubøe}, and \textit{T. Zhang}, Stochastic partial differential equations. A modeling, white noise functional approach. Probability and its applications. Basel: Birkhäuser (1996; Zbl 0860.60045)]). The matrix differential operator \(A(t,x,D_{x})\) is given by \[ A_{ij}(t,x,D_{x}) = \sum^{n}_{k,l=1} C^{kl}_{ij}(t,x) {\partial^2 \over \partial x_{k}\partial x_{l}} + \sum^{n}_{k=1} D^{k}_{ij}(t,x){\partial\over\partial x_{k}}, \] where the coefficients \(C^{kl}_{ij}\), \(D^{k}_{ij}\) are bounded smooth functions satisfying suitable regularity hypotheses. By using an explicit formula for solutions to a deterministic counterpart to (1), resembling M. Riesz's formula for the solution of a three-dimensional wave equation, the author proves that there is a unique generalized stochastic process solving (1).
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