Random-field solutions to linear hyperbolic stochastic partial differential equations with variable coefficients

DOI10.1016/J.SPA.2017.09.019zbMATH Open1388.60104arXiv1401.5783OpenAlexW1896070869MaRDI QIDQ1639670FDOQ1639670

Alessia Ascanelli, André Süss

Publication date: 13 June 2018

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: In this article we show the existence of a random-field solution to linear stochastic partial differential equations whose partial differential operator is hyperbolic and has variable coefficients that may depend on the temporal and spatial argument. The main tools for this, pseudo-differential and Fourier integral operators, come from microlocal analysis. The equations that we treat are second-order and higher-order strictly hyperbolic, and second-order weakly hyperbolic with uniformly bounded coefficients in space. For the latter one we show that a stronger assumption on the correlation measure of the random noise might be needed. Moreover, we show that the well-known case of the stochastic wave equation can be embedded into the theory presented in this article.

Full work available at URL: https://arxiv.org/abs/1401.5783

zbMATH Keywords

stochastic partial differential equationsFourier integral operatorsvariable coefficientsfundamental solutionstochastic wave equationhyperbolic partial differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fourier integral operators applied to PDEs (35S30) Second-order hyperbolic equations (35L10) First-order hyperbolic systems (35L40)

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Cited In (10)

• Solutions of hyperbolic stochastic PDEs on bounded and unbounded domains
• Deterministic and stochastic Cauchy problems for a class of weakly hyperbolic operators on \(\mathbb{R}^n\)
• Random-field solutions of weakly hyperbolic stochastic partial differential equations with polynomially bounded coefficients
• Stochastic PDEs, random fields and exact mean-values
• A solution theory for a general class of SPDEs
• On a class of stochastic hyperbolic equations with double characteristics
• Random-field solutions of linear parabolic stochastic partial differential equations with polynomially bounded variable coefficients
• Solution theory to semilinear hyperbolic stochastic partial differential equations with polynomially bounded coefficients
• On a Stochastic Hyperbolic System in Linear Elasticity
• Stochastic hyperbolic systems, small perturbations and pathwise approximation

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