The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications

DOI10.1007/S40072-021-00227-5MaRDI QIDQ2093299zbMATH OpenOpenAlexWikidataFDO

Authors Raluca M. Balan, David Nualart, Lluís Quer-Sardanyons, Guangqu Zheng

Publication date 7 November 2022

Published in Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2101.10957

zbMATH Keywords

Dalang's conditionhyperbolic Anderson modelMalliavin calculusquantitative central limit theoremRiesz kernelsecond-order Poincaré inequalityWiener chaos expansion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: In this article, we study the hyperbolic Anderson model driven by a space-time emph{colored} Gaussian homogeneous noise with spatial dimension $d=1,2$. Under mild assumptions, we provide $L^p$-estimates of the iterated Malliavin derivative of the solution in terms of the fundamental solution of the wave solution. To achieve this goal, we rely heavily on the emph{Wiener chaos expansion} of the solution. Our first application are emph{quantitative central limit theorems} for spatial averages of the solution to the hyperbolic Anderson model, where the rates of convergence are described by the total variation distance. These quantitative results have been elusive so far due to the temporal correlation of the noise blocking us from using the It^o calculus. A emph{novel} ingredient to overcome this difficulty is the emph{second-order Gaussian Poincar'e inequality} coupled with the application of the aforementioned $L^p$-estimates of the first two Malliavin derivatives. Besides, we provide the corresponding functional central limit theorems. As a second application, we establish the absolute continuity of the law for the hyperbolic Anderson model. The $L^p$-estimates of Malliavin derivatives are crucial ingredients to verify a local version of Bouleau-Hirsch criterion for absolute continuity. Our approach substantially simplifies the arguments for the one-dimensional case, which has been studied in the recent work by Balan, Quer-Sardanyons and Song (2019).

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Cited in

(13)

• Quantitative central limit theorems for the parabolic Anderson model driven by colored noises
• Almost sure central limit theorems for stochastic wave equations
• Hyperbolic Anderson model with Lévy white noise: spatial ergodicity and fluctuation
• Central limit theorems for nonlinear stochastic wave equations in dimension three
• The spatial average of solutions to SPDEs is asymptotically independent of the solution
• Evolving disorder and chaos enhances the wave speed of elastic waves
• Central limit theorems for stochastic wave equations in high dimensions
• Almost sure central limit theorem for the hyperbolic Anderson model with Lévy white noise
• Gaussian fluctuations for the wave equation under rough random perturbations
• Almost sure central limit theorems for parabolic/hyperbolic Anderson models with Gaussian colored noises
• Hyperbolic Anderson model with time-independent rough noise: Gaussian fluctuations
• Central limit theorem for stochastic nonlinear wave equation with pure-jump Lévy white noise
• Gaussian fluctuations for the nonlinear stochastic heat equation with drift

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