On a class of stochastic hyperbolic equations with double characteristics

DOI10.1007/S00041-022-09987-7MaRDI QIDQ2103615zbMATH OpenOpenAlexFDO

Authors Enrico Bernardi, A. Lanconelli

Publication date 9 December 2022

Published in The Journal of Fourier Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2106.14715

zbMATH Keywords

Gaussian noisehyperbolic equations with double characteristicsrandom field solution

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We study the effect of Gaussian perturbations on a hyperbolic partial differential equation with double characteristics in two spatial dimensions. The coefficients of our partial differential operator depend polynomially on the space variables, while the noise is additive, white in time and coloured in space. We provide a sufficient condition on the spectral measure of the covariance functional describing the noise that allows for the existence of a random field solution for the resulting stochastic partial differential equation. Our approach is based on explicit computations for the fundamental solution of the partial differential operator and its Fourier transform.

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Cited in

(3)

• Well-posedness for a class of doubly nonlinear stochastic PDEs of divergence type
• A note on Tricomi-type partial differential equations with white noise initial condition
• On some stochastic hyperbolic equations with symplectic characteristics

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