Can the stochastic wave equation with strong drift hit zero?

DOI10.1214/19-EJP279MaRDI QIDQ2631839zbMATH OpenFDO

Authors Yanyan Li

Publication date 16 May 2019

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1802.09487, https://projecteuclid.org/euclid.ejp/1550653273

zbMATH Keywords

stochastic partial differential equationswave equationwhite noise

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Wave equation (35L05) Probabilistic potential theory (60J45)

Abstract: We study the stochastic wave equation with multiplicative noise and singular drift: [ partial_tu(t,x)=Delta u(t,x)+u^{-alpha}(t,x)+g(u(t,x))dot{W}(t,x) ] where $x$ lies in the circle $mathbfR/JmathbfZ$ and $u(0,x)>0$. We show that (i) If $0<alpha<1$ then with positive probability, $u(t,x)=0$ for some $(t,x)$. (ii) If $alpha>3$ then with probability one, $u(t,x)e0$ for all $(t,x)$.

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(1)

• Non-existence results for stochastic wave equations in one dimension

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