On the Cameron-Martin theorem and almost-sure global existence

DOI10.1017/S0013091515000218zbMATH Open1347.60087arXiv1405.7323OpenAlexW2963138355MaRDI QIDQ2806130FDOQ2806130

Authors: Tadahiro Oh, J. D. Quastel 

Publication date: 13 May 2016

Published in: Proceedings of the Edinburgh Mathematical Society. Series II (Search for Journal in Brave)

Abstract: In this note, we discuss various aspects of invariant measures for nonlinear Hamiltonian PDEs. In particular, we show almost sure global existence for some Hamiltonian PDEs with initial data of the form: "smooth deterministic function + a rough random perturbation", as a corollary to Cameron-Martin Theorem and known almost sure global existence results with respect to Gaussian measures on spaces of functions.

Full work available at URL: https://arxiv.org/abs/1405.7323

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zbMATH Keywords

white noiseGibbs measureCameron-Martin theoremalmost-sure global existencenonlinear Hamiltonian partial differential equationrough random perturbation

Mathematics Subject Classification ID

KdV equations (Korteweg-de Vries equations) (35Q53) NLS equations (nonlinear Schrödinger equations) (35Q55) Applications of stochastic analysis (to PDEs, etc.) (60H30) White noise theory (60H40)

Cites Work

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Cited In (9)

• On the two-dimensional singular stochastic viscous nonlinear wave equations
• Uniqueness and non-uniqueness of the Gaussian free field evolution under the two-dimensional Wick ordered cubic wave equation
• Almost sure global well-posedness for the energy-critical defocusing nonlinear wave equation on \(\mathbb R^d\), \(d=4\) and \(5\)
• On the probabilistic well-posedness of the nonlinear Schrödinger equations with non-algebraic nonlinearities
• Almost sure existence of global solutions for general initial value problems
• On the Probabilistic Cauchy Theory for Nonlinear Dispersive PDEs
• Global dynamics for the stochastic KdV equation with white noise as initial data
• Invariant Gibbs measures for the 2-\(d\) defocusing nonlinear wave equations
• A Pedestrian approach to the invariant Gibbs measures for the 2-\(d\) defocusing nonlinear Schrödinger equations

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