Hitting probabilities for nonlinear systems of stochastic waves

DOI10.1090/MEMO/1120MaRDI QIDQ2944987zbMATH OpenOpenAlexFDO

Authors Robert C. Dalang, Marta Sanz-Solé

Publication date 9 September 2015

Published in Memoirs of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1205.3041

zbMATH Keywords

capacityHausdorff measurehitting probabilitiesspatially homogeneous Gaussian noisesystems of stochastic wave equations

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probabilistic potential theory (60J45)

Abstract: We consider a $d$-dimensional random field $u=u(t,x)$ that solves a non-linear system of stochastic wave equations in spatial dimensions $kin1,2,3$, driven by a spatially homogeneous Gaussian noise that is white in time. We mainly consider the case where the spatial covariance is given by a Riesz kernel with exponent $$. Using Malliavin calculus, we establish upper and lower bounds on the probabilities that the random field visits a deterministic subset of $I{R}^d$, in terms, respectively, of Hausdorff measure and Newtonian capacity of this set. The dimension that appears in the Hausdorff measure is close to optimal, and shows that when $$, points are polar for $u$. Conversely, in low dimensions $d$, points are not polar. There is however an interval in which the question of polarity of points remains open.

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Cited in

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• Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension \(k\geq 1\)
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