Stochastic wave equation in a plane driven by spatial stable noise

DOI10.15559/16-VMSTA62zbMATH Open1352.60092arXiv1611.05999MaRDI QIDQ343048FDOQ343048

Authors: Larysa Pryhara, G. M. Shevchenko 

Publication date: 21 November 2016

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Abstract: The main object of this paper is the planar wave equation [�igg(frac{partial^2}{partial t^2}-a^2varDelta�igg)U(x,t)=f(x,t),quad tge0, xin mathbb {R}^2,] with random source $f$. The latter is, in certain sense, a symmetric $alpha$-stable spatial white noise multiplied by some regular function $sigma$. We define a candidate solution $U$ to the equation via Poisson's formula and prove that the corresponding expression is well defined at each point almost surely, although the exceptional set may depend on the particular point $(x,t)$. We further show that $U$ is H"{o}lder continuous in time but with probability 1 is unbounded in any neighborhood of each point where $sigma$ does not vanish. Finally, we prove that $U$ is a generalized solution to the equation.

Full work available at URL: https://arxiv.org/abs/1611.05999

Recommendations

• Wave equation in the plane driven by a general stochastic measure
• The stochastic wave equation
• The stochastic wave equation in two spatial dimensions
• Stochastic perturbation of wave equations
• Nonlinear stochastic wave equation driven by rough noise
• A note on stochastic wave equations
• Stochastic motions driven by wave equations
• Stochastic partial differential equation driven by stable noise

zbMATH Keywords

[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=H%EF%BF%BD%EF%BF%BDlder+continuity&go=Go H��lder continuity]generalized solutionstochastic wave equationLePage seriesstable random measure

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57) Wave equation (35L05) PDEs with randomness, stochastic partial differential equations (35R60) Stable stochastic processes (60G52)

Cites Work

• Title not available (Why is that?)
• The stochastic wave equation in two spatial dimensions
• Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three
• The 1-d stochastic wave equation driven by a fractional Brownian sheet
• The stochastic wave equation with fractional noise: a random field approach
• École d'été de probabilités de Saint-Flour XIV-1984
• On a stochastic wave equation in two space dimensions: Regularity of the solution and its density
• Hölder continuity of sample paths of some self-similar stable processes

Cited In (10)

• A planar random motion with an infinite number of directions controlled by the damped wave equation
• The domain of definition of the Lévy white noise
• Averaging principle for a stochastic cable equation
• Approximation of solutions of the stochastic wave equation by using the Fourier series
• Approximation of solutions of the wave equation driven by a stochastic measure
• A note on stochastic wave equations
• Wave equation in the plane driven by a general stochastic measure
• Wave equation with a coloured stable noise
• Wave equation for a homogeneous string with fixed ends driven by a stable random noise
• Wave equation with a stable noise

This page was built for publication: Stochastic wave equation in a plane driven by spatial stable noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q343048)