Stochastic wave equation in a plane driven by spatial stable noise

DOI10.15559/16-VMSTA62MaRDI QIDQ343048zbMATH OpenFDO

Authors Larysa Pryhara, G. M. Shevchenko

Publication date 21 November 2016

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

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

zbMATH Keywords

generalized solutionstochastic wave equationLePage seriesstable random measureHölder continuity

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)

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.

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Cites work

• scientific article; zbMATH DE number 614990 (Why is no real title available?)
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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

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