scientific article; zbMATH DE number 1337348

Publication date 15 September 1999

boundary crossing probabilities boundary value problem hyperbolic differential equations Orlicz spaces of random variables stochastic processes sub-Gaussian random variables

Mathematics Subject Classification ID

Initial-boundary value problems for second-order hyperbolic equations (35L20) Random fields (60G60)

Review text

The boundary problem is considered for the homogeneous hyperbolic equation \[ {\partial\over \partial x}\left(p(x){\partial\over \partial x}u(x,t)\right) - q(x)u(x,t) - \rho(x) {\partial^2\over \partial t^2} u(x,t)=0 \tag{1} \] with the initial conditions \( u(x,0)=\xi(x) \), \( {\partial\over\partial t}u(x,0)=\eta(x), \) where \(\xi(x)\) and \(\eta(x)\) are strictly sub-Gaussian processes. The rate of convergence of the Fourier method approximation \(u_n(x,t)\) to the solution \(u(x,t)\) of (1) is considered in the weighted Sobolev spaces \(W=W_{p,2}^*([0,\pi]\times[0,T],c(\cdot))\) with the weighting function \(c(\cdot)\). The estimates are obtained for probabilities \[ \Pr\{u\|(\cdot,\cdot)-u_n(\cdot,\cdot)\|_W>z\} \leq\sum_{i=1}^{10}\exp\left( -{(z/10-4e^{-1}\Delta_i^n)^2\over 72e^{-1}\Delta_i^n}\right), \] where \(\Delta_i^n\) are defined by the correlation functions of \(\xi(x)\) and \(\eta(x)\) and by the eigenvalues of the corresponding Sturm-Liouville problem.

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