The non-Archimedean stochastic heat equation driven by Gaussian noise
\(p\)-adic fieldsGaussian noisemild random field solutionnon-Archimedean functional analysisstochastic heat equationstochastic integral equationstochastic pseudodifferential equation
PDEs with randomness, stochastic partial differential equations (35R60) Pseudodifferential operators as generalizations of partial differential operators (35S05) Functional analysis over fields other than (mathbb{R}) or (mathbb{C}) or the quaternions; non-Archimedean functional analysis (46S10) Gaussian processes (60G15) Random fields (60G60) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)
This paper treats the non-Archimedean stochastic heat equation driven by Gaussian noise of the type \[ \begin{aligned} & \frac{\partial u}{\partial t}(t,x) + A( \partial, \beta) u(t,x) = \sigma ( u(t,x)) \dot{W}(t,x) + b( u(t,x)), \\ & u(0,x) = u_0(x), \qquad t \geq 0, \quad x \in {\mathbb Q}_p^N, \end{aligned}\tag{1} \] where the coefficients \(\sigma\) and \(b\) are real-valued functions and \(\dot{W}(t,x)\) is the formal notation for the Gaussian random perturbation, \({\mathbb Q}_p\) is the field of \(p\)-adic numbers with a prime number \(p\), and \({\mathbb Q}_p^N\) denotes a complete ultrametric space with the \(p\)-adic norm \(\| \cdot \|_p\). For a fixed \(\beta> 0\), \[ A( \partial, \beta) \phi(x) = {\mathcal F}_{ \xi \to x}^{-1} ( | a (\xi) |_p^{\beta} {\mathcal F}_{ x \to \xi} \phi), \qquad \phi \in {\mathcal D}, \tag{2} \] is an elliptic pseudodifferential operator of degree \(d\) with symbol \(| a |_p^{\beta}\), where \(a(\xi)\) is an elliptic polynomial of degree \(d\) and satisfies \[ C_0 \| \xi \|_p^d \leqslant | a(\xi) |_p \leqslant C_1 \| \xi \|_p^d, \qquad \text{ for all }\xi \in {\mathbb Q}_p^N \tag{3} \] for some positive constants \(C_0, C_1> 0\) [\textit{W. A. Zúñiga-Galindo}, Potential Anal. 28, No. 2, 185--200 (2008; Zbl 1134.35005)]. The goal of this paper is to prove the existence and uniqueness of a mild random field solution \(u(t,x)\) of the associated stochastic integral equation \[ \begin{aligned} & u(t,x) = ( \Gamma(t) * u_0) (x) + \int_0^t \int_{ {\mathbb Q}_p^N } \Gamma(t-s, x-y) \sigma( u(s,y)) W(ds, d^N y) \\ & + \int_0^t ds \int_{ {\mathbb Q}_p^N} \Gamma(s,y) b( u(t-s, x-y))\, d^N y, \quad \text{a.s.} \quad \text{for all} \quad (t,x) \in [0, T] \times {\mathbb Q}_p^N. \end{aligned}\tag{4} \] The heat kernel or fundamental solution \(\Gamma(t,x)\) is given by \[ \Gamma(t,x) := {\mathcal F}_{ \xi \to x}^{-1} ( e^{ -t | a(\xi) |_p^{\beta} } ) \qquad \text{for} \quad t>0, \quad x \in {\mathbb Q}_p^N.\tag{5} \] Assume that \[ \int_0^T dt \int_{ {\mathbb Q}_p^N } | {\mathcal F} \Gamma(t) (\xi) |^2\, d \mu(\xi) < \infty \quad \text{and} \quad \sup_{ 0 \leqslant t \leqslant T} \Gamma(t, {\mathbb Q}_p^N ) < \infty \tag{6} \] with the associated measure \(\Gamma(t, d^N x) := \Gamma(t,x) d^N x\), where \(d^N x\) is the Haar measure on \({\mathbb Q}_p^N\) and \(\mu\) is a regular Borel measure on \({\mathbb Q}_p^N\). Assume also that \[ \lim_{ h \to o+} \int_0^T \int_{ {\mathbb Q}_p^N } \sup_{ | r-t | < h} | {\mathcal F} \Gamma(r)(\xi) - {\mathcal F} \Gamma(t)(\xi) |^2 d \mu(\xi)\, dt = 0. \tag{7} \] Here is the main result: if \(b, \sigma\) are Lipschitz continuous and \(u_0\) is measurable and bounded, and if \[ \int_{ {\mathbb Q}_p^N } \| \xi \|_p^{ d \beta}\, d \mu(\xi)< \infty, \tag{8} \] then there exists a unique mild random field solution \(\{ u(t,x) \}\), \((t,x)\) \(\in\) \([0, T] \times {\mathbb Q}_p^N\), of the equation (4), and \(u\) is \(L^2( \Omega)\)-continuous and satisfies \[ \sup_{ (t,x) \in [0, T] \times {\mathbb Q}_p^N } E ( | u(t,x) |^2 )< \infty. \tag{9} \] The stochastic integral term is defined as a stochastic integration with respect to a spatially homogeneous Gaussian noise in the sense of, e.g., [\textit{R. C. Dalang}, Electron. J. Probab. 4, Paper No. 6, 29 p. (1999; Zbl 0922.60056)]. For other related works, see, e.g., [\textit{A. N. Kochubei}, Pseudo-differential equations and stochastics over non-Archimedean fields. New York, NY: Marcel Dekker (2001; Zbl 0984.11063)] and [\textit{J. J. Rodríguez-Vega} and \textit{W. A. Zúñiga-Galindo}, Pac. J. Math. 237, No. 2, 327--347 (2008; Zbl 1232.35201)].
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