Propagation of microlocal singularities for stochastic partial differential equations

DOI10.4064/SM230428-4-9MaRDI QIDQ6203437OpenAlexWikidataFDO

Authors Adnan Aboulalaa

Publication date 28 February 2024

Published in Studia Mathematica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1912.13104

zbMATH Keywords

stochastic partial differential equationsmicrolocal analysispseudodifferential operatorshyperbolic systemspropagation of singularities

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Singularity in context of PDEs (35A21) Microlocal methods and methods of sheaf theory and homological algebra applied to PDEs (35A27) Shocks and singularities for hyperbolic equations (35L67) PDEs with randomness, stochastic partial differential equations (35R60) Pseudodifferential operators as generalizations of partial differential operators (35S05) First-order hyperbolic systems (35L40)

Abstract: Microlocal analysis techniques are extended and applied to stochastic partial differential equations (SPDEs). In particular, the H"ormander propagation of singularities theorem is shown to be valid for hyperbolic SPDEs driven by a standard Brownian motion. In this case the wave front set of the solution is invariant under the stochastic Hamiltonian flow associated to the principal symbol of the SPDE. This study leads to the introduction of a class of random pseudodifferential operators.

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