Propagation of microlocal singularities for stochastic partial differential equations

DOI10.4064/SM230428-4-9arXiv1912.13104OpenAlexW2997888378WikidataQ130082164 ScholiaQ130082164MaRDI QIDQ6203437FDOQ6203437

Adnan Aboulalaa

Publication date: 28 February 2024

Published in: Studia Mathematica (Search for Journal in Brave)

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.

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)

Cites Work

• Title not available (Why is that?)
• Fourier integral operators. I
• Semiclassical analysis
• Title not available (Why is that?)
• Title not available (Why is that?)
• Hyperbolic partial differential equations and geometric optics
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic Equations in Infinite Dimensions
• An introduction to semiclassical and microlocal analysis
• Fourier integral operators. II
• Title not available (Why is that?)
• Symmetric hyperbolic linear differential equations
• On the existence and the regularity of solutions of linear pseudo- differential equations
• Partial differential equations III. The Cauchy problem. Qualitative theory of partial differential equations. Transl. from the Russ. by M. Grinfeld
• Random nonlinear wave equations: Propagation of singularities
• Seminar on Singularities of Solutions of Linear Partial Differential Equations. (AM-91)
• Propagation, reflection, and diffraction of singularities of solutions to wave equations
• THE PROPAGATION OF DISCONTINUITIES IN WAVE MOTION
• Title not available (Why is that?)
• Propagation of singularities in the Brownian sheet
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic hyperbolic systems, small perturbations and pathwise approximation
• Singularities in linear wave propagation
• Geometrical Acoustics. I. The Theory of Weak Shock Waves
• Title not available (Why is that?)
• Propagation of singularities in the semi-fractional Brownian sheet
• Title not available (Why is that?)
• Homogeneous random pseudodifferential operators of first order
• Fourier Integrals in Classical Analysis
• Title not available (Why is that?)

This page was built for publication: Propagation of microlocal singularities for stochastic partial differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6203437)