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Random-field solutions to linear hyperbolic stochastic partial differential equations with variable coefficients
Authors:Alessia Ascanelli  André Süß
Institution:1. Dipartimento di Matematica e Informatica, Università di Ferrara, Via Machiavelli n. 30, 44121 Ferrara, Italy;2. Departament de Probabilitat, Lògica i Estadística, Gran Via, 585, 08007 Barcelona, Spain
Abstract:In this article we show the existence of a random-field solution to linear stochastic partial differential equations whose partial differential operator is hyperbolic and has variable coefficients that may depend on the temporal and spatial argument. The main tools for this, pseudo-differential and Fourier integral operators, come from microlocal analysis. The equations that we treat are second-order and higher-order strictly hyperbolic, and second-order weakly hyperbolic with uniformly bounded coefficients in space. For the latter one we show that a stronger assumption on the correlation measure of the random noise might be needed. Moreover, we show that the well-known case of the stochastic wave equation can be embedded into the theory presented in this article.
Keywords:primary  35L10  60H15  secondary  35L40  35S30  Stochastic partial differential equations  Stochastic wave equation  Hyperbolic partial differential equations  Fundamental solution  Variable coefficients  Fourier integral operators
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