<p>We study the effect of Gaussian perturbations on a class of model hyperbolic partial differential equations with double symplectic characteristics in low spatial dimensions. The coefficients of our partial differential operators contain harmonic oscillators in the space variables, while the noise is additive, white in time and colored in space. We provide sufficient conditions on the spectral measure of the covariance functional describing the noise that allows for the existence of a random field solution for the resulting stochastic partial differential equation. Furthermore, we show how the symplectic structure of the set of multiple points affects the regularity of the noise needed to build a measurable process solution. Our approach is based on some explicit computations for the fundamental solutions of several model partial differential operators together with their explicit Fourier transforms.</p>

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

On Some Stochastic Hyperbolic Equations with Symplectic Characteristics

  • Enrico Bernardi,
  • Leonardo Marconi

摘要

We study the effect of Gaussian perturbations on a class of model hyperbolic partial differential equations with double symplectic characteristics in low spatial dimensions. The coefficients of our partial differential operators contain harmonic oscillators in the space variables, while the noise is additive, white in time and colored in space. We provide sufficient conditions on the spectral measure of the covariance functional describing the noise that allows for the existence of a random field solution for the resulting stochastic partial differential equation. Furthermore, we show how the symplectic structure of the set of multiple points affects the regularity of the noise needed to build a measurable process solution. Our approach is based on some explicit computations for the fundamental solutions of several model partial differential operators together with their explicit Fourier transforms.