Interpolating the stochastic heat and wave equations with time-independent noise: solvability and exact asymptotics

被引:0
作者
Le Chen
Nicholas Eisenberg
机构
[1] Auburn University,Department of Mathematics and Statistics
来源
Stochastics and Partial Differential Equations: Analysis and Computations | 2023年 / 11卷
关键词
Stochastic partial differential equations; derivatives; fractional integral; Fractional Laplacian; calculus; integral; Exact moment asymptotics; Time-independent Gaussian noise; White noise; Global and local solutions; Primary 60H15; Secondary 60H07; 37H15;
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摘要
In this article, we study a class of stochastic partial differential equations with fractional differential operators subject to some time-independent multiplicative Gaussian noise. We derive sharp conditions, under which a unique global Lp(Ω)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^p(\Omega )$$\end{document}-solution exists for all p≥2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\ge 2$$\end{document}. In this case, we derive exact moment asymptotics following the same strategy as that in a recent work by Balan et al. (Inst Henri Poincaré Probab Stat. To appear, 2021). In the case when there exists only a local solution, we determine the precise deterministic time, T2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$T_2$$\end{document}, before which a unique L2(Ω)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^2(\Omega )$$\end{document}-solution exists, but after which the series corresponding to the L2(Ω)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^2(\Omega )$$\end{document} moment of the solution blows up. By properly choosing the parameters, results in this paper interpolate the known results for both stochastic heat and wave equations.
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页码:1203 / 1253
页数:50
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