Abstract
Let M be a compact Riemannian manifold. We prove existence of a global
weak solution of the stochastic wave equation Dt@tu = Dx@xu + (Xu + ¸0(u)@tu +
¸1(u)@xu) ¿W where X is a continuous tangent vector field on M, ¸0, ¸1 are continuous vector bundles homomorphisms from TM to TM and W is a spatially homogeneous Wiener process on R with finite spectral measure. A new general method of constructing weak solutions of SPDEs that does not rely on martingale representation theorem is used.
weak solution of the stochastic wave equation Dt@tu = Dx@xu + (Xu + ¸0(u)@tu +
¸1(u)@xu) ¿W where X is a continuous tangent vector field on M, ¸0, ¸1 are continuous vector bundles homomorphisms from TM to TM and W is a spatially homogeneous Wiener process on R with finite spectral measure. A new general method of constructing weak solutions of SPDEs that does not rely on martingale representation theorem is used.
Original language | English |
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Pages (from-to) | 1624-1653 |
Number of pages | 30 |
Journal | Communications in Partial Differential Equations |
Volume | 36 |
Issue number | 9 |
DOIs | |
Publication status | Published - Sept 2011 |
Keywords
- stochastic wave equation;
- geometric wave equation.