Stochastic Damped Wave Equation Research Articles

On a Class of Stochastic Damped Wave Equation

The present work considers a wave equation with multiplicative Gaussian white noise and weak dissipative term on a bounded domain. We first give a theorem including the local existence of mild solutions. An energy bound and a differential inequality are used to give sufficient conditions that provide the blow-up of mild local solutions of the stochastic wave equation. The paper's main contribution comes from handling a multiplicative noise and a general source term contrary to the articles that exist in the literature.

Stationary distributions of second order stochastic evolution equations with memory in Hilbert spaces

In this paper, we consider stationarity of a class of second-order stochastic evolution equations with memory, driven by Wiener processes or Lévy jump processes, in Hilbert spaces. The strategy is to formulate by reduction some first-order systems in connection with the stochastic equations under investigation. We develop asymptotic behavior of dissipative second-order equations and then apply them to time delay systems through Gearhart–Prüss–Greiner’s theorem. The stationary distribution of the system under consideration is the projection on the first coordinate of the corresponding stationary results of a lift-up stochastic system without delay on some product Hilbert space. Last, two examples of stochastic damped wave equations with memory are presented to illustrate our theory.

Fractal dimension of random invariant sets for nonautonomous random dynamical systems and random attractor for stochastic damped wave equation

In this paper, we first establish a criteria for estimating the upper bound of fractal dimension of a random compact invariant set of a non-autonomous random dynamical system on a separable Banach space and give some special conditions which can be easily verified to some stochastic partial differential equations for bounding the fractal dimension of random attractors. Then we apply these conditions to obtain an upper bound of fractal dimension of random attractor for stochastic damped wave equation with additive white noise.

Invariant measures for stochastic nonlinear beam and wave equations

Existence of an invariant measure for a stochastic extensible beam equation and for a stochastic damped wave equation with polynomial nonlinearities is proved. It is shown first that the corresponding transition semigroups map the space of all bounded sequentially weakly continuous functions on the state space into itself and then by a Lyapunov functions approach solutions bounded in probability are found.

Fractal dimension of random attractor for stochastic non-autonomous damped wave equation with linear multiplicative white noise

In this paper, we first present some conditionsfor bounding the fractal dimension of a random invariant set of anon-autonomous random dynamical system on a separable Banach space. Then weapply these conditions to prove the finiteness of fractal dimension ofrandom attractor for stochastic damped wave equation with linear multiplicativewhite noise.

Large Deviation Principle for Singularly Perturbed Stochastic Damped Wave Equations

A large deviation principle is built for the following singularly perturbed stochastic nonlinear damped wave equations on bounded regular domains: We use a weak convergence method. The small parameter ν parametrises both the strength of noise and the singular perturbation. The rate function of large deviations is proven to be that of the large deviations for the stochastic heat equation This result shows the effectiveness of asymptotic approximation of the stochastic heat equation to singularly perturbed stochastic wave equations.

Averaging approximation to singularly perturbed nonlinear stochastic wave equations

An averaging method is applied to derive effective approximation to a singularly perturbed nonlinear stochastic damped wave equation. Small parameter ν > 0 characterizes the singular perturbation, and να, 0 ⩽ α ⩽ 1/2, parametrizes the strength of the noise. Some scaling transformations and the martingale representation theorem yield the effective approximation, a stochastic nonlinear heat equation, for small ν in the sense of distribution.

Random attractor for a stochastic damped wave equation with multiplicative noise on unbounded domains

In this paper we study the asymptotic dynamics for a stochastic damped wave equation with multiplicative noise defined on unbounded domains. We investigate the existence of a random attractor for the random dynamical system associated with the equation.