Repository logo

Infoscience

  • English
  • French
Log In
Logo EPFL, École polytechnique fédérale de Lausanne

Infoscience

  • English
  • French
Log In
  1. Home
  2. Academic and Research Output
  3. Journal articles
  4. Second-order linear hyperbolic SPDEs driven by isotropic Gaussian noise on a sphere
 
research article

Second-order linear hyperbolic SPDEs driven by isotropic Gaussian noise on a sphere

Dalang, Robert C.  
•
Lévêque, Olivier
2004
Annals of Applied Probability

We study a class of linear hyperbolic stochastic partial differential equations in bounded domains, that includes the wave equation and the telegraph equation, driven by Gaussian noise that is white in time but not in space. We give necessary and sufficient conditions on the spatial correlation of the noise for the existence (and uniqueness) of square-integrable solutions. In the particular case where the domain is a ball and the noise is concentrated on a sphere, we characterize the isotropic Gaussian noises with this property. We also give explicit necessary and sufficient conditions when the domain is a hypercube and the Gaussian noise is concentrated on a hyperplane.

  • Files
  • Details
  • Metrics
Loading...
Thumbnail Image
Name

dalang_leveque1.pdf

Access type

openaccess

Size

250.3 KB

Format

Adobe PDF

Checksum (MD5)

a70c2a76e5bcadb027bcc9b0b237e8d4

Logo EPFL, École polytechnique fédérale de Lausanne
  • Contact
  • infoscience@epfl.ch

  • Follow us on Facebook
  • Follow us on Instagram
  • Follow us on LinkedIn
  • Follow us on X
  • Follow us on Youtube
AccessibilityLegal noticePrivacy policyCookie settingsEnd User AgreementGet helpFeedback

Infoscience is a service managed and provided by the Library and IT Services of EPFL. © EPFL, tous droits réservés