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Gaussian fluctuations for the wave equation under rough random perturbations
Balan, Raluca M.; Huang, Jingyu; Wang, Xiong et al.
2023
 

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Keywords :
Mathematics - Probability
Abstract :
[en] In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with Hurst index $H \in (\frac{1}{4},\frac{1}{2})$. First, we prove that the solution is strictly stationary and ergodic in the spatial variable. Then, we show that with proper normalization and centering, the spatial average of the solution converges to the standard normal distribution, and we estimate the rate of this convergence in the total variation distance. We also prove the corresponding functional convergence result.
Disciplines :
Mathematics
Author, co-author :
Balan, Raluca M.
Huang, Jingyu
Wang, Xiong
Xia, Panqiu
YUAN, Wangjun ;  University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH)
Language :
English
Title :
Gaussian fluctuations for the wave equation under rough random perturbations
Publication date :
July 2023
Commentary :
31 pages
Available on ORBilu :
since 27 November 2023

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