English

A non-linear wave equation with fractional perturbation

Probability 2021-05-21 v2

Abstract

We study a dd-dimensional wave equation model (2d42\leq d\leq 4) with quadratic non-linearity and stochastic forcing given by a space-time fractional noise. Two different regimes are exhibited, depending on the Hurst parameter H=(H0,,Hd)(0,1)d+1H=(H_0,\ldots,H_d) \in (0,1)^{d+1} of the noise: if i=0dHi>d12\sum_{i=0}^d H_i > d-\frac12, then the equation can be treated directly, while in the case d34<i=0dHid12d-\frac34<\sum_{i=0}^d H_i\leq d-\frac12, the model must be interpreted in the Wick sense, through a renormalization procedure. Our arguments essentially rely on a fractional extension of the considerations of \cite{gubinelli-koch-oh} for the two-dimensional white-noise situation, and more generally follow a series of investigations related to stochastic wave models with polynomial perturbation.

Keywords

Cite

@article{arxiv.1707.02761,
  title  = {A non-linear wave equation with fractional perturbation},
  author = {Aurélien Deya},
  journal= {arXiv preprint arXiv:1707.02761},
  year   = {2021}
}
R2 v1 2026-06-22T20:42:13.582Z