English

Gaussian fluctuations for the wave equation under rough random perturbations

Probability 2023-07-04 v1

Abstract

In this article, we consider the stochastic wave equation in spatial dimension d=1d=1, with linear term σ(u)=u\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(14,12)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.

Keywords

Cite

@article{arxiv.2307.00103,
  title  = {Gaussian fluctuations for the wave equation under rough random perturbations},
  author = {Raluca M. Balan and Jingyu Huang and Xiong Wang and Panqiu Xia and Wangjun Yuan},
  journal= {arXiv preprint arXiv:2307.00103},
  year   = {2023}
}

Comments

31 pages

R2 v1 2026-06-28T11:19:23.506Z