The equation for vibrations of a fixed string driven by a general stochastic measure
Authors:
I. M. Bodnarchuk and V. M. Radchenko
Translated by:
N. N. Semenov
Journal:
Theor. Probability and Math. Statist. 101 (2020), 1-11
MSC (2020):
Primary 60H15; Secondary 60G17, 60G57
DOI:
https://doi.org/10.1090/tpms/1108
Published electronically:
January 5, 2021
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Additional Information
Abstract: The existence of a mild solution of the equation for vibrations of a homogeneous string with fixed ends driven by a general stochastic measure is studied in the following three cases: the stochastic measure depends on (1) the time variable, (2) the spatial variable, (3) the set of all variables. The averaging principle is considered and the rate of convergence to a solution of the averaged equation is obtained.
References
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References
- L. I. Rusaniuk and G. M. Shevchenko, Wave equation for a homogeneous string with fixed ends driven by a stable random noise, Teor. Imovirnost. Matem. Statyst., 98 (2018), 163–172; English transl. in Theory Probab. Math. Statist. 98 (2019), 171–181.
- E. Orsingher, Randomly forced vibrations of a string, Annales de l’I. H. P., section B 18 (1982), no. 4, 367–394. MR 683337
- D. Khoshnevisan and E. Nualart, Level sets of the stochastic wave equation driven by a symmetric Lévy noise, Bernoulli 14 (2008), no. 4, 899–925. MR 2543579
- L. Pryhara and G. Shevchenko, Wave equation with a coloured stable noise, Random Operat. Stoch. Equ. 25 (2017), no. 4, 249–260. MR 3731389
- L. I. Rusaniuk and G. M. Shevchenko, Wave equation with stable noise, Teor. Imovirnost. Matem. Statyst. 96 (2017), 142–154; English transl. in Theory Probab. Math. Statist. Theory Probab. Math. Statist. 96 (2018), no. 1, 145–157. MR 3666878
- I. M. Bodnarchuk, Wave equation with a stochastic measure, Teor. Imovirnost. Matem. Statyst. 94 (2016), 1–15; English transl. in Theory Probab. Math. Statist. Theory Probab. Math. Statist. 94 (2017), 1–16. MR 3553450
- I. M. Bodnarchuk and V. M. Radchenko, Wave equation in a plane driven by a general stochastic measure, Teor. Imovirnost. Matem. Statyst., 98 (2018), 70–86; English transl. in Theory Probab. Math. Statist. Theory Probab. Math. Statist. 98 (2019), 73–90. MR 3824679
- I. M. Bodnarchuk and V. M. Radchenko, Wave equation in three-dimensional space driven by a general stochastic measure, Teor. Imovirnost. Matem. Statyst. 100 (2018), 43–59; English transl. in Theory Probability and Math. Statist. 100 (2019), 43–59. (Ukrainian). MR 3992992
- J. Duan and W. Wang, Effective Dynamics of Stochastic Partial Differential Equations, Birkhäuser, Boston, 1992. MR 3289240
- P. Gao, Averaging principle for stochastic Korteweg-de Vries equation, J. Diff. Equ. 267 (2019), no. 12, 6872–6909. MR 4011034
- V. M. Radchenko, Averaging principle for heat equation driven by general stochastic measure, Statist. Probab. Lett. 146 (2019), 224–230. MR 3885229
- V. Radchenko, Averaging principle for equation driven by a stochastic measure, Stochastics 91 (2019), no. 6, 905–915. MR 3985803
- S. Kwapień and W. A. Woyczyński, Random Series and Stochastic Integrals: Single and Multiple, Birkhäuser, Boston, 1992. MR 1167198
- Y. Mishura, Stochastic Calculus for Fractional Brownian Motion and Related Topics, Lecture Notes in Mathematics, vol. 1929, Springer-Verlag, Berlin, 2008. MR 2378138
- C. Tudor, On the Wiener integral with respect to a sub-fractional Brownian motion on an interval, J. Math. Anal. Appl. 351 (2009), 456–468. MR 2472957
- L. Drewnowski, Topological rings of sets, continuous set functions, integration. III, Bull. Acad. Pol. Sci. Sér. Sci. Math. Astron. Phys. 20 (1972), 439–445. MR 316653
- V. Radchenko, Mild solution of the heat equation with a general stochastic measure, Studia Math. 194 (2009), no. 3, 231–251. MR 2539554
- G. Samorodnitsky and M. S. Taqqu, Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance, Chapmen & Hall, Boca Raton, 1994. MR 1280932
- V. N. Radchenko, Sample functions of stochastic measures and Besov spaces, Teor. Veroyatnost. Primenen., 2009,54 (2009), no. 1, 161–169; English transl. in Theory Probab. Appl. 54 (2010), no. 1, 160–168. MR 2766653
- P. L. Chow, Stochastic Partial Differential Equations, Chapman and Hall/CRC, 2014. MR 2295103
- H. Fu, L. Wan, and J. Liu, Strong convergence in averaging principle for stochastic hyperbolic–parabolic equations with two time-scales, Stoch. Proc. Appl. 125 (2015), no. 8, 3255–3279. MR 3343294
- A. Zygmund, Trigonometric Series, Cambridge Univ. Press, 2002. MR 0236587
- N. K. Bary, A Treatise on Trigonometric Series. Vol. 1, “Fizmatlit”, Moscow, 1961; English transl. Pergamon Press, Oxford–New York, 1964. MR 0171116
- V. M. Radchenko and N. O. Stefans’ka, Fourier and Fourier-Haar series for stochastic measures, Teor. Imovirnost. Matem. Statyst., 96 (2017), 155–162; English transl. in Theory Probab. Math. Statist. 96 (2018), 159–167. MR 3666879
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Additional Information
I. M. Bodnarchuk
Affiliation:
Department of Probability Theory, Statistics, and Actuarial Mathematics, Faculty for Mechanics and Mathematics, Kyiv Taras Shevchenko National University, Volodymyrs’ka Street, 64/13, Kyiv 01601, Ukraine
Email:
ibodnarchuk@univ.kiev.ua
V. M. Radchenko
Affiliation:
Department of Mathematical Analysis, Faculty for Mechanics and Mathematics, Kyiv Taras Shevchenko National University, Volodymyrs’ka Street, 64/13, Kyiv 01601, Ukraine
Email:
vradchenko@univ.kiev.ua
Keywords:
Stochastic measure,
stochastic wave equation,
Cauchy problem,
mild solution,
averaging principle
Received by editor(s):
August 14, 2019
Published electronically:
January 5, 2021
Article copyright:
© Copyright 2020
American Mathematical Society