A One-Dimensional Wave Equation with White Noise Boundary Condition

A One-Dimensional Wave Equation with White Noise Boundary Condition We discuss the Cauchy problem for a one-dimensional wave equation with white noise boundary condition. We also establish the existence of an invariant measure when the noise is additive. Similar problems for parabolic equations were discussed by several authors. To our knowledge, there is only one work (12) which investigated the initial-boundary value problem for a wave equation with random noise at the boundary. We handle a more general case by a different method. Our result on the existence of an invariant measure relies on the author's recent work on a certain class of stochastic evolution equations. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Applied Mathematics and Optimization Springer Journals

A One-Dimensional Wave Equation with White Noise Boundary Condition

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Publisher
Springer-Verlag
Copyright
Copyright © 2006 by Springer
Subject
Mathematics; Systems Theory, Control; Calculus of Variations and Optimal Control; Optimization; Mathematical and Computational Physics; Mathematical Methods in Physics; Numerical and Computational Methods
ISSN
0095-4616
eISSN
1432-0606
D.O.I.
10.1007/s00245-006-0860-7
Publisher site
See Article on Publisher Site

Abstract

We discuss the Cauchy problem for a one-dimensional wave equation with white noise boundary condition. We also establish the existence of an invariant measure when the noise is additive. Similar problems for parabolic equations were discussed by several authors. To our knowledge, there is only one work (12) which investigated the initial-boundary value problem for a wave equation with random noise at the boundary. We handle a more general case by a different method. Our result on the existence of an invariant measure relies on the author's recent work on a certain class of stochastic evolution equations.

Journal

Applied Mathematics and OptimizationSpringer Journals

Published: Sep 1, 2006

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