A two-space dimensional semilinear heat equation perturbed by (Gaussian) white noise

Sergio Albeverio, Zbignew Haba, Francesco Russo

Research output: Contribution to journalArticlepeer-review

Abstract

A two-space dimensional heat equation perturbed by a white noise in a bounded volume is considered. The equation is perturbed by a non-linearity of the type λ : f(AU) :, where : : means Wick (re)ordering with respect to the free solution; λ, A are small parameters, U denotes a solution, f is the Fourier transform of a complex measure with compact support. Existence and uniqueness of the solution in a class of Colombeau-Oberguggenberger generalized functions is proven. An explicit construction of the solution is given and it is shown that each term of the expansion in a power series in λ is associated with an L2-valued measure when A is a small enough.

Original languageEnglish
Pages (from-to)319-366
Number of pages48
JournalProbability Theory and Related Fields
Volume121
Issue number3
DOIs
Publication statusPublished - 1 Jan 2001
Externally publishedYes

Keywords

  • Parabolic type
  • Random generalized functions
  • Stochastic partial differential equations
  • Stochastic quantization (of Sine-Gordon equation)

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