<p>In this paper, we study the following stochastic wave equation on the real line: <InlineEquation ID="IEq3"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10959_2025_1427_Article_IEq3.gif" Format="GIF" Height="20" Rendition="HTML" Resolution="72" Type="Linedraw" Width="234" /> </InlineMediaObject> <EquationSource Format="TEX">\(\partial _t^2 u_{\alpha }=\partial _x^2 u_{\alpha }+b\left( u_\alpha \right) +\sigma \left( u_\alpha \right) \eta _{\alpha }\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msubsup> <mi>∂</mi> <mi>t</mi> <mn>2</mn> </msubsup> <msub> <mi>u</mi> <mi>α</mi> </msub> <mo>=</mo> <msubsup> <mi>∂</mi> <mi>x</mi> <mn>2</mn> </msubsup> <msub> <mi>u</mi> <mi>α</mi> </msub> <mo>+</mo> <mi>b</mi> <mfenced close=")" open="("> <msub> <mi>u</mi> <mi>α</mi> </msub> </mfenced> <mo>+</mo> <mi>σ</mi> <mfenced close=")" open="("> <msub> <mi>u</mi> <mi>α</mi> </msub> </mfenced> <msub> <mi>η</mi> <mi>α</mi> </msub> </mrow> </math></EquationSource> </InlineEquation>. The noise <InlineEquation ID="IEq4"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10959_2025_1427_Article_IEq4.gif" Format="GIF" Height="12" Rendition="HTML" Resolution="72" Type="Linedraw" Width="20" /> </InlineMediaObject> <EquationSource Format="TEX">\(\eta _\alpha \)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>η</mi> <mi>α</mi> </msub> </math></EquationSource> </InlineEquation> is white in time and colored in space with a covariance structure <InlineEquation ID="IEq5"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10959_2025_1427_Article_IEq5.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="270" /> </InlineMediaObject> <EquationSource Format="TEX">\(\mathbb {E}[\eta _\alpha (t,x)\eta _\alpha (s,y)]=\delta (t-s)f_\alpha (x-y)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="double-struck">E</mi> <mrow> <mo stretchy="false">[</mo> <msub> <mi>η</mi> <mi>α</mi> </msub> <mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo>,</mo> <mi>x</mi> <mo stretchy="false">)</mo> </mrow> <msub> <mi>η</mi> <mi>α</mi> </msub> <mrow> <mo stretchy="false">(</mo> <mi>s</mi> <mo>,</mo> <mi>y</mi> <mo stretchy="false">)</mo> </mrow> <mo stretchy="false">]</mo> </mrow> <mo>=</mo> <mi>δ</mi> <mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo>-</mo> <mi>s</mi> <mo stretchy="false">)</mo> </mrow> <msub> <mi>f</mi> <mi>α</mi> </msub> <mrow> <mo stretchy="false">(</mo> <mi>x</mi> <mo>-</mo> <mi>y</mi> <mo stretchy="false">)</mo> </mrow> </mrow> </math></EquationSource> </InlineEquation> where <InlineEquation ID="IEq6"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10959_2025_1427_Article_IEq6.gif" Format="GIF" Height="17" Rendition="HTML" Resolution="72" Type="Linedraw" Width="20" /> </InlineMediaObject> <EquationSource Format="TEX">\(f_\alpha \)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>f</mi> <mi>α</mi> </msub> </math></EquationSource> </InlineEquation> is continuous with respect to <InlineEquation ID="IEq7"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10959_2025_1427_Article_IEq7.gif" Format="GIF" Height="10" Rendition="HTML" Resolution="72" Type="Linedraw" Width="14" /> </InlineMediaObject> <EquationSource Format="TEX">\(\alpha \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>α</mi> </math></EquationSource> </InlineEquation> in Fourier mode, see Assumption&#xa0;<InternalRef RefID="FPar2">1.2</InternalRef>. We prove the continuity of the probability measure induced by the solution <InlineEquation ID="IEq8"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10959_2025_1427_Article_IEq8.gif" Format="GIF" Height="12" Rendition="HTML" Resolution="72" Type="Linedraw" Width="20" /> </InlineMediaObject> <EquationSource Format="TEX">\(u_\alpha \)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>u</mi> <mi>α</mi> </msub> </math></EquationSource> </InlineEquation>, in terms of <InlineEquation ID="IEq9"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10959_2025_1427_Article_IEq7.gif" Format="GIF" Height="10" Rendition="HTML" Resolution="72" Type="Linedraw" Width="14" /> </InlineMediaObject> <EquationSource Format="TEX">\(\alpha \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>α</mi> </math></EquationSource> </InlineEquation>, with respect to the convergence in law in the topology of continuous functions with uniform metric on compact sets. We also give several examples of <InlineEquation ID="IEq10"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10959_2025_1427_Article_IEq10.gif" Format="GIF" Height="17" Rendition="HTML" Resolution="72" Type="Linedraw" Width="20" /> </InlineMediaObject> <EquationSource Format="TEX">\(f_{\alpha }\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>f</mi> <mi>α</mi> </msub> </math></EquationSource> </InlineEquation> to which our theorem applies.</p>

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On Weak Convergence of Stochastic Wave Equation with Colored Noise on \(\mathbb {R}\)

  • Wenxuan Tao

摘要

In this paper, we study the following stochastic wave equation on the real line: \(\partial _t^2 u_{\alpha }=\partial _x^2 u_{\alpha }+b\left( u_\alpha \right) +\sigma \left( u_\alpha \right) \eta _{\alpha }\) t 2 u α = x 2 u α + b u α + σ u α η α . The noise \(\eta _\alpha \) η α is white in time and colored in space with a covariance structure \(\mathbb {E}[\eta _\alpha (t,x)\eta _\alpha (s,y)]=\delta (t-s)f_\alpha (x-y)\) E [ η α ( t , x ) η α ( s , y ) ] = δ ( t - s ) f α ( x - y ) where \(f_\alpha \) f α is continuous with respect to \(\alpha \) α in Fourier mode, see Assumption 1.2. We prove the continuity of the probability measure induced by the solution \(u_\alpha \) u α , in terms of \(\alpha \) α , with respect to the convergence in law in the topology of continuous functions with uniform metric on compact sets. We also give several examples of \(f_{\alpha }\) f α to which our theorem applies.