<p>We consider the quasi-linear stochastic wave and heat equations in <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\({\mathbb {R}}^d\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mrow> <mi mathvariant="double-struck">R</mi> </mrow> <mi>d</mi> </msup> </math></EquationSource> </InlineEquation> with <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(d\in \{1,2,3\}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>d</mi> <mo>∈</mo> <mo stretchy="false">{</mo> <mn>1</mn> <mo>,</mo> <mn>2</mn> <mo>,</mo> <mn>3</mn> <mo stretchy="false">}</mo> </mrow> </math></EquationSource> </InlineEquation> and <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\(d\ge 1\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>d</mi> <mo>≥</mo> <mn>1</mn> </mrow> </math></EquationSource> </InlineEquation>, respectively, and perturbed by an additive Gaussian noise which is white in time and has a homogeneous spatial correlation with spectral measure <InlineEquation ID="IEq4"> <EquationSource Format="TEX">\(\mu _n\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>μ</mi> <mi>n</mi> </msub> </math></EquationSource> </InlineEquation>. We allow the Fourier transform of <InlineEquation ID="IEq5"> <EquationSource Format="TEX">\(\mu _n\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>μ</mi> <mi>n</mi> </msub> </math></EquationSource> </InlineEquation> to be a genuine distribution. Let <InlineEquation ID="IEq6"> <EquationSource Format="TEX">\(u^n\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mi>u</mi> <mi>n</mi> </msup> </math></EquationSource> </InlineEquation> be the mild solution to these equations. We provide sufficient conditions on the measures <InlineEquation ID="IEq7"> <EquationSource Format="TEX">\(\mu _n\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>μ</mi> <mi>n</mi> </msub> </math></EquationSource> </InlineEquation> and the initial data to ensure that <InlineEquation ID="IEq8"> <EquationSource Format="TEX">\(u^n\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mi>u</mi> <mi>n</mi> </msup> </math></EquationSource> </InlineEquation> converges in law, in the space of continuous functions, to the solution of our equations driven by a noise with spectral measure <InlineEquation ID="IEq9"> <EquationSource Format="TEX">\(\mu \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>μ</mi> </math></EquationSource> </InlineEquation>, where <InlineEquation ID="IEq10"> <EquationSource Format="TEX">\(\mu _n\rightarrow \mu \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi>μ</mi> <mi>n</mi> </msub> <mo stretchy="false">→</mo> <mi>μ</mi> </mrow> </math></EquationSource> </InlineEquation> in some sense. We apply our main result to various types of noises, such as the anisotropic fractional noise. We also show that we cover existing results in the literature, such as the case of Riesz kernels and the fractional noise with <InlineEquation ID="IEq11"> <EquationSource Format="TEX">\(d=1\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>d</mi> <mo>=</mo> <mn>1</mn> </mrow> </math></EquationSource> </InlineEquation>.</p>

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Convergence in law for quasi-linear SPDEs

  • Maria Jolis,
  • Salvador Ortiz-Latorre,
  • Lluís Quer-Sardanyons

摘要

We consider the quasi-linear stochastic wave and heat equations in \({\mathbb {R}}^d\) R d with \(d\in \{1,2,3\}\) d { 1 , 2 , 3 } and \(d\ge 1\) d 1 , respectively, and perturbed by an additive Gaussian noise which is white in time and has a homogeneous spatial correlation with spectral measure \(\mu _n\) μ n . We allow the Fourier transform of \(\mu _n\) μ n to be a genuine distribution. Let \(u^n\) u n be the mild solution to these equations. We provide sufficient conditions on the measures \(\mu _n\) μ n and the initial data to ensure that \(u^n\) u n converges in law, in the space of continuous functions, to the solution of our equations driven by a noise with spectral measure \(\mu \) μ , where \(\mu _n\rightarrow \mu \) μ n μ in some sense. We apply our main result to various types of noises, such as the anisotropic fractional noise. We also show that we cover existing results in the literature, such as the case of Riesz kernels and the fractional noise with \(d=1\) d = 1 .