Energy of a string driven by a two-parameter Gaussian noise white in time

2001 ◽  
Vol 38 (4) ◽  
pp. 960-974 ◽  
Author(s):  
Boris P. Belinskiy ◽  
Peter Caithamer

In this paper we consider the stochastic wave equation in one spatial dimension driven by a two-parameter Gaussian noise which is white in time and has general spatial covariance. We give conditions on the spatial covariance of the driving noise sufficient for the string to have finite expected energy and calculate this energy as a function of time. We show that these same conditions on the spatial covariance of the driving noise are also sufficient to guarantee that the energy of the string has a version which is continuous almost surely.

2001 ◽  
Vol 38 (04) ◽  
pp. 960-974 ◽  
Author(s):  
Boris P. Belinskiy ◽  
Peter Caithamer

In this paper we consider the stochastic wave equation in one spatial dimension driven by a two-parameter Gaussian noise which is white in time and has general spatial covariance. We give conditions on the spatial covariance of the driving noise sufficient for the string to have finite expected energy and calculate this energy as a function of time. We show that these same conditions on the spatial covariance of the driving noise are also sufficient to guarantee that the energy of the string has a version which is continuous almost surely.


2003 ◽  
Vol 40 (4) ◽  
pp. 946-960 ◽  
Author(s):  
Peter Caithamer

Upper as well as lower bounds for both the large deviations and small deviations of several sup-norms associated with the displacements of a one-dimensional string driven by a Gaussian noise which is white in time and has general spatial covariance are developed.


Bernoulli ◽  
2020 ◽  
Vol 26 (4) ◽  
pp. 2699-2726
Author(s):  
Jian Song ◽  
Xiaoming Song ◽  
Fangjun Xu

2003 ◽  
Vol 40 (04) ◽  
pp. 946-960
Author(s):  
Peter Caithamer

Upper as well as lower bounds for both the large deviations and small deviations of several sup-norms associated with the displacements of a one-dimensional string driven by a Gaussian noise which is white in time and has general spatial covariance are developed.


2005 ◽  
Vol 05 (01) ◽  
pp. 45-64 ◽  
Author(s):  
PETER CAITHAMER

The stochastic wave equation in one spatial dimension driven by a class of fractional noises or, alternately, by a class of smooth noises with arbitrary temporal covariance is studied. In either case, the wave equation is explicitly solved and the upper and lower bounds on both the large and small deviations of several sup norms associated with the solution are given. Finally the energy of a system governed by such an equation is calculated and its expected value is found.


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