A non-linear wave equation with fractional perturbation
The talk will be devoted to a (partial) presentation of the results of \cite{deya-wave,deya-wave-2} about the following non-linear 2D stochastic wave model:
{∂2tu−Δu=u2+˙B,t∈[0,T] , x∈R2 ,u(0,.)=ϕ0,∂tu(0,.)=ϕ1 ,
where ϕ0,ϕ1 are (deterministic) initial conditions in an appropriate Sobolev space and ˙B:=∂t∂x1∂x2B, for some space-time fractional Brownian motion B of Hurst index (H0,H1,H2)∈(0,1)3. \smallskip
The model has been treated by Gubinelli, Koch and Oh (see \cite{gubinelli-koch-oh}) in the specific white-noise situation, that is when H0=H1=H2=12. Our objective in \cite{deya-wave,deya-wave-2} was to generalize these considerations to every (H0,H1,H2)∈(0,1)3 such that H0+H1+H2>1 (which turns out to be an optimal condition). \smallskip
Such an extension allows us (in particular) to offer a better perspective on the change-of-regime phenomenon behind: if H0+H1+H2>32, then the equation can be directly solved in the classical (mild) sense, while if H0+H1+H2≤32, then the model can only be handled through a renormalization procedure. \smallskip
Besides, our strategy to treat somehow relies on a similar {\it splitting} as in rough paths theory: we first emphasize the role of an explicit
stochastically-defined object Ψ=Ψ(˙B) at the core of the dynamics (the analog of a rough path, to some extent), then reformulate the equation in terms of Ψ and settle a deterministic fixed-point argument to solve it.
A. Deya: A non-linear wave equation with fractional perturbation. {\it Ann. Probab.} {\bf 47} (2019), no. 3, 1775-1810.
A. Deya: On a non-linear 2D fractional wave equation. To appear in {\it Ann. Inst. H. Poincar{\'e} Probab. Statist}.
M. Gubinelli, H. Koch and T. Oh: Renormalization of the two-dimensional stochastic non linear wave equations. {\it Trans.Amer. Math. Soc.} {\bf 370} (2018), 7335-7359.