Quasi-invariance of the Gaussian measure for the two-dimensional stochastic cubic nonlinear wave equation
Abstract We consider the stochastic damped nonlinear wave equation $$\partial _t^{2}u+\partial _t u+u-\Delta u +u^{3} = \sqrt{2} {\langle {\nabla }\rangle ^{-s}} \xi $$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow> <mml:msubsup> <mml:mi>∂</mml:mi> <mml:mi>t</mml:mi> <mml:mn>2</mml:mn> </mml:msubsup> <mml:mi>u</mml:mi> <mml:mo>+</mml:mo> <mml:msub> <mml:mi>∂</mml:mi> <mml:mi>t</mml:mi> </mml:msub> <mml:mi>u</mml:mi> <mml:mo>+</mml:mo> <mml:mi>u</mml:mi> <mml:mo>-</mml:mo> <mml:mi>Δ</mml:mi> <mml:mi>u</mml:mi> <mml:mo>+</mml:mo> <mml:msup> <mml:mi>u</mml:mi> <mml:mn>3</mml:mn> </mml:msup> <mml:mo>=</mml:mo> <mml:msqrt> <mml:mn>2</mml:mn> </mml:msqrt> <mml:msup> <mml:mrow> <mml:mo>⟨</mml:mo> <mml:mi>∇</mml:mi> <mml:mo>⟩</mml:mo> </mml:mrow> <mml:mrow> <mml:mo>-</mml:mo> <mml:mi>s</mml:mi> </mml:mrow> </mml:msup> <mml:mi>ξ</mml:mi> </mml:mrow> </mml:math> on the two-dimensional torus $$\mathbb T^2$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:msup> <mml:mi>T</mml:mi> <mml:mn>2</mml:mn> </mml:msup> </mml:math> , where $$\xi $$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mi>ξ</mml:mi> </mml:math> denotes a space-time white noise and $$s>0$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow> <mml:mi>s</mml:mi> <mml:mo>></mml:mo> <mml:mn>0</mml:mn> </mml:mrow> </mml:math> . We show that the measure $$\vec {\mu }_s$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:msub> <mml:mover> <mml:mi>μ</mml:mi> <mml:mo>→</mml:mo> </mml:mover> <mml:mi>s</mml:mi> </mml:msub> </mml:math> corresponding to the unique invariant measure for the flow of the associated linear equation is quasi-invariant under the nonlinear stochastic flow.
Authors
- Justin Forlano (ORCID: https://orcid.org/0000-0002-8118-9911)
- Leonardo Tolomeo (ORCID: https://orcid.org/0000-0002-1882-2294)
Institutions
- Maxwell Institute for Mathematical Sciences (GB)
- Monash University (AU)
Publication Details
- Journal
- Stochastic Partial Differential Equations Analysis and Computations
- Published
- 2025-12-09
- DOI
- https://doi.org/10.1007/s40072-025-00407-7
- Citations
- 1
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 2.21