A note on Tricomi-type partial differential equations with white noise initial condition

We study a class of Tricomi-type partial differential equations previously investigated in [28]. Firstly, we generalize the representation formula for the solution obtained there by allowing the coefficient in front of the second-order partial derivative with respect to x to be any non integer power of t. Then, we analyze the robustness of that solution by taking the initial data to be Gaussian white noise and we discover that the existence of a well-defined random field solution is lost upon the introduction of lower-order terms in the operator. This phenomenon shows that, even though the Tricomi-type operators with or without lower-order terms are the same from the point of view of the theory of hyperbolic operators with double characteristics, their corresponding random versions exhibit different well posedness properties. We also prove that for more regular initial data -specifically fractional Gaussian white noise with Hurst parameter H is an element of (1/2, 1)-the well posedness of the Cauchy problem for the Tricomi-type operator with lower-order term is restored. (c) 2026 The Author(s). Published by Elsevier Inc. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).

Authors

Publication Details

Journal
Journal of Differential Equations
Published
2026-02-05
DOI
https://doi.org/10.1016/j.jde.2026.114176
Primary Topic
Stochastic processes and financial applications
Type
article
Field-Weighted Citation Impact
0.00
Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
article

A note on Tricomi-type partial differential equations with white noise initial condition

Alberto Lanconelli, Enrico Bernardi
Journal of Differential Equations
Stochastic processes and financial applications
article

A note on Tricomi-type partial differential equations with white noise initial condition

Alberto Lanconelli, Enrico Bernardi
article en

Abstract

We study a class of Tricomi-type partial differential equations previously investigated in [28]. Firstly, we generalize the representation formula for the solution obtained there by allowing the coefficient in front of the second-order partial derivative with respect to x to be any non integer power of t. Then, we analyze the robustness of that solution by taking the initial data to be Gaussian white noise and we discover that the existence of a well-defined random field solution is lost upon the introduction of lower-order terms in the operator. This phenomenon shows that, even though the Tricomi-type operators with or without lower-order terms are the same from the point of view of the theory of hyperbolic operators with double characteristics, their corresponding random versions exhibit different well posedness properties. We also prove that for more regular initial data -specifically fractional Gaussian white noise with Hurst parameter H is an element of (1/2, 1)-the well posedness of the Cauchy problem for the Tricomi-type operator with lower-order term is restored. (c) 2026 The Author(s). Published by Elsevier Inc. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).

Journal of Differential EquationsVol. 463
Openalex Percentile: Top 68%
Stochastic processes and financial applications
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.

A note on Tricomi-type partial differential equations with white noise initial condition — Alberto Lanconelli, Enrico Bernardi · Journal of Differential Equations (2026) | TGRS Research Map | TGRS