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We consider a non-linear stochastic wave equation driven by space-time white noise in dimension 1. First of all, we state some results about the intermittency of the solution, which have only been carefully studied in some particular cases so far. Then, we establish a comparison principle for the solution, following the ideas of Mueller. We think it is of particular interest to obtain such a result for a hyperbolic equation. Finally, using the results mentioned above, we aim to show that the solution exhibits a chaotic behavior, in a similar way as was established by Conus, Joseph, and Khoshnevisan for the heat equation. We study the two cases where 1. the initial conditions have compact support, where the global maximum of the solution remains bounded and 2. the initial conditions are bounded away from 0, where the global maximum is almost surely infinite. Interesting estimates are also provided on the behavior of the global maximum of the solution.
The purpose of this paper is extend recent results of Bonder-Groisman and Foondun-Nualart to the stochastic wave equation. In particular, a suitable integrability condition for non-existence of global solutions is derived.
We study the existence and propagation of singularities of the solution to a one-dimensional linear stochastic wave equation driven by an additive Gaussian noise that is white in time and colored in space. Our approach is based on a simultaneous law
Let $xi$ denote space-time white noise, and consider the following stochastic partial differential equations: (i) $dot{u}=frac{1}{2} u + uxi$, started identically at one; and (ii) $dot{Z}=frac12 Z + xi$, started identically at zero. It is well kn
We consider the linear stochastic wave equation driven by a Gaussian noise. We show that the solution satisfies a certain form of strong local nondeterminism and we use this property to derive the exact uniform modulus of continuity for the solution.
In this note we consider the parabolic Anderson model in one dimension with time-independent fractional noise $dot{W}$ in space. We consider the case $H<frac{1}{2}$ and get existence and uniqueness of solution. In order to find the quenched asymptoti