Hitting probabilities for non-linear systems of stochastic waves

preprint2013arXivOpen access

Abstract

We consider a dd-dimensional random field u={u(t,x)}u = \{u(t,x)\} that solves a non-linear system of stochastic wave equations in spatial dimensions k∈{1,2,3}k \in \{1,2,3\}, driven by a spatially homogeneous Gaussian noise that is white in time. We mainly consider the case where the spatial covariance is given by a Riesz kernel with exponent ββ. Using Malliavin calculus, we establish upper and lower bounds on the probabilities that the random field visits a deterministic subset of $\IR^d$, in terms, respectively, of Hausdorff measure and Newtonian capacity of this set. The dimension that appears in the Hausdorff measure is close to optimal, and shows that when d(2−β)>2(k+1)d(2-β) > 2(k+1), points are polar for uu. Conversely, in low dimensions dd, points are not polar. There is however an interval in which the question of polarity of points remains open.

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