Second Order PDEs with Dirichlet White Noise Boundary Condition

In this paper we study the Poisson and heat equations on bounded and unbounded domains with smooth boundary with random Dirichlet boundary conditions. The main novelty of this work is a convenient framework for the analysis of such equations excited by the white in time and/or space noise on the boundary. Our approach allows us to show the existence and uniqueness of weak solutions in the space of distributions. Then we prove that the solutions can be identified as smooth functions inside the domain, and finally the rate of their blow up at the boundary is estimated. A large class of noises including Wiener and fractional Wiener space time white noise, homogeneous noise and Lévy noise is considered.

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Source https://inria.hal.science/hal-00825120
Author Brzezniak, Zdzislaw, Goldys, Ben, Peszat, Szymon, Russo, Francesco
Maintainer CCSD
Last Updated May 11, 2026, 01:20 (UTC)
Created May 11, 2026, 01:20 (UTC)
Identifier hal-00825120
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor University of York [York, UK]
creator Brzezniak, Zdzislaw
date 2013-05-23T00:00:00
harvest_object_id cc65257b-927e-4a48-a949-26c3225c6c5d
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2026-02-07T00:00:00
relation info:eu-repo/semantics/altIdentifier/arxiv/1305.5324
set_spec type:UNDEFINED