1D stochastic pressure equation with log-correlated Gaussian coefficients

Benny Avelin, Tuomo Kuusi, Patrik Nummi, Eero Saksman, Jonas M. Tölle, Lauri Viitasaari

Research output: Contribution to journalArticleScientific

Abstract

We study unique solvability for one dimensional stochastic pressure equation with diffusion coefficient given by the Wick exponential of log-correlated Gaussian fields. We prove well-posedness for Dirichlet, Neumann and periodic boundary data, and the initial value problem, covering the cases of both the Wick renormalization of the diffusion and of point-wise multiplication. We provide explicit representations for the solutions in both cases, characterized by the S-transform and the Gaussian multiplicative chaos measure.
Original languageEnglish
Number of pages37
JournalarXiv.org
Publication statusSubmitted - 15 Feb 2024
MoE publication typeB1 Non-refereed journal articles

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