Regularization by noise for Gevrey well-posedeness of a weakly hyperbolic operator
Enrico Bernardi, Alberto Lanconelli

TL;DR
This paper demonstrates that adding a specific stochastic noise perturbation to a weakly hyperbolic PDE can transform its ill-posed deterministic problem into a well-posed stochastic one within the smooth function space, extending well-posedness results.
Contribution
It provides a novel example showing how noise regularization can improve well-posedness of weakly hyperbolic operators beyond classical Gevrey classes.
Findings
Noise perturbation induces well-posedness in the $C^{ abla}$-category.
Deterministic problem is only well-posed in Gevrey classes with $1 \,< s < 2$.
Stochastic perturbation achieves well-posedness in smooth functions.
Abstract
We present an example of a linear partial differential equation whose Cauchy problem becomes well-posed when perturbed by noise. Specifically, we make clear how a suitable multiplicative Stratonovich perturbation of Brownian type renders a weakly hyperbolic operator with double involutive characteristics well-posed in the -category, while its deterministic counterpart is only well-posed in the Gevrey classes with .
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Taxonomy
TopicsStochastic processes and financial applications · Numerical methods in inverse problems · Mathematical Analysis and Transform Methods
