2020/10/28 by Ernst, Oliver G., Gottschalk, Hanno, Kalmes, Thomas +2 · 1 citation
#Analysis of PDEs (math.AP) #FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR)
paper · doi:10.48550/arxiv.2010.14912
We investigate the stationary diffusion equation with a coefficient given by a (transformed) Lévy random field. Lévy random fields are constructed by smoothing Lévy noise fields with kernels from the Matérn class. We show that Lévy noise naturally extends Gaussian white noise within Minlos' theory of generalized random fields. Results on the distributional path spaces of Lévy noise are derived as well as the amount of smoothing to ensure such distributions become continuous paths. Given this, we derive results on the pathwise existence and measurability of solutions to the random boundary value problem (BVP). For the solutions of the BVP we prove existence of moments (in the H1-norm) under adequate growth conditions on the Lévy measure of the noise field. Finally, a kernel expansion of the smoothed Lévy noise fields is introduced and convergence in Ln (n≥ 1) of the solutions associated with the approximate random coefficients is proven with an explicit rate.