Skip to main content
Log in

The Non-Archimedean Stochastic Heat Equation Driven by Gaussian Noise

  • Published:
Journal of Fourier Analysis and Applications Aims and scope Submit manuscript

Abstract

We introduce and study a new class of non-Archimedean stochastic pseudodifferential equations. These equations are the non-Archimedean counterparts of the classical stochastic heat equations. We show the existence and uniqueness of mild random field solutions for these equations.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Albeverio, S., Karwoski, W.: Diffusion in \(p\)-adic numbers. In: Ito, K., Hida, H. (eds.) Gaussian Random Fields, pp. 86–99. World Scientific, Singapore (1991)

    Google Scholar 

  2. Albeverio, S., Karwoski, W.: A random walk on \(p\)-adics: the generator and its spectrum. Stoch. Process. Appl. 53, 1–22 (1994)

    Article  MATH  Google Scholar 

  3. Albeverio, S., Yu, K.A., Shelkovich, V.M.: Theory of \(p\)-Adic Distributions: Linear and Nonlinear Models. Cambridge University Press, Cambridge, MA (2010)

    Google Scholar 

  4. Annie, M., Marta, S.-S.: A stochastic wave equation in two space dimension: smoothness of the law. Ann. Probab. 27(2), 803–844 (1999)

    Article  MATH  MathSciNet  Google Scholar 

  5. Avetisov, V.A., Bikulov, A.H., Kozyrev, S.V., Osipov, V.A.: \(p\)-Adic models of ultrametric diffusion constrained by hierarchical energy landscapes. J. Phys. A 35(2), 177–189 (2002)

    Article  MATH  MathSciNet  Google Scholar 

  6. Avetisov, V.A., Bikulov, A.Kh.: \(p\)-Adic description of characteristic relaxation in complex systems. J. Phys. A 36(15), 4239–4246 (2003)

  7. Avetisov, V.A., Bikulov, A.Kh., Osipov, V.A.: \(p\)-Adic models of ultrametric diffusion in the conformational dynamics of macromolecules. Proc. Steklov Inst. Math. 2(245), 48–57 (2004)

  8. Bikulov, A.Kh., Volovich, I.V.: \(p\)-Adic Brownian motion. Izv. Math. 61(3), 537–552 (1997)

  9. Bikulov, A.Kh.: Stochastic equations of mathematical physics over the field of \(p\)-adic numbers. Theoret. and Math. Phys. 119(2), 594–604 (1999)

  10. Cazenave, T.: An Introduction to Semilinear Evolution Equations. Oxford University Press, Haraux, Oxford (1998)

    MATH  Google Scholar 

  11. Chacón-Cortes, L.F., Zúñiga-Galindo, W.A.: Non-local operators, non-Archimedean parabolic-type equations with variable coefficients and Markov processes. arXiv:1405.3016

  12. Chacón-Cortes, L.F., Zúñiga-Galindo, W.A.: Nonlocal operators, parabolic-type equations, and ultrametric random walks. J. Math. Phys. 54(11), 113503, 17 (2013)

    Article  Google Scholar 

  13. Christian, Berg, Gunnar, Forst: Potential Theory on Locally Compact Abelian Groups. Springer, New York (1975)

    MATH  Google Scholar 

  14. Chung, K.L., Doob, J.L.: Fields, optionality and measurability. Am. J. Math. 87, 397–424 (1965)

    Article  MATH  MathSciNet  Google Scholar 

  15. Cohn, D.L.: Measurable choice of limit points and the existence of separable and measurable processes. Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 22, 161–165 (1972)

    Article  MATH  MathSciNet  Google Scholar 

  16. Da Prato, G.: Stochastic Equations in Infinite Dimensions. Cambridge University Press, Cambridge, MA (1992)

    Book  MATH  Google Scholar 

  17. Dalang, R.C., Quer-Sardanyons, L.: Stochastic integrals for spde’s: a comparison. Expo. Math. 29(1), 67–109 (2011)

  18. Dalang, R.C.: Extending the martingale measure stochastic integral with applications to spatially homogeneous s.p.d.e’.s. Electron. J. Probab. 4(6), 29 (1999)

    MathSciNet  Google Scholar 

  19. Evans, S.N.: p-Adic White Noise, Chaos Expansions, and Stochastic Integration. Probability Measures on Groups and Related Structures, XI (Oberwolfach, pp. 102–115. World Sci. Publ, River Edge, NJ 1994) (1995)

  20. Evans, S.N.: Local properties of Lévy processes on a totally disconnected group. J. Theoret. Probab. 6, 817–850 (1993)

    Article  MATH  MathSciNet  Google Scholar 

  21. Frauenfelder, H. (author), Chan, S.S. (Editor), Chan, W.S. (Editor), Austin, R.H. (Contributor), Schulz, C.E. (Contributor), Nienhaus, G.U. (Contributor), Young, R.D. (Contributor): The Physics of Proteins: An Introduction to Biological Physics and Molecular Biophysics. Springer, Berlin (2010)

  22. Gel’fand, I.M., Ya, V.N.: Generalized Functions, Vol. 4. Applications of Harmonic Analysis. Academic Press, New York (1964)

    Google Scholar 

  23. Kamizono, K.: p-Adic Brownian motion over \(\mathbb{Q} _{p}\). Proc. Steklov Inst. Math. 265(1), 115–130 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  24. Kaneko, H., Kochubei, A.N.: Weak solutions of stochastic differential equations over the field of \(p\)-adic numbers. Tohoku Math. J. 4(2), 547–564 (2007)

    Article  MathSciNet  Google Scholar 

  25. Karwowski, W.: Diffusion processes with ultrametric jumps. Rep. Math. Phys. 60(2), 221–235 (2007)

    Article  MATH  MathSciNet  Google Scholar 

  26. Kenji, K.: Symmetric stochastic integrals with respect to p-adic Brownian motion. Stochastics 79(6), 523–538 (2007)

    MATH  MathSciNet  Google Scholar 

  27. Khrennikov, A.Y.: Fundamental solutions over the field of \(p\)-adic numbers. St. Petersburg Math. J. 4(3), 613–628 (1993)

    MathSciNet  Google Scholar 

  28. Khrennikov, A.Y., Khuang, Z.: Generalized functionals of \(p\)-adic white noise. Dokl. Akad. Nauk 344(1), 23–26 (1995)

    MathSciNet  Google Scholar 

  29. Khrennikov, A.: Probabilistic pathway representation of cognitive information. J. Theor. Biol. 231, 597–613 (2004)

    Article  Google Scholar 

  30. Khrennikov, A.Y., Kozyrev, S.V.: \(p\)-adic pseudodifferential operators and analytic continuation of replica matrices. Theoret. and Math. Phys. 144(2), 1166–1170 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  31. Khrennikov, A.Y., Kozyrev, S.V.: Ultrametric random field. Infin. Dimens. Anal. Quantum Probab. Relat. Top. 9(2), 199–213 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  32. Khrennikov, A.Y., Kozyrev, S.V., Oleschko, K., Jaramillo, A.G., Correa López, M.: Application of \(p\)-adic analysis to time series. Infin. Dimens. Anal. Quantum Probab. Relat. Top. 16(4), 1350030 (15 pages) (2013)

    Article  Google Scholar 

  33. Kochubei, A.N.: Stochastic integrals and stochastic differential equations over the field of \(p\)-adic numbers. Potential Anal. 2, 105–125 (1997)

    Article  MathSciNet  Google Scholar 

  34. Kochubei, A.N.: Pseudo-Differential Equations and Stochastics Over Non-Archimedean Fields. Marcel Dekker Inc, New York (2001)

    Book  MATH  Google Scholar 

  35. Rodríguez-Vega, J.J., Zúñiga-Galindo, W.A.: Taibleson operators, \(p\)-adic parabolic equations and ultrametric diffusion. Pacific J. Math. 237(2), 327–347 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  36. Taibleson, M.H.: Fourier Analysis on Local Fields. Princeton University Press, Princeton, NJ (1975)

    MATH  Google Scholar 

  37. Torba, S.M., Zúñiga-Galindo, W.A.: Parabolic type equations and Markov stochastic processes on adeles. J. Fourier Anal. Appl. 19(4), 792–835 (2013)

    Article  MATH  MathSciNet  Google Scholar 

  38. Varadarajan, V.S.: Path integrals for a class of \(p\)-adic Schrödinger equations. Lett. Math. Phys. 39(2), 97–106 (1997)

    Article  MATH  MathSciNet  Google Scholar 

  39. Vladimirov, V.S., Volovich, I.V., Zelenov, E.I.: \(p\)-Adic Analysis and Mathematical Physics. World Scientific, Singapore (1994)

    Google Scholar 

  40. Walsh, J.B.: An introduction to stochastic partial differential equations. École d’été de probabilités de Saint-Flour, XIV–1984, pp. 265–439. Lecture Notes in Math., 1180. Springer, Berlin (1986)

  41. Zúñiga-Galindo, W.A.: Parabolic equations and Markov processes over p-adic fields. Potential Anal. 28(2), 185–200 (2008)

    Article  MATH  MathSciNet  Google Scholar 

Download references

Acknowledgments

The author wishes to thank to Anatoly Kochubei and Sergii Torba for fruitful discussions and remarks. The author was partially supported by Conacyt (Mexico), Grant # 127794.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to W. A. Zúñiga-Galindo.

Additional information

Communicated by Hans G. Feichtinger.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Zúñiga-Galindo, W.A. The Non-Archimedean Stochastic Heat Equation Driven by Gaussian Noise. J Fourier Anal Appl 21, 600–627 (2015). https://doi.org/10.1007/s00041-014-9383-9

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00041-014-9383-9

Keywords

Mathematics Subject Classification

Navigation