Generalized KDV equation subject to a stochastic perturbation
Article
Millet, A, Roudenko, S. (2018). Generalized KDV equation subject to a stochastic perturbation
. DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 23(3), 1177-1198. 10.3934/dcdsb.2018147
Millet, A, Roudenko, S. (2018). Generalized KDV equation subject to a stochastic perturbation
. DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 23(3), 1177-1198. 10.3934/dcdsb.2018147
We prove global well-posedness of the subcritical generalized Korteweg-de Vries equation (the mKdV and the gKdV with quartic power of nonlinearity) subject to an additive random perturbation. More precisely, we prove that if the driving noise is a cylindrical Wiener process on L2(R) and the covariance operator is Hilbert-Schmidt in an appropriate Sobolev space, then the solutions with H1(R) initial data are globally well-posed in H1(R). This extends results obtained by A. de Bouard and A. Debussche for the stochastic KdV equation.