Almost sure spatial decay and almost sure nonlinear smoothing of some stochastic dispersive equations
In this paper, we consider the almost sure nonlinear smoothing, the almost sure spatial decay and the almost sure uniform convergence of the stochastic mKdV equation and the stochastic cubic KdV-Benjamin-Ono equation. Firstly, for initial data $g\in H^{s}(\mathbb{R})(s\geq\frac{1}{4})$ and $Φ_{2}\in L_{2}^{0,s}$, we prove the local well-posedness for the stochastic cubic KdV-Benjamin-Ono equation. Secondly, we establish the almost sure nonlinear smoothing of the stochastic mKdV equation and the stochastic cubic KdV-Benjamin-Ono equation. Finally, by using the almost sure nonlinear smoothing, we obtain the almost sure spatial decay and the almost sure uniform convergence of the integral term in the pathwise solutions to the stochastic mKdV equation and the stochastic cubic KdV-Benjamin-Ono equation. More precisely, we have the following results: for the stochastic mKdV equation, let $s>\frac{1}{3}$, $f\in H^{s}(\mathbb{R})$ and $Φ_{1}\in L_{2}^{0,s}$. Then, the local pathwise solution $u$ satisfies \begin{eqnarray*} &&\mathbb{P}\Big(\Big\{ω: \lim_{t\rightarrow0}\Big\|u-U(t)f-\int_{0}^{t}U(t-s)Φ_{1}dW(s)\Big\|_{L_{x}^{\infty}}=0\Big\}\Big)=1,\\ &&\mathbb{P}\Big(\Big\{ω: \forall t\in[0,T_ω], \lim_{|x|\rightarrow\infty}\Big(u-U(t)f-\int_{0}^{t}U(t-s)Φ_{1}dW(s)\Big)=0\Big\}\Big)=1. \end{eqnarray*} For the stochastic cubic KdV-Benjamin-Ono equation, let $s>\frac{1}{3}$, $g\in H^{s}(\mathbb{R})$ and $Φ_{2}\in L_{2}^{0,s}$. Then, the local pathwise solution $v$ satisfies \begin{eqnarray*} &&\mathbb{P}\Big(\Big\{ω: \lim_{t\rightarrow0}\Big\|v-V(t)g-\int_{0}^{t}V(t-s)Φ_{2}dW(s)\Big\|_{L_{x}^{\infty}}=0\Big\}\Big)=1,\\ &&\mathbb{P}\Big(\Big\{ω: \forall t\in[0,T_ω],\lim_{|x|\rightarrow\infty}\Big(v-V(t)g-\int_{0}^{t}V(t-s)Φ_{2}dW(s)\Big)=0\Big\}\Big)=1. \end{eqnarray*}