A linearized Kuramoto-Sivashinsky PDE via an imaginary-Brownian-time-Brownian-angle process

DOI10.1016/S1631-073X(03)00060-8zbMath1030.60056arXiv1005.3804MaRDI QIDQ1408074

Hassan Allouba

Publication date: 15 September 2003

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1005.3804

zbMATH Keywords

Kuramoto-Sivashinsky equationBrownian-time processes

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Initial value problems for higher-order parabolic equations (35K30)

Related Items (12)

Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation ⋮ Long time stability of nonlocal stochastic Kuramoto-Sivashinsky equations with jump noises ⋮ A linearized Kuramoto-Sivashinsky PDE via an imaginary-Brownian-time-Brownian-angle process ⋮ Long time behavior for nonlocal stochastic Kuramoto-Sivashinsky equations ⋮ Time-fractional and memoryful \(\Delta^{2^{k}}\) SIEs on \(\mathbb{R}_{+}\times\mathbb{R}^{d}\): how far can we push white noise? ⋮ L-Kuramoto-Sivashinsky SPDEs in one-to-three dimensions: L-KS kernel, sharp Hölder regularity, and Swift-Hohenberg law equivalence ⋮ INTERACTING TIME-FRACTIONAL AND Δ^ν PDES SYSTEMS VIA BROWNIAN-TIME AND INVERSE-STABLE-LÉVY-TIME BROWNIAN SHEETS ⋮ L-Kuramoto-Sivashinsky SPDEs vs. time-fractional SPIDEs: exact continuity and gradient moduli, 1/2-derivative criticality, and laws ⋮ Higher order PDE’s and iterated processes ⋮ Long time behavior for stochastic Burgers equations with jump noises ⋮ From Brownian-Time Brownian Sheet to a Fourth Order and a Kuramoto–Sivashinsky-Variant Interacting PDEs Systems ⋮ A BROWNIAN-TIME EXCURSION INTO FOURTH-ORDER PDES, LINEARIZED KURAMOTO–SIVASHINSKY, AND BTP-SPDES ON ℝ₊ × ℝ^d

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