Fractional diffusion in Gaussian noisy environment

DOI10.3390/MATH3020131MaRDI QIDQ2352938zbMATH OpenOpenAlexFDO

Authors Guannan Hu, Yaozhong Hu

Publication date 7 July 2015

Published in Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1502.05514

zbMATH Keywords

Caputo fractional derivativechaos expansionmild solutionfractional Gaussian noisestochastic integralfractional order stochastic heat equation

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Second-order parabolic systems (35K40) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic integrals (60H05)

Abstract: We study the fractional diffusion in a Gaussian noisy environment as described by the fractional order stochastic partial equations of the following form: $D_t^{a}lphau(t,x)=extitBu+ucdot{W}^H$, where $D_t^{a}lpha$ is the fractional derivative of order $alpha$ with respect to the time variable $t$, $extitB$ is a second order elliptic operator with respect to the space variable $xinmathbb{R}^d$, and $W^H$ a fractional Gaussian noise of Hurst parameter $H=(H_1,cdots,H_d)$. We obtain conditions satisfied by $alpha$ and $H$ so that the square integrable solution $u$ exists uniquely .

Recommendations

• Space-time fractional diffusions in Gaussian noisy environment
• Fractional kinetic equations driven by Gaussian or infinitely divisible noise
• Properties and distribution of the dynamical functional for the fractional Gaussian noise
• Publication:5753318
• Fractional normal inverse Gaussian diffusion
• Fractional diffusion in inhomogeneous media
• scientific article; zbMATH DE number 4204938
• Fractional kinetic equation driven by general space-time homogeneous Gaussian noise
• Intermittent diffusion in the presence of noise
• Fractional Pearson diffusions

Cites work

• scientific article; zbMATH DE number 4204938 (Why is no real title available?)
• Cauchy problem for fractional diffusion equations
• Fractional cable equation models for anomalous electrodiffusion in nerve cells: finite domain solutions
• Fractional diffusion and wave equations
• Heat equations with fractional white noise potentials
• Table of integrals, series, and products. Translated from the Russian. Translation edited and with a preface by Alan Jeffrey and Daniel Zwillinger. With one CD-ROM (Windows, Macintosh and UNIX)

Cited in

(12)

• Gradient and stability estimates of heat kernels for fractional powers of elliptic operator
• Intermittence and space-time fractional stochastic partial differential equations
• Space-time fractional diffusions in Gaussian noisy environment
• Nonlinear stochastic time-fractional slow and fast diffusion equations on \(\mathbb{R}^d\)
• Simulation of two-dimensional fractional Gaussian noise
• Stochastic fractional heat equation perturbed by general Gaussian and non-Gaussian noise
• Fractional diffusion and fractional heat equation
• Quasi-Linear (Stochastic) Partial Differential Equations with Time-Fractional Derivatives
• Large deviation principle for a space-time fractional stochastic heat equation with fractional noise
• Properties and distribution of the dynamical functional for the fractional Gaussian noise
• Intermittency fronts for space-time fractional stochastic partial differential equations in \((d + 1)\) dimensions
• Hölder regularity for the nonlinear stochastic time-fractional slow \& fast diffusion equations on \({\mathbb{R}}^d\)

This page was built for publication: Fractional diffusion in Gaussian noisy environment

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2352938)