Homogenization of fractional kinetic equations with random initial data

DOI10.1214/EJP.V16-896MaRDI QIDQ638417zbMATH OpenFDO

Authors Gi-Ren Liu, Narn-Rueih Shieh

Publication date 9 September 2011

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1004.4267, http://www.emis.de/journals/EJP-ECP/_ejpecp/viewarticle87ed.html

zbMATH Keywords

long-range dependencerandom initial dataHermite expansionRiesz-Bessel fractional equation and systemsmall-scale limitsmultiple Itô-Wiener integral

Mathematics Subject Classification ID

Random fields (60G60) Fractional processes, including fractional Brownian motion (60G22) Inference from stochastic processes and spectral analysis (62M15) Functional limit theorems; invariance principles (60F17) Stochastic integrals (60H05)

Abstract: Let $$ be the $mathbb{R}^2$-valued spatial-temporal random field $$ arising from a certain two-equation system of fractional kinetic equations of reaction-diffusion type, with given random initial data $u(0,x)$ and $v(0,x).$ The space-fractional derivative is characterized by the composition of the inverses of the Riesz potential and the Bessel potential. We discuss two scaling limits, the macro and the micro, for the homogenization of $$, and prove that the rescaled limit is a singular field of multiple It^{o}-Wiener integral type, subject to suitable assumptions on the random initial conditions. In the two scaling procedures, the Riesz and the Bessel parameters play distinctive roles. Moreover, since the component fields $u,v$ are dependent on the interactions present within the system, we employ a certain stochastic decoupling method to tackle this components dependence. The time-fractional system is also considered, in which the Mittag-Leffler function is used.

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(5)

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• Multi-scaling limits for relativistic diffusion equations with random initial data
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• Random homogenization of fractional obstacle problems
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