Scaling laws for fractional diffusion-wave equations with singular data (Q1573121)
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English | Scaling laws for fractional diffusion-wave equations with singular data |
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Scaling laws for fractional diffusion-wave equations with singular data (English)
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14 February 2001
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Let \(u(t,x,\beta)\), \(t>0,x\in \mathbb R,0<\beta <1\), be the solution of the Cauchy problem for the equation \[ {\partial^{2\beta }u}/{\partial t^{2\beta }}={\partial^2 u}/{\partial x^2} \] [see \textit{W. R. Schneider} and \textit{W. Wyss}, J. Math. Phys. 30, No.~1, 134-144 (1989; Zbl 0692.45004) and \textit{A. N. Kochubej} [Differ. Equations 26, No. 4, 660-670 (1990; Zbl 0712.35049)] with random Gaussian initial data. It is shown, under certain conditions upon the initial random function \(u(0,x,\beta)\), that the finite-dimensional distributions of the random field \[ X_\varepsilon (t,x,\beta)=\varepsilon^{-\gamma }\left[ u\left( \frac{t}{\varepsilon},\frac{x}{\varepsilon^\beta},\beta \right) - C_0\right] \] (the parameters \(\gamma >0\) and \(C_0\) are determined by \(u(0,x,\beta)\)) converge weakly as \(\varepsilon \to 0\). The limit field is found.
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fractional diffusion
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Gaussian process
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rescaled solution
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