Macroscopic multi-fractality of Gaussian random fields and linear stochastic partial differential equations with colored noise (Q6161599)

The author of this paper considers the linear stochastic heat and wave equations with geographically and temporally coupled generalised Gaussian noise. The author demonstrates that the solutions to the linear stochastic partial differential equations (SPDEs) display tall peaks on macroscopic scales, indicating that they are macroscopically multi-fractal, under the supposition that the homogeneous spatial correlation \(f\) meets some modest criteria. The author also calculates the macroscopic Hausdorff dimension of the peaks for vanishing correlation Gaussian random fields, and then uses this finding to solve the linear SPDEs. Additionally, the linear SPDEs' spatio-temporal multi-fractality is investigated.