Some properties of non-linear fractional stochastic heat equations on bounded domains

DOI10.1016/J.CHAOS.2017.03.064zbMATH Open1374.60116arXiv1605.01323OpenAlexW2566120974MaRDI QIDQ1677751FDOQ1677751

Ngartelbaye Guerngar, Erkan Nane, Mohammud Foondun

Publication date: 13 November 2017

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Abstract: Consider the following stochastic partial differential equation, �egin{equation*} partial_t u_t(x)= mathcal{L}u_t(x)+ xisigma (u_t(x)) dot F(t,x), end{equation*} where $xi$ is a positive parameter and $sigma$ is a globally Lipschitz continuous function. The stochastic forcing term $dotF(t,x)$ is white in time but possibly colored in space. The operator $mathcalL$ is a non-local operator. We study the behaviour of the solution with respect to the parameter $xi$, extending the results in cite{FoonNual} and cite{Bin}

Full work available at URL: https://arxiv.org/abs/1605.01323

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zbMATH Keywords

colored noiselarge time behaviorstochastic fractional PDEs

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional partial differential equations (35R11) PDEs with randomness, stochastic partial differential equations (35R60)

Cites Work

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Cited In (8)

• Some properties of fractional kinetic equation with Gaussian noise rough in space
• On some properties of a class of fractional stochastic heat equations
• Level of noises and long time behavior of the solution for space-time fractional SPDE in bounded domains
• Moment bounds of a class of stochastic heat equations driven by space-time colored noise in bounded domains
• On a terminal value problem for stochastic space‐time fractional wave equations
• Moment bounds for some fractional stochastic heat equations on the ball
• On backward problems for stochastic fractional reaction equations with standard and fractional Brownian motion
• On comparison principle and strict positivity of solutions to the nonlinear stochastic fractional heat equations

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