Moment bounds of a class of stochastic heat equations driven by space-time colored noise in bounded domains

DOI10.1016/J.SPA.2020.05.009MaRDI QIDQ2196546zbMATH OpenOpenAlexFDO

Authors Ngartelbaye Guerngar, Erkan Nane

Publication date 3 September 2020

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1801.00878

zbMATH Keywords

fractional Brownian motionspace-time colored noise

Mathematics Subject Classification ID

Fractional partial differential equations (35R11) PDEs with randomness, stochastic partial differential equations (35R60) Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We consider the fractional stochastic heat type equation �egin{align*} frac{partial}{partial t} u_t(x)=-(-Delta)^{alpha/2}u_t(x)+xisigma(u_t(x))dot{F}(t,x), xin D, t>0, end{align*} with nonnegative bounded initial condition, where $alphain(0,2]$, $xi>0$ is the noise level, $sigma:mathbbRightarrowmathbbR$ is a globally Lipschitz function satisfying some growth conditions and the noise term behaves in space like the Riez kernel and is possibly correlated in time and $D$ is the unit open ball centered at the origin in $mathbb{R}^d$. When the noise term is not correlated in time, we establish a change in the growth of the solution of these equations depending on the noise level $xi$. On the other hand when the noise term behaves in time like the fractional Brownian motion with index $Hin(1/2,1)$, We also derive explicit bounds leading to a well-known intermittency property.

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Cited in

(17)

• Moment bounds for some fractional stochastic heat equations on the ball
• Some properties of non-linear fractional stochastic heat equations on bounded domains
• A boundedness trichotomy for the stochastic heat equation
• Stochastic heat equation with multiplicative fractional-colored noise
• Sticky-reflected stochastic heat equation driven by colored noise
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• On the intermittency front of stochastic heat equation driven by colored noises
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• The Dirichlet problem for stochastic partial differential equations with nonlocal operators in \(C^{1, \sigma}\) open sets
• Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation

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