Nonlinear stochastic time-fractional slow and fast diffusion equations on R^d

DOI10.1016/J.SPA.2019.01.003MaRDI QIDQ2280022zbMATH OpenOpenAlexFDO

Authors Le Chen, David Nualart, Yaozhong Hu

Publication date 17 December 2019

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

Full work available at URL https://arxiv.org/abs/1509.07763

zbMATH Keywords

Fox H-functionHölder continuityintermittencymeasure-valued initial datanonlinear stochastic fractional diffusion equations

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: This paper studies the nonlinear stochastic partial differential equation of fractional orders both in space and time variables: [ left(partial^�eta+frac{ u}{2}(-Delta)^{alpha/2} ight)u(t,x) = I_t^gammaleft[ ho(u(t,x))dot{W}(t,x) ight],quad t>0,: xinmathbb{R}^d, ] where $dotW$ is the space-time white noise, $alphain(0,2]$, $$, $gammage0$ and $u>0$. Fundamental solutions and their properties, in particular the nonnegativity, are derived. The existence and uniqueness of solution together with the moment bounds of the solution are obtained under Dalang's condition: $$. In some cases, the initial data can be measures. When $$, we prove the sample path regularity of the solution.

Recommendations

• Nonlinear stochastic time-fractional diffusion equations on \(\mathbb {R}\): moments, Hölder regularity and intermittency
• Space-time fractional diffusions in Gaussian noisy environment
• Space-time fractional stochastic partial differential equations with Lévy noise
• Space-time fractional stochastic partial differential equations
• On the solutions of nonlinear stochastic fractional partial differential equations in one spatial dimension

Cites work

• Cauchy problem for fractional diffusion equations
• Completely monotone generalized Mittag-Leffler functions
• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• Fractional diffusion in Gaussian noisy environment
• Fractional time stochastic partial differential equations
• Hölder-continuity for the nonlinear stochastic heat equation with rough initial conditions
• scientific article; zbMATH DE number 438987 (Why is no real title available?)
• scientific article; zbMATH DE number 4171497 (Why is no real title available?)
• scientific article; zbMATH DE number 3984248 (Why is no real title available?)
• scientific article; zbMATH DE number 1264681 (Why is no real title available?)
• scientific article; zbMATH DE number 1907576 (Why is no real title available?)
• scientific article; zbMATH DE number 5681159 (Why is no real title available?)
• scientific article; zbMATH DE number 3367521 (Why is no real title available?)
• scientific article; zbMATH DE number 2217537 (Why is no real title available?)
• Initial measures for the stochastic heat equation
• Intermittence and nonlinear parabolic stochastic partial differential equations
• Intermittence and space-time fractional stochastic partial differential equations
• Intermittency and Chaos for a Nonlinear Stochastic Wave Equation in Dimension 1
• Moment bounds and asymptotics for the stochastic wave equation
• Moments and growth indices for the nonlinear stochastic heat equation with rough initial conditions
• Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation
• NIST handbook of mathematical functions
• Nonlinear stochastic time-fractional diffusion equations on \(\mathbb {R}\): moments, Hölder regularity and intermittency
• On comparison principle and strict positivity of solutions to the nonlinear stochastic fractional heat equations
• On the solutions of nonlinear stochastic fractional partial differential equations in one spatial dimension
• On the support of solutions to the heat equation with noise
• Parabolic Anderson problem and intermittency
• Regularity and strict positivity of densities for the nonlinear stochastic heat equation
• Space-time fractional diffusions in Gaussian noisy environment
• Space-time fractional stochastic partial differential equations
• Temporal asymptotics for fractional parabolic Anderson model
• The analysis of fractional differential equations. An application-oriented exposition using differential operators of Caputo type
• The fundamental solution of a diffusion-wave equation of fractional order
• The fundamental solution of the space-time fractional diffusion equation
• THE GENERALIZED BESSEL FUNCTION OF ORDER GREATER THAN ONE
• The stochastic heat equation: Feynman-Kac formula and intermittence.

Cited in

(39)

• Asymptotic behaviour of solution and non-existence of global solution to a class of conformable time-fractional stochastic equation
• On the asymptotic behavior of solutions to time-fractional elliptic equations driven by a multiplicative white noise
• Strong dissipativity of generalized time-fractional derivatives and quasi-linear (stochastic) partial differential equations
• Hölder regularity for the nonlinear stochastic time-fractional slow \& fast diffusion equations on \({\mathbb{R}}^d\)
• Fully nonlocal stochastic control problems with fractional Brownian motions and Poisson jumps
• An analysis of the L1 scheme for stochastic subdiffusion problem driven by integrated space-time white noise
• Classical and generalized solutions of fractional stochastic differential equations
• SPDEs with linear multiplicative fractional noise: continuity in law with respect to the Hurst index
• On the solutions of nonlinear stochastic fractional partial differential equations in one spatial dimension
• Lyapunov exponents of the SHE under general initial data
• Space-time fractional diffusions in Gaussian noisy environment
• Time-fractional and memoryful \(\Delta^{2^{k}}\) SIEs on \(\mathbb{R}_{+}\times\mathbb{R}^{d}\): how far can we push white noise?
• Numerical Approximation of Optimal Convergence for Fractional Elliptic Equations with Additive Fractional Gaussian Noise
• Non-linear noise excitation for some space-time fractional stochastic equations in bounded domains
• Nonlinear stochastic time-fractional diffusion equations on \(\mathbb {R}\): moments, Hölder regularity and intermittency
• On a stochastic nonclassical diffusion equation with standard and fractional Brownian motion
• Space-time fractional Anderson model driven by Gaussian noise rough in space
• Global solution to non-self-adjoint stochastic Volterra equation
• Continuity of the solution to a stochastic time-fractional diffusion equations in the spatial domain with locally Lipschitz sources
• Law of iterated logarithms and fractal properties of the KPZ equation
• The fractional stochastic heat equation driven by time-space white noise
• Solving a nonlinear fractional SPDE with spatially inhomogeneous white noise
• Interpolating the stochastic heat and wave equations with time-independent noise: solvability and exact asymptotics
• Unified stochastic representation, well-posedness analysis, and regularity analysis for the equations modeling anomalous diffusions
• Stochastic Burgers equations with fractional derivative driven by fractional noise
• Stochastic fractional diffusion equations with Gaussian noise rough in space
• Parabolic stochastic PDEs on bounded domains with rough initial conditions: moment and correlation bounds
• On a nonlinear stochastic fractional differential equation of fluid dynamics
• The stochastic heat equation with fractional time and fractional time-space white noise
• Numerical study for a stochastic semilinear subdiffusion equation driven by fractional Brownian motions
• Rayleigh-Stokes equations with space-time white noise: existence, Hölder regularity, and parameter-continuity
• Transportation cost-information inequality for non-linear time-fractional stochastic heat equation driven by space-time white noise
• Time-space fractional stochastic Ginzburg-Landau equations: global solvability, Sobolev-Hölder regularity, and Talagrand's transportation inequality
• Sample path properties and small ball probabilities for stochastic fractional diffusion equations
• New continuity results for a class of time fractional stochastic heat equations in bounded and unbounded domains
• Propagation of high peaks for the space-time fractional stochastic partial differential equations
• Existence, uniqueness and regularity for a semilinear stochastic subdiffusion with integrated multiplicative noise
• Temporal increments of the KPZ equation with general initial data
• Blow-up results for space-time fractional stochastic partial differential equations

Describes a project that uses

Uses Software

• DLMF

This page was built for publication: Nonlinear stochastic time-fractional slow and fast diffusion equations on \(\mathbb{R}^d\)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2280022)