Space-time fractional stochastic equations on regular bounded open domains
From MaRDI portal
Publication:2374136
Caputo-Djrbashian fractional derivativeDirichlet regular bounded open domainseigenfunction expansionfractional pseudodifferential elliptic operatorsfractional stochastic equationsGaussian spatio-temporal white noise measureMittag-Leffler functionRiemannian-Liouville fractional integralstochastic boundary value problems
Fractional derivatives and integrals (26A33) General second-order stochastic processes (60G12) Gaussian processes (60G15) Sample path properties (60G17) Generalized stochastic processes (60G20) Fractional processes, including fractional Brownian motion (60G22) Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Abstract: Fractional (in time and in space) evolution equations defined on Dirichlet regular bounded open domains, driven by fractional integrated in time Gaussian spatiotemporal white noise, are considered here. Sufficient conditions for the definition of a weak-sense Gaussian solution, in the mean-square sense, are derived. The temporal, spatial and spatiotemporal H"older continuity, in the mean-square sense, of the formulated solution is obtained, under suitable conditions, from the asymptotic properties of the Mittag-Leffler function, and the asymptotic order of the eigenvalues of a fractional polynomial of the Dirichlet negative Laplacian operator on such bounded open domains.
Recommendations
- Fractional-in-time and multifractional-in-space stochastic partial differential equations
- Continuity of the solution to a stochastic time-fractional diffusion equations in the spatial domain with locally Lipschitz sources
- Stochastic classical solutions for space-time fractional evolution equations on a bounded domain
- Space-time fractional diffusions in Gaussian noisy environment
- Nonlinear stochastic time-fractional diffusion equations on \(\mathbb {R}\): moments, Hölder regularity and intermittency
Cites work
- A brief story about the operators of the generalized fractional calculus
- A stochastic model of neural response
- A stochastic solution with Gaussian stationary increments of the symmetric space-time fractional diffusion equation
- Comparing Fréchet and positive stable laws
- Diffusion Equation and Stochastic Processes
- Diffusions and Elliptic Operators
- Dirichlet problems for harmonic maps from regular domains
- Fractional diffusion and fractional heat equation
- Fractional diffusion and wave equations
- Fractional diffusion on bounded domains
- Fractional elliptic, hyperbolic and parabolic random fields
- Fractional Fokker-Planck-Kolmogorov type equations and their associated stochastic differential equations
- Fractional kinetic equations driven by Gaussian or infinitely divisible noise
- Fractional random fields associated with stochastic fractional heat equations
- From the Langevin equation to the fractional Fokker-Planck equation
- Geometrical structure of Laplacian eigenfunctions
- Harmonic analysis of random fractional diffusion-wave equations.
- scientific article; zbMATH DE number 438987 (Why is no real title available?)
- scientific article; zbMATH DE number 3905582 (Why is no real title available?)
- scientific article; zbMATH DE number 3751955 (Why is no real title available?)
- scientific article; zbMATH DE number 42082 (Why is no real title available?)
- scientific article; zbMATH DE number 194234 (Why is no real title available?)
- scientific article; zbMATH DE number 1264681 (Why is no real title available?)
- scientific article; zbMATH DE number 1412981 (Why is no real title available?)
- scientific article; zbMATH DE number 5938087 (Why is no real title available?)
- scientific article; zbMATH DE number 3075147 (Why is no real title available?)
- scientific article; zbMATH DE number 3108589 (Why is no real title available?)
- Invariant random fields on spaces with a group action
- Lectures on potential theory. Notes by K. N. Gowrisankaran and M. K. Venkatesha Murthy
- Mathematical Analysis of Evolution, Information, and Complexity
- Mittag-Leffler functions and their applications
- On spectral representations of tensor random fields on the sphere
- Random fields on the sphere. Representation, limit theorems and cosmological applications
- Random walk models approximating symmetric space-fractional diffusion processes
- Recent history of fractional calculus
- Space-time fractional diffusion on bounded domains
- Space-time fractional stochastic partial differential equations
- Spectral analysis of fractional kinetic equations with random data.
- Stochastic models for fractional calculus
- Stochastic partial differential equations driven by Lévy space-time white noise.
- Stochastic representation of fractional Bessel-Riesz motion
- Stochastic solution of space-time fractional diffusion equations
- The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics
- The Riesz-Bessel fractional diffusion equation
- The special functions of fractional calculus as generalized fractional calculus operators of some basic functions
- Transient anomalous sub-diffusion on bounded domains
- Two-sided eigenvalue estimates for subordinate processes in domains
Cited in
(24)- On the regularity of weak solutions to space-time fractional stochastic heat equations
- Numerical methods for the two-dimensional multi-term time-fractional diffusion equations
- Strongly consistent autoregressive predictors in abstract Banach spaces
- Estimation of the covariance function of Gaussian isotropic random fields on spheres, related Rosenblatt-type distributions and the cosmic variance problem
- Stochastic classical solutions for space-time fractional evolution equations on a bounded domain
- Describing NMR relaxation by effective phase diffusion equation
- Spectral analysis of multifractional LRD functional time series
- Weak convergence of the L1 scheme for a stochastic subdiffusion problem driven by fractionally integrated additive noise
- On a class of stochastic fractional kinetic equation with fractional noise
- Space-time fractional stochastic partial differential equations with Lévy noise
- An analysis of the L1 scheme for stochastic subdiffusion problem driven by integrated space-time white noise
- Describe NMR relaxation by anomalous rotational or translational diffusion
- Fractional-in-time and multifractional-in-space stochastic partial differential equations
- Spatiotemporal covariance functions for Laplacian ARMA fields in higher dimensions
- Numerical approximation of stochastic time-fractional diffusion
- Nonlinear stochastic time-fractional diffusion equations on \(\mathbb {R}\): moments, Hölder regularity and intermittency
- Continuity of the solution to a stochastic time-fractional diffusion equations in the spatial domain with locally Lipschitz sources
- Level of noises and long time behavior of the solution for space-time fractional SPDE in bounded domains
- Strong approximation of stochastic semilinear subdiffusion and superdiffusion driven by fractionally integrated additive noise
- Regularity theory for a new class of fractional parabolic stochastic evolution equations
- Numerical study for a stochastic semilinear subdiffusion equation driven by fractional Brownian motions
- Optimal regularization for a general multi-dimensional time-fractional sideways problem
- Existence, uniqueness and regularity for a semilinear stochastic subdiffusion with integrated multiplicative noise
- LRD spectral analysis of multifractional functional time series on manifolds
This page was built for publication: Space-time fractional stochastic equations on regular bounded open domains
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2374136)
