A fractional Poisson equation: existence, regularity and approximations of the solution

DOI10.1142/S0219493709002762zbMATH Open1194.60041arXiv0804.1108OpenAlexW2163607704MaRDI QIDQ3405582FDOQ3405582

Authors: Iván Torrecilla, Marta Sanz-Solé 

Publication date: 10 February 2010

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Abstract: We consider a stochastic boundary value elliptic problem on a bounded domain $Dsubsetmathbb{R}^k$, driven by a fractional Brownian field with Hurst parameter $H=(H_1,\mathrm{...},H_k)in[1/2,1{[}^k$. First we define the stochastic convolution derived from the Green kernel and prove some properties. Using monotonicity methods, we prove existence and uniqueness of solution, along with regularity of the sample paths. Finally, we propose a sequence of lattice approximations and prove its convergence to the solution of the SPDE at a given rate.

Full work available at URL: https://arxiv.org/abs/0804.1108

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zbMATH Keywords

rate of convergencestochastic partial differential equationsfractional Brownian field

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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Cited In (9)

• Title not available (Why is that?)
• A stochastic fractional Laplace equation driven by colored noise on bounded domain, and its covariance functional
• Elliptic stochastic partial differential equations with two reflecting walls
• A Fractional Laplace Equation: Regularity of Solutions and Finite Element Approximations
• Local fractional variational iteration method for local fractional Poisson equations in two independent variables
• Optimal strong convergence of finite element methods for one-dimensional stochastic elliptic equations with fractional noise
• Pathwise definition of second-order SDEs
• Title not available (Why is that?)
• Schrödinger equation with Gaussian potential

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